CLX vs. VOO
CLX (The Clorox Company) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CLX returned 0.15%/yr vs 14.78%/yr for VOO. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
CLX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CLX achieves a 1.16% return, which is significantly lower than VOO's 7.59% return. Over the past 10 years, CLX has underperformed VOO with an annualized return of 0.15%, while VOO has yielded a comparatively higher 14.78% annualized return.
CLX
- 1D
- -0.69%
- 1M
- 2.62%
- 6M
- -7.27%
- YTD
- 1.16%
- 1Y
- -18.04%
- 3Y*
- -10.24%
- 5Y*
- -8.28%
- 10Y*
- 0.15%
- ALL TIME*
- 10.72%
VOO
- 1D
- -1.52%
- 1M
- -1.52%
- 6M
- 5.49%
- YTD
- 7.59%
- 1Y
- 16.21%
- 3Y*
- 18.43%
- 5Y*
- 12.29%
- 10Y*
- 14.78%
- ALL TIME*
- 14.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $208.28M | $221.15M | $263.20M | |
| $3.59B | $3.94B | $5.43B |
CLX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 1.16% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
VOO Vanguard S&P 500 ETF | 7.59% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between CLX and VOO is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.27 |
Over the past year, the correlation between CLX and VOO has dropped to 0.06 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
CLX vs. VOO — Risk / Return Rank
CLX
VOO
CLX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Vanguard S&P 500 ETF (VOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.23 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 1.83 | -2.40 |
| Martin ratioReturn relative to average drawdown | -1.08 | 7.81 | -8.89 |
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Drawdowns
CLX vs. VOO - Drawdown Comparison
The maximum CLX drawdown since its inception was -56.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CLX and VOO.
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Drawdown Indicators
| CLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.34% | -33.99% | -22.35% |
Max Drawdown (1Y)Largest decline over 1 year | -31.42% | -8.90% | -22.52% |
Max Drawdown (3Y)Largest decline over 3 years | -46.11% | -18.69% | -27.42% |
Max Drawdown (5Y)Largest decline over 5 years | -46.11% | -24.52% | -21.59% |
Max Drawdown (10Y)Largest decline over 10 years | -56.34% | -33.99% | -22.35% |
Current DrawdownCurrent decline from peak | -49.50% | -3.68% | -45.82% |
Average DrawdownAverage peak-to-trough decline | -13.54% | -3.67% | -9.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.76% | 2.08% | +14.68% |
Volatility
CLX vs. VOO - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 8.59% compared to Vanguard S&P 500 ETF (VOO) at 3.14%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.59% | 3.14% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 25.18% | 9.95% | +15.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.22% | 12.71% | +16.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.41% | 16.92% | +9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.74% | 18.01% | +6.73% |
Dividends
CLX vs. VOO - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 4.98%, more than VOO's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 4.98% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
VOO Vanguard S&P 500 ETF | 1.10% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CLX and VOO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLX has higher volatility (8.59%) compared to VOO (3.14%). In terms of maximum drawdown, CLX dropped -56.34% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.28 vs -0.62), 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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