CLX vs. MDT
CLX (The Clorox Company) and MDT (Medtronic plc) are both stocks. CLX operates in Household & Personal Products (Consumer Defensive), while MDT operates in Medical Devices (Healthcare). Over the past 10 years, CLX returned -0.30%/yr vs 2.04%/yr for MDT. At a 0.23 correlation, their price movements are largely independent.
Performance
CLX vs. MDT - Performance Comparison
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Returns By Period
In the year-to-date period, CLX achieves a -3.38% return, which is significantly higher than MDT's -15.31% return. Over the past 10 years, CLX has underperformed MDT with an annualized return of -0.30%, while MDT has yielded a comparatively higher 2.04% annualized return.
CLX
- 1D
- 1.08%
- 1M
- 3.26%
- YTD
- -3.38%
- 6M
- -3.47%
- 1Y
- -22.12%
- 3Y*
- -12.13%
- 5Y*
- -8.48%
- 10Y*
- -0.30%
MDT
- 1D
- -1.20%
- 1M
- 5.96%
- YTD
- -15.31%
- 6M
- -19.07%
- 1Y
- -4.79%
- 3Y*
- 2.04%
- 5Y*
- -5.25%
- 10Y*
- 2.04%
CLX vs. MDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | -3.38% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
MDT Medtronic plc | -15.31% | 24.05% | 0.28% | 9.58% | -22.55% | -9.79% | 5.70% | 27.34% | 15.18% | 15.90% |
Correlation
The correlation between CLX and MDT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 1983 | 0.23 |
The correlation between CLX and MDT shifts across timeframes, from 0.21 (10 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CLX:
$11.59B
MDT:
$103.94B
CLX:
$6.17
MDT:
$3.58
CLX:
15.43
MDT:
22.52
CLX:
0.35
MDT:
2.03
CLX:
1.73
MDT:
2.93
CLX:
$6.76B
MDT:
$35.48B
CLX:
$2.96B
MDT:
$5.78B
CLX:
$1.45B
MDT:
$7.11B
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Return for Risk
CLX vs. MDT — Risk / Return Rank
CLX
MDT
CLX vs. MDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Medtronic plc (MDT). 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.
| CLX | MDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.98 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.17 | -0.54 |
| Martin ratioReturn relative to average drawdown | -1.45 | -0.43 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLX | MDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.23 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | -0.24 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.09 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.47 | -0.04 |
Drawdowns
CLX vs. MDT - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, roughly equal to the maximum MDT drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for CLX and MDT.
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Drawdown Indicators
| CLX | MDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -57.63% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -28.90% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -28.90% | -17.21% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -45.10% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | -45.10% | -11.24% |
Current DrawdownCurrent decline from peak | -51.76% | -30.81% | -20.95% |
Average DrawdownAverage peak-to-trough decline | -13.42% | -16.54% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.25% | 11.17% | +4.08% |
Volatility
CLX vs. MDT - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.85% compared to Medtronic plc (MDT) at 10.04%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than MDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | MDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.85% | 10.04% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 23.46% | 16.19% | +7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.93% | 20.95% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.04% | 21.93% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.49% | 23.24% | +1.25% |
Dividends
CLX vs. MDT - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.21%, more than MDT's 3.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 5.21% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
MDT Medtronic plc | 3.52% | 2.95% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% |
Financials
CLX vs. MDT - Financials Comparison
This section allows you to compare key financial metrics between The Clorox Company and Medtronic plc. 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
Frequently Asked Questions
CLX and MDT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLX has higher volatility (10.85%) compared to MDT (10.04%). In terms of maximum drawdown, CLX dropped -56.34% vs MDT's -57.63%.
MDT currently has the higher Sharpe Ratio (-0.23 vs -0.80), 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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