CLX vs. GSG
CLX (The Clorox Company) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 10 years, CLX returned -0.88%/yr vs 7.69%/yr for GSG. At a 0.01 correlation, their price movements are largely independent.
Performance
CLX vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, CLX achieves a -10.11% return, which is significantly lower than GSG's 42.58% return. Over the past 10 years, CLX has underperformed GSG with an annualized return of -0.88%, while GSG has yielded a comparatively higher 7.69% annualized return.
CLX
- 1D
- -1.23%
- 1M
- 2.37%
- YTD
- -10.11%
- 6M
- -13.82%
- 1Y
- -28.88%
- 3Y*
- -15.06%
- 5Y*
- -10.13%
- 10Y*
- -0.88%
GSG
- 1D
- 0.77%
- 1M
- -4.83%
- YTD
- 42.58%
- 6M
- 41.06%
- 1Y
- 51.52%
- 3Y*
- 19.31%
- 5Y*
- 15.74%
- 10Y*
- 7.69%
CLX vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | -10.11% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Correlation
The correlation between CLX and GSG is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2006 | 0.01 |
The correlation between CLX and GSG shifts across timeframes, from -0.20 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CLX vs. GSG — Risk / Return Rank
CLX
GSG
CLX vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.31 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.40 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 5.47 | -6.39 |
| Martin ratioReturn relative to average drawdown | -1.93 | 14.39 | -16.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLX | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 2.26 | -3.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.70 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.35 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.09 | +0.51 |
Drawdowns
CLX vs. GSG - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for CLX and GSG.
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Drawdown Indicators
| CLX | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -89.62% | +33.28% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -9.46% | -22.06% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -14.94% | -31.17% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -29.12% | -16.99% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | -57.64% | +1.30% |
Current DrawdownCurrent decline from peak | -55.12% | -56.95% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -63.71% | +50.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.03% | 3.59% | +11.44% |
Volatility
CLX vs. GSG - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.77% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.65%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 7.65% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.86% | 20.42% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.40% | 22.95% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.94% | 22.61% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.43% | 22.03% | +2.40% |
Dividends
CLX vs. GSG - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.60%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 5.60% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CLX and GSG have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLX has higher volatility (10.77%) compared to GSG (7.65%). In terms of maximum drawdown, CLX dropped -56.34% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (2.26 vs -1.06), 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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