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 -0.26%/yr vs 7.61%/yr for GSG. At a 0.00 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 0.23% return, which is significantly lower than GSG's 33.95% return. Over the past 10 years, CLX has underperformed GSG with an annualized return of -0.26%, while GSG has yielded a comparatively higher 7.61% annualized return.
CLX
- 1D
- 1.82%
- 1M
- 1.23%
- 6M
- -9.14%
- YTD
- 0.23%
- 1Y
- -18.71%
- 3Y*
- -10.45%
- 5Y*
- -8.88%
- 10Y*
- -0.26%
GSG
- 1D
- -0.93%
- 1M
- 4.15%
- 6M
- 29.74%
- YTD
- 33.95%
- 1Y
- 37.41%
- 3Y*
- 15.32%
- 5Y*
- 14.20%
- 10Y*
- 7.61%
CLX vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 0.23% | -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 | 33.95% | 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 -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
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 21, 2006 | 0.00 |
The correlation between CLX and GSG shifts across timeframes, from -0.21 (1 year) to 0.00 (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.
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.
| CLX | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.29 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.00 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.10 | 6.66 | -7.76 |
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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% | -18.81% | -12.71% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -18.81% | -27.30% |
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 | -49.96% | -59.56% | +9.60% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -63.68% | +50.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.00% | 5.63% | +11.37% |
Volatility
CLX vs. GSG - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.44% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.17%. 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 | 10.44% | 7.17% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 21.54% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 23.48% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.38% | 22.80% | +3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 22.00% | +2.69% |
Dividends
CLX vs. GSG - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.02%, 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 | 5.02% | 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 -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLX has higher volatility (10.44%) compared to GSG (7.17%). In terms of maximum drawdown, CLX dropped -56.34% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (1.60 vs -0.64), 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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