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

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.


-0.50.00.51.00.4

Performance

CLX vs. PG - Performance Comparison

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

6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%AugustSeptemberOctoberNovemberDecember2025
8,178.50%
12,354.97%
CLX
PG

Key characteristics

Sharpe Ratio

CLX:

0.73

PG:

0.66

Sortino Ratio

CLX:

1.23

PG:

1.00

Omega Ratio

CLX:

1.15

PG:

1.13

Calmar Ratio

CLX:

0.37

PG:

0.86

Martin Ratio

CLX:

1.93

PG:

2.87

Ulcer Index

CLX:

7.72%

PG:

3.54%

Daily Std Dev

CLX:

20.29%

PG:

15.33%

Max Drawdown

CLX:

-54.42%

PG:

-54.23%

Current Drawdown

CLX:

-23.51%

PG:

-10.33%

Fundamentals

Market Cap

CLX:

$19.86B

PG:

$379.47B

EPS

CLX:

$2.87

PG:

$5.80

PE Ratio

CLX:

55.85

PG:

27.78

PEG Ratio

CLX:

0.74

PG:

3.39

Total Revenue (TTM)

CLX:

$5.48B

PG:

$62.46B

Gross Profit (TTM)

CLX:

$2.45B

PG:

$31.84B

EBITDA (TTM)

CLX:

$655.00M

PG:

$16.49B

Returns By Period

In the year-to-date period, CLX achieves a -1.31% return, which is significantly higher than PG's -3.89% return. Over the past 10 years, CLX has underperformed PG with an annualized return of 6.85%, while PG has yielded a comparatively higher 8.89% annualized return.


CLX

YTD

-1.31%

1M

-2.35%

6M

20.54%

1Y

16.48%

5Y*

3.25%

10Y*

6.85%

PG

YTD

-3.89%

1M

-4.70%

6M

-3.50%

1Y

10.78%

5Y*

7.62%

10Y*

8.89%

*Annualized

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Risk-Adjusted Performance

CLX vs. PG — 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 6565
Overall Rank
The Sharpe Ratio Rank of CLX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CLX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CLX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CLX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CLX is 6666
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 6767
Overall Rank
The Sharpe Ratio Rank of PG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of PG is 7272
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. 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.


Sharpe ratio
The chart of Sharpe ratio for CLX, currently valued at 0.73, compared to the broader market-2.000.002.004.000.730.66
The chart of Sortino ratio for CLX, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.231.00
The chart of Omega ratio for CLX, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.13
The chart of Calmar ratio for CLX, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.86
The chart of Martin ratio for CLX, currently valued at 1.93, compared to the broader market-10.000.0010.0020.001.932.87
CLX
PG

The current CLX Sharpe Ratio is 0.73, which is comparable to the PG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CLX and PG, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.73
0.66
CLX
PG

Dividends

CLX vs. PG - Dividend Comparison

CLX's dividend yield for the trailing twelve months is around 3.02%, more than PG's 1.87% yield.


TTM20242023202220212020201920182017201620152014
CLX
The Clorox Company
3.02%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
PG
The Procter & Gamble Company
1.87%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

CLX vs. PG - Drawdown Comparison

The maximum CLX drawdown since its inception was -54.42%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.51%
-10.33%
CLX
PG

Volatility

CLX vs. PG - Volatility Comparison

The Clorox Company (CLX) has a higher volatility of 5.24% compared to The Procter & Gamble Company (PG) at 4.31%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.24%
4.31%
CLX
PG

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.


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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