CLX vs. JAAA
CLX (The Clorox Company) is a stock, while JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past 5 years, CLX returned -8.88%/yr vs 4.83%/yr for JAAA. At a 0.02 correlation, their price movements are largely independent.
Performance
CLX vs. JAAA - 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 JAAA's 2.33% 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%
JAAA
- 1D
- 0.04%
- 1M
- 0.32%
- 6M
- 2.13%
- YTD
- 2.33%
- 1Y
- 4.93%
- 3Y*
- 6.44%
- 5Y*
- 4.83%
- 10Y*
- —
CLX vs. JAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 0.23% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | -5.59% |
JAAA Janus Henderson AAA CLO ETF | 2.33% | 5.16% | 7.43% | 8.59% | 0.49% | 1.39% | 0.76% |
Correlation
The correlation between CLX and JAAA is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2020 | 0.02 |
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Return for Risk
CLX vs. JAAA — Risk / Return Rank
CLX
JAAA
CLX vs. JAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Janus Henderson AAA CLO ETF (JAAA). 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 | JAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.81 | ||
| Sortino ratioReturn per unit of downside risk | -10.92 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 2.80 | -1.89 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 12.74 | -13.33 |
| Martin ratioReturn relative to average drawdown | -1.10 | 69.13 | -70.23 |
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Drawdowns
CLX vs. JAAA - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for CLX and JAAA.
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Drawdown Indicators
| CLX | JAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -2.64% | -53.70% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -0.39% | -31.13% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -1.46% | -44.65% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -2.64% | -43.47% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | — | — |
Current DrawdownCurrent decline from peak | -49.96% | -0.00% | -49.96% |
Average DrawdownAverage peak-to-trough decline | -13.51% | -0.25% | -13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.00% | 0.07% | +16.93% |
Volatility
CLX vs. JAAA - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.44% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.16%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | JAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 0.16% | +10.28% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 0.63% | +24.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 0.80% | +28.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.38% | 1.66% | +24.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 1.63% | +23.06% |
Dividends
CLX vs. JAAA - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.02%, more than JAAA's 4.95% yield.
| 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% |
JAAA Janus Henderson AAA CLO ETF | 4.95% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CLX and JAAA have a correlation of 0.04, 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 JAAA (0.16%). In terms of maximum drawdown, CLX dropped -56.34% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.17 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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