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CLX vs. CMCSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CLX vs. CMCSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Clorox Company (CLX) and Comcast Corporation (CMCSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLX achieves a -1.69% return, which is significantly higher than CMCSA's -5.28% return. Over the past 10 years, CLX has underperformed CMCSA with an annualized return of -0.20%, while CMCSA has yielded a comparatively higher 1.27% annualized return.


CLX

1D
-1.51%
1M
7.04%
YTD
-1.69%
6M
-4.70%
1Y
-17.78%
3Y*
-11.57%
5Y*
-8.21%
10Y*
-0.20%

CMCSA

1D
2.21%
1M
-1.05%
YTD
-5.28%
6M
3.97%
1Y
-17.53%
3Y*
-8.98%
5Y*
-10.72%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLX vs. CMCSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLX
The Clorox Company
-1.69%-35.59%17.72%4.99%-17.00%-11.50%34.46%2.23%6.55%27.14%
CMCSA
Comcast Corporation
-5.28%-17.35%-11.84%29.08%-28.68%-2.22%19.13%34.04%-12.71%17.45%

Correlation

The correlation between CLX and CMCSA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 7, 1988

0.23

The correlation between CLX and CMCSA shifts across timeframes, from 0.19 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CLX:

$11.79B

CMCSA:

$88.62B

EPS

CLX:

$6.17

CMCSA:

$5.05

PE Ratio

CLX:

15.70

CMCSA:

4.85

PEG Ratio

CLX:

0.36

CMCSA:

0.10

PS Ratio

CLX:

1.76

CMCSA:

0.72

Total Revenue (TTM)

CLX:

$6.76B

CMCSA:

$125.28B

Gross Profit (TTM)

CLX:

$2.96B

CMCSA:

$77.26B

EBITDA (TTM)

CLX:

$1.45B

CMCSA:

$45.00B

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Return for Risk

CLX vs. CMCSA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLX
CLX Risk / Return Rank: 1414
Overall Rank
CLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CLX Sortino Ratio Rank: 1414
Sortino Ratio Rank
CLX Omega Ratio Rank: 1515
Omega Ratio Rank
CLX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLX Martin Ratio Rank: 1111
Martin Ratio Rank

CMCSA
CMCSA Risk / Return Rank: 1616
Overall Rank
CMCSA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CMCSA Sortino Ratio Rank: 1717
Sortino Ratio Rank
CMCSA Omega Ratio Rank: 1616
Omega Ratio Rank
CMCSA Calmar Ratio Rank: 1818
Calmar Ratio Rank
CMCSA Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLX vs. CMCSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Comcast Corporation (CMCSA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CLXCMCSADifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

0.89

0.90

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.67

+0.01

Martin ratioReturn relative to average drawdown

-1.33

-1.26

-0.06

CLX vs. CMCSA - Sharpe Ratio Comparison

The current CLX Sharpe Ratio is -0.73, which is comparable to the CMCSA Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of CLX and CMCSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CLX vs. CMCSA - Drawdown Comparison

The maximum CLX drawdown since its inception was -56.34%, smaller than the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CLX and CMCSA.


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Drawdown Indicators


CLXCMCSADifference

Max Drawdown

Largest peak-to-trough decline

-56.34%

-67.89%

+11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-31.52%

-27.34%

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-46.11%

-39.87%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-46.11%

-52.11%

+6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

-52.11%

-4.23%

Current Drawdown

Current decline from peak

-50.92%

-47.99%

-2.93%

Average Drawdown

Average peak-to-trough decline

-13.43%

-24.62%

+11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.49%

14.38%

+1.11%

Volatility

CLX vs. CMCSA - Volatility Comparison

The Clorox Company (CLX) has a higher volatility of 10.45% compared to Comcast Corporation (CMCSA) at 7.12%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLXCMCSADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

7.12%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.46%

24.86%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

28.17%

29.24%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

26.96%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

26.49%

-1.98%

Dividends

CLX vs. CMCSA - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 5.12%, less than CMCSA's 11.84% yield.


PositionTTM20252024202320222021202020192018201720162015
CLX
The Clorox Company
5.12%4.88%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%
CMCSA
Comcast Corporation
11.84%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%

Financials

CLX vs. CMCSA - Financials Comparison

This section allows you to compare key financial metrics between The Clorox Company and Comcast Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
1.67B
31.46B
(CLX) Total Revenue
(CMCSA) Total Revenue
Values in USD except per share items

CLX vs. CMCSA - Profitability Comparison

The chart below illustrates the profitability comparison between The Clorox Company and Comcast Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
43.2%
65.4%
Portfolio components
CLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a gross profit of 722.00M and revenue of 1.67B. Therefore, the gross margin over that period was 43.2%.

CMCSA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a gross profit of 20.57B and revenue of 31.46B. Therefore, the gross margin over that period was 65.4%.

CLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported an operating income of 466.00M and revenue of 1.67B, resulting in an operating margin of 27.9%.

CMCSA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported an operating income of 4.14B and revenue of 31.46B, resulting in an operating margin of 13.1%.

CLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a net income of 187.00M and revenue of 1.67B, resulting in a net margin of 11.2%.

CMCSA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comcast Corporation reported a net income of 2.17B and revenue of 31.46B, resulting in a net margin of 6.9%.


Frequently Asked Questions


CLX and CMCSA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLX has higher volatility (10.45%) compared to CMCSA (7.12%). In terms of maximum drawdown, CLX dropped -56.34% vs CMCSA's -67.89%.

CMCSA currently has the higher Sharpe Ratio (-0.62 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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