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CLX vs. ECL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CLXECL
YTD Return17.72%25.34%
1Y Return30.13%42.91%
3Y Return (Ann)3.10%3.51%
5Y Return (Ann)4.99%6.45%
10Y Return (Ann)7.82%9.44%
Sharpe Ratio1.622.27
Sortino Ratio2.443.16
Omega Ratio1.301.48
Calmar Ratio0.831.75
Martin Ratio4.4319.51
Ulcer Index7.60%2.19%
Daily Std Dev20.81%18.78%
Max Drawdown-54.12%-47.18%
Current Drawdown-22.49%-5.59%

Fundamentals


CLXECL
Market Cap$20.11B$69.23B
EPS$2.89$7.14
PE Ratio56.2234.24
PEG Ratio0.772.45
Total Revenue (TTM)$7.47B$15.67B
Gross Profit (TTM)$3.32B$6.77B
EBITDA (TTM)$1.30B$3.34B

Correlation

-0.50.00.51.00.3

The correlation between CLX and ECL is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CLX vs. ECL - Performance Comparison

In the year-to-date period, CLX achieves a 17.72% return, which is significantly lower than ECL's 25.34% return. Over the past 10 years, CLX has underperformed ECL with an annualized return of 7.82%, while ECL has yielded a comparatively higher 9.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.93%
6.47%
CLX
ECL

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Risk-Adjusted Performance

CLX vs. ECL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Ecolab Inc. (ECL). 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.


CLX
Sharpe ratio
The chart of Sharpe ratio for CLX, currently valued at 1.62, compared to the broader market-4.00-2.000.002.001.62
Sortino ratio
The chart of Sortino ratio for CLX, currently valued at 2.44, compared to the broader market-4.00-2.000.002.004.002.44
Omega ratio
The chart of Omega ratio for CLX, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for CLX, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Martin ratio
The chart of Martin ratio for CLX, currently valued at 4.43, compared to the broader market-10.000.0010.0020.0030.004.43
ECL
Sharpe ratio
The chart of Sharpe ratio for ECL, currently valued at 2.27, compared to the broader market-4.00-2.000.002.002.27
Sortino ratio
The chart of Sortino ratio for ECL, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.16
Omega ratio
The chart of Omega ratio for ECL, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for ECL, currently valued at 1.75, compared to the broader market0.002.004.006.001.75
Martin ratio
The chart of Martin ratio for ECL, currently valued at 19.51, compared to the broader market-10.000.0010.0020.0030.0019.51

CLX vs. ECL - Sharpe Ratio Comparison

The current CLX Sharpe Ratio is 1.62, which is comparable to the ECL Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CLX and ECL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.62
2.27
CLX
ECL

Dividends

CLX vs. ECL - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 2.98%, more than ECL's 0.92% yield.


TTM20232022202120202019201820172016201520142013
CLX
The Clorox Company
2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%2.91%
ECL
Ecolab Inc.
0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%

Drawdowns

CLX vs. ECL - Drawdown Comparison

The maximum CLX drawdown since its inception was -54.12%, which is greater than ECL's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for CLX and ECL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.49%
-5.59%
CLX
ECL

Volatility

CLX vs. ECL - Volatility Comparison

The current volatility for The Clorox Company (CLX) is 4.58%, while Ecolab Inc. (ECL) has a volatility of 5.02%. This indicates that CLX experiences smaller price fluctuations and is considered to be less risky than ECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.58%
5.02%
CLX
ECL

Financials

CLX vs. ECL - Financials Comparison

This section allows you to compare key financial metrics between The Clorox Company and Ecolab Inc.. 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



Values in USD except per share items