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

Correlation

The correlation between CLX and MDLZ is 0.37, 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. MDLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Clorox Company (CLX) and Mondelez International, Inc. (MDLZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CLX:

0.13

MDLZ:

-0.25

Sortino Ratio

CLX:

0.19

MDLZ:

-0.22

Omega Ratio

CLX:

1.02

MDLZ:

0.97

Calmar Ratio

CLX:

0.02

MDLZ:

-0.21

Martin Ratio

CLX:

0.08

MDLZ:

-0.43

Ulcer Index

CLX:

8.28%

MDLZ:

12.16%

Daily Std Dev

CLX:

21.62%

MDLZ:

21.13%

Max Drawdown

CLX:

-54.42%

MDLZ:

-46.04%

Current Drawdown

CLX:

-34.60%

MDLZ:

-11.74%

Fundamentals

Market Cap

CLX:

$16.80B

MDLZ:

$84.58B

EPS

CLX:

$5.57

MDLZ:

$2.69

PE Ratio

CLX:

24.47

MDLZ:

24.28

PEG Ratio

CLX:

0.58

MDLZ:

3.98

PS Ratio

CLX:

2.39

MDLZ:

2.32

PB Ratio

CLX:

622.06

MDLZ:

3.28

Total Revenue (TTM)

CLX:

$7.02B

MDLZ:

$36.46B

Gross Profit (TTM)

CLX:

$3.17B

MDLZ:

$11.94B

EBITDA (TTM)

CLX:

$1.38B

MDLZ:

$5.95B

Returns By Period

In the year-to-date period, CLX achieves a -15.61% return, which is significantly lower than MDLZ's 10.80% return. Over the past 10 years, CLX has underperformed MDLZ with an annualized return of 4.94%, while MDLZ has yielded a comparatively higher 7.34% annualized return.


CLX

YTD

-15.61%

1M

-2.70%

6M

-18.95%

1Y

2.71%

3Y*

2.47%

5Y*

-5.22%

10Y*

4.94%

MDLZ

YTD

10.80%

1M

-2.38%

6M

4.49%

1Y

-5.15%

3Y*

4.99%

5Y*

8.26%

10Y*

7.34%

*Annualized

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The Clorox Company

Mondelez International, Inc.

Risk-Adjusted Performance

CLX vs. MDLZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLX
The Risk-Adjusted Performance Rank of CLX is 4848
Overall Rank
The Sharpe Ratio Rank of CLX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of CLX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CLX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CLX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of CLX is 5151
Martin Ratio Rank

MDLZ
The Risk-Adjusted Performance Rank of MDLZ is 3535
Overall Rank
The Sharpe Ratio Rank of MDLZ is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of MDLZ is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MDLZ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of MDLZ is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MDLZ is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CLX vs. MDLZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Mondelez International, Inc. (MDLZ). 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.


The current CLX Sharpe Ratio is 0.13, which is higher than the MDLZ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CLX and MDLZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CLX vs. MDLZ - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 3.62%, more than MDLZ's 2.79% yield.


TTM20242023202220212020201920182017201620152014
CLX
The Clorox Company
3.62%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
MDLZ
Mondelez International, Inc.
2.79%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%

Drawdowns

CLX vs. MDLZ - Drawdown Comparison

The maximum CLX drawdown since its inception was -54.42%, which is greater than MDLZ's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for CLX and MDLZ. For additional features, visit the drawdowns tool.


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Volatility

CLX vs. MDLZ - Volatility Comparison

The Clorox Company (CLX) has a higher volatility of 7.17% compared to Mondelez International, Inc. (MDLZ) at 6.69%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CLX vs. MDLZ - Financials Comparison

This section allows you to compare key financial metrics between The Clorox Company and Mondelez International, 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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
1.67B
9.31B
(CLX) Total Revenue
(MDLZ) Total Revenue
Values in USD except per share items

CLX vs. MDLZ - Profitability Comparison

The chart below illustrates the profitability comparison between The Clorox Company and Mondelez International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20212022202320242025
44.6%
26.1%
(CLX) Gross Margin
(MDLZ) Gross Margin
CLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Clorox Company reported a gross profit of 744.00M and revenue of 1.67B. Therefore, the gross margin over that period was 44.6%.

MDLZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mondelez International, Inc. reported a gross profit of 2.43B and revenue of 9.31B. Therefore, the gross margin over that period was 26.1%.

CLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Clorox Company reported an operating income of 450.00M and revenue of 1.67B, resulting in an operating margin of 27.0%.

MDLZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mondelez International, Inc. reported an operating income of 680.00M and revenue of 9.31B, resulting in an operating margin of 7.3%.

CLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Clorox Company reported a net income of 186.00M and revenue of 1.67B, resulting in a net margin of 11.2%.

MDLZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mondelez International, Inc. reported a net income of 402.00M and revenue of 9.31B, resulting in a net margin of 4.3%.