CLX vs. PEP
CLX (The Clorox Company) and PEP (PepsiCo, Inc.) are both stocks. Both are in the Consumer Defensive sector — CLX in Household & Personal Products, PEP in Beverages - Non-Alcoholic. Over the past 10 years, CLX returned -0.88%/yr vs 6.45%/yr for PEP. At a 0.35 correlation, their price movements are largely independent.
Performance
CLX vs. PEP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CLX achieves a -10.11% return, which is significantly lower than PEP's 0.20% return. Over the past 10 years, CLX has underperformed PEP with an annualized return of -0.88%, while PEP has yielded a comparatively higher 6.45% annualized return.
CLX
- 1D
- -1.23%
- 1M
- 2.37%
- YTD
- -10.11%
- 6M
- -13.82%
- 1Y
- -28.88%
- 3Y*
- -15.06%
- 5Y*
- -10.13%
- 10Y*
- -0.88%
PEP
- 1D
- 0.38%
- 1M
- -7.79%
- YTD
- 0.20%
- 6M
- -1.92%
- 1Y
- 12.44%
- 3Y*
- -5.24%
- 5Y*
- 2.25%
- 10Y*
- 6.45%
CLX vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | -10.11% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
PEP PepsiCo, Inc. | 0.20% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between CLX and PEP is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 1983 | 0.35 |
The correlation between CLX and PEP shifts across timeframes, from 0.35 (all time) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CLX:
$10.78B
PEP:
$195.42B
CLX:
$6.17
PEP:
$6.37
CLX:
14.36
PEP:
22.37
CLX:
0.33
PEP:
7.74
CLX:
1.61
PEP:
2.05
CLX:
$6.76B
PEP:
$95.45B
CLX:
$2.96B
PEP:
$51.60B
CLX:
$1.45B
PEP:
$15.08B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CLX vs. PEP — Risk / Return Rank
CLX
PEP
CLX vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and PepsiCo, Inc. (PEP). 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 | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.12 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.77 | -1.69 |
| Martin ratioReturn relative to average drawdown | -1.93 | 2.12 | -4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CLX | PEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.58 | -1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.12 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.33 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.38 | +0.05 |
Drawdowns
CLX vs. PEP - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for CLX and PEP.
Loading charts...
Drawdown Indicators
| CLX | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -73.92% | +17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -31.52% | -16.25% | -15.27% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -29.17% | -16.94% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -30.32% | -15.79% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | -30.32% | -26.02% |
Current DrawdownCurrent decline from peak | -55.12% | -19.58% | -35.54% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -13.64% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.03% | 5.87% | +9.16% |
Volatility
CLX vs. PEP - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 10.77% compared to PepsiCo, Inc. (PEP) at 6.35%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CLX | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.77% | 6.35% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.86% | 14.90% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.40% | 21.71% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.94% | 18.38% | +7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.43% | 19.66% | +4.77% |
Dividends
CLX vs. PEP - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 5.60%, more than PEP's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 5.60% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
PEP PepsiCo, Inc. | 3.99% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
Financials
CLX vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between The Clorox Company and PepsiCo, 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.
Total Revenue: Total amount of money received from sales and other business activities
CLX vs. PEP - Profitability Comparison
CLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a gross profit of 722.00M and revenue of 1.67B. Therefore, the gross margin over that period was 43.2%.
PEP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a gross profit of 10.73B and revenue of 19.44B. Therefore, the gross margin over that period was 55.2%.
CLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported an operating income of 466.00M and revenue of 1.67B, resulting in an operating margin of 27.9%.
PEP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported an operating income of 3.21B and revenue of 19.44B, resulting in an operating margin of 16.5%.
CLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Clorox Company reported a net income of 187.00M and revenue of 1.67B, resulting in a net margin of 11.2%.
PEP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PepsiCo, Inc. reported a net income of 2.34B and revenue of 19.44B, resulting in a net margin of 12.0%.
Frequently Asked Questions
CLX and PEP have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLX has higher volatility (10.77%) compared to PEP (6.35%). In terms of maximum drawdown, CLX dropped -56.34% vs PEP's -73.92%.
PEP currently has the higher Sharpe Ratio (0.58 vs -1.06), 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.
Find the right allocation for CLX and PEP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer