CLX vs. PG
Compare and contrast key facts about The Clorox Company (CLX) and The Procter & Gamble Company (PG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLX or PG.
Key characteristics
| CLX | PG | |
|---|---|---|
| YTD Return | 19.86% | 16.50% |
| 1Y Return | 25.18% | 12.23% |
| 3Y Return (Ann) | 3.14% | 6.99% |
| 5Y Return (Ann) | 5.62% | 9.38% |
| 10Y Return (Ann) | 8.09% | 9.63% |
| Sharpe Ratio | 1.35 | 0.78 |
| Sortino Ratio | 2.08 | 1.16 |
| Omega Ratio | 1.25 | 1.16 |
| Calmar Ratio | 0.70 | 1.35 |
| Martin Ratio | 3.65 | 4.30 |
| Ulcer Index | 7.61% | 2.78% |
| Daily Std Dev | 20.51% | 15.37% |
| Max Drawdown | -54.12% | -54.23% |
| Current Drawdown | -21.09% | -5.75% |
Fundamentals
| CLX | PG | |
|---|---|---|
| Market Cap | $20.40B | $390.56B |
| EPS | $2.87 | $5.79 |
| PE Ratio | 57.42 | 28.64 |
| PEG Ratio | 0.78 | 3.50 |
| Total Revenue (TTM) | $7.47B | $83.91B |
| Gross Profit (TTM) | $3.32B | $43.14B |
| EBITDA (TTM) | $1.30B | $22.32B |
Correlation
The correlation between CLX and PG is 0.43, 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. PG - Performance Comparison
In the year-to-date period, CLX achieves a 19.86% return, which is significantly higher than PG's 16.50% return. Over the past 10 years, CLX has underperformed PG with an annualized return of 8.09%, while PG has yielded a comparatively higher 9.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CLX vs. PG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and The Procter & Gamble Company (PG). 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. PG - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 2.93%, more than PG's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 2.93% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
PG The Procter & Gamble Company | 2.38% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
Drawdowns
CLX vs. PG - Drawdown Comparison
The maximum CLX drawdown since its inception was -54.12%, roughly equal to the maximum PG drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for CLX and PG. For additional features, visit the drawdowns tool.
Volatility
CLX vs. PG - Volatility Comparison
The current volatility for The Clorox Company (CLX) is 4.26%, while The Procter & Gamble Company (PG) has a volatility of 4.91%. This indicates that CLX experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CLX vs. PG - Financials Comparison
This section allows you to compare key financial metrics between The Clorox Company and The Procter & Gamble 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