CLX vs. KO
Compare and contrast key facts about The Clorox Company (CLX) and The Coca-Cola Company (KO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLX or KO.
Key characteristics
| CLX | KO | |
|---|---|---|
| YTD Return | 19.44% | 9.69% |
| 1Y Return | 27.31% | 14.45% |
| 3Y Return (Ann) | 3.02% | 6.94% |
| 5Y Return (Ann) | 5.41% | 7.01% |
| 10Y Return (Ann) | 8.05% | 7.36% |
| Sharpe Ratio | 1.35 | 1.20 |
| Sortino Ratio | 2.07 | 1.74 |
| Omega Ratio | 1.25 | 1.22 |
| Calmar Ratio | 0.69 | 1.16 |
| Martin Ratio | 3.63 | 4.92 |
| Ulcer Index | 7.61% | 3.02% |
| Daily Std Dev | 20.50% | 12.42% |
| Max Drawdown | -54.12% | -40.60% |
| Current Drawdown | -21.36% | -12.84% |
Fundamentals
| CLX | KO | |
|---|---|---|
| Market Cap | $20.40B | $272.94B |
| EPS | $2.87 | $2.40 |
| PE Ratio | 57.42 | 26.33 |
| PEG Ratio | 0.78 | 2.67 |
| Total Revenue (TTM) | $7.47B | $46.37B |
| Gross Profit (TTM) | $3.32B | $28.02B |
| EBITDA (TTM) | $1.30B | $11.65B |
Correlation
The correlation between CLX and KO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CLX vs. KO - Performance Comparison
In the year-to-date period, CLX achieves a 19.44% return, which is significantly higher than KO's 9.69% return. Over the past 10 years, CLX has outperformed KO with an annualized return of 8.05%, while KO has yielded a comparatively lower 7.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CLX vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and The Coca-Cola Company (KO). 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.
Dividends
CLX vs. KO - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 2.94%, less than KO's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 2.94% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
KO The Coca-Cola Company | 3.03% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
CLX vs. KO - Drawdown Comparison
The maximum CLX drawdown since its inception was -54.12%, which is greater than KO's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for CLX and KO. For additional features, visit the drawdowns tool.
Volatility
CLX vs. KO - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 4.38% compared to The Coca-Cola Company (KO) at 4.12%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CLX vs. KO - Financials Comparison
This section allows you to compare key financial metrics between The Clorox Company and The Coca-Cola Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities