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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.


-0.50.00.51.00.4

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.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
793.83%
520.42%
CLX
MDLZ

Key characteristics

Sharpe Ratio

CLX:

1.04

MDLZ:

-0.72

Sortino Ratio

CLX:

1.67

MDLZ:

-0.95

Omega Ratio

CLX:

1.20

MDLZ:

0.90

Calmar Ratio

CLX:

0.52

MDLZ:

-0.56

Martin Ratio

CLX:

2.75

MDLZ:

-1.30

Ulcer Index

CLX:

7.60%

MDLZ:

9.41%

Daily Std Dev

CLX:

19.98%

MDLZ:

17.01%

Max Drawdown

CLX:

-54.42%

MDLZ:

-38.16%

Current Drawdown

CLX:

-21.53%

MDLZ:

-21.42%

Fundamentals

Market Cap

CLX:

$20.22B

MDLZ:

$82.02B

EPS

CLX:

$2.88

MDLZ:

$2.82

PE Ratio

CLX:

56.71

MDLZ:

21.75

PEG Ratio

CLX:

0.76

MDLZ:

4.84

Total Revenue (TTM)

CLX:

$7.47B

MDLZ:

$36.15B

Gross Profit (TTM)

CLX:

$3.32B

MDLZ:

$13.72B

EBITDA (TTM)

CLX:

$877.00M

MDLZ:

$7.65B

Returns By Period

In the year-to-date period, CLX achieves a 19.19% return, which is significantly higher than MDLZ's -16.44% return. Over the past 10 years, CLX has outperformed MDLZ with an annualized return of 7.40%, while MDLZ has yielded a comparatively lower 6.91% annualized return.


CLX

YTD

19.19%

1M

-2.15%

6M

22.31%

1Y

20.40%

5Y*

4.45%

10Y*

7.40%

MDLZ

YTD

-16.44%

1M

-7.81%

6M

-9.56%

1Y

-13.60%

5Y*

3.76%

10Y*

6.91%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CLX, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04-0.72
The chart of Sortino ratio for CLX, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.67-0.95
The chart of Omega ratio for CLX, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.90
The chart of Calmar ratio for CLX, currently valued at 0.52, compared to the broader market0.002.004.006.000.52-0.56
The chart of Martin ratio for CLX, currently valued at 2.75, compared to the broader market-5.000.005.0010.0015.0020.0025.002.75-1.30
CLX
MDLZ

The current CLX Sharpe Ratio is 1.04, which is higher than the MDLZ Sharpe Ratio of -0.72. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
-0.72
CLX
MDLZ

Dividends

CLX vs. MDLZ - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 2.94%, which matches MDLZ's 2.94% yield.


TTM20232022202120202019201820172016201520142013
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%
MDLZ
Mondelez International, Inc.
2.94%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%

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 -38.16%. Use the drawdown chart below to compare losses from any high point for CLX and MDLZ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.53%
-21.42%
CLX
MDLZ

Volatility

CLX vs. MDLZ - Volatility Comparison

The current volatility for The Clorox Company (CLX) is 4.05%, while Mondelez International, Inc. (MDLZ) has a volatility of 5.04%. This indicates that CLX experiences smaller price fluctuations and is considered to be less risky than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.05%
5.04%
CLX
MDLZ

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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