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DD vs. CLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DD vs. CLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DuPont de Nemours, Inc. (DD) and The Clorox Company (CLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DD achieves a 21.91% return, which is significantly higher than CLX's -1.69% return.


DD

1D
3.03%
1M
-1.41%
YTD
21.91%
6M
19.73%
1Y
77.05%
3Y*
20.30%
5Y*
9.17%
10Y*

CLX

1D
-1.51%
1M
7.04%
YTD
-1.69%
6M
-4.70%
1Y
-17.78%
3Y*
-11.57%
5Y*
-8.21%
10Y*
-0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DD vs. CLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DD
DuPont de Nemours, Inc.
21.91%28.77%1.04%14.36%-13.36%15.41%13.28%-1.38%
CLX
The Clorox Company
-1.69%-35.59%17.72%4.99%-17.00%-11.50%34.46%4.58%

Correlation

The correlation between DD and CLX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2019

0.11

The correlation between DD and CLX shifts across timeframes, from 0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DD:

$19.92B

CLX:

$11.79B

EPS

DD:

-$0.10

CLX:

$6.17

PS Ratio

DD:

2.07

CLX:

1.76

Total Revenue (TTM)

DD:

$9.70B

CLX:

$6.76B

Gross Profit (TTM)

DD:

$2.68B

CLX:

$2.96B

EBITDA (TTM)

DD:

$1.54B

CLX:

$1.45B

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Return for Risk

DD vs. CLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DD
DD Risk / Return Rank: 9191
Overall Rank
DD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DD Sortino Ratio Rank: 9191
Sortino Ratio Rank
DD Omega Ratio Rank: 8888
Omega Ratio Rank
DD Calmar Ratio Rank: 9090
Calmar Ratio Rank
DD Martin Ratio Rank: 9292
Martin Ratio Rank

CLX
CLX Risk / Return Rank: 1414
Overall Rank
CLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CLX Sortino Ratio Rank: 1414
Sortino Ratio Rank
CLX Omega Ratio Rank: 1515
Omega Ratio Rank
CLX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CLX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DD vs. CLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and The Clorox Company (CLX). 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.


DDCLXDifference
Sharpe ratioReturn per unit of total volatility

+3.09

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.38

0.89

+0.49

Calmar ratioReturn relative to maximum drawdown

4.24

-0.65

+4.89

Martin ratioReturn relative to average drawdown

13.16

-1.33

+14.49

DD vs. CLX - Sharpe Ratio Comparison

The current DD Sharpe Ratio is 2.36, which is higher than the CLX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of DD and CLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DD vs. CLX - Drawdown Comparison

The maximum DD drawdown since its inception was -62.03%, which is greater than CLX's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for DD and CLX.


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Drawdown Indicators


DDCLXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-56.34%

-5.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-31.52%

+14.21%

Max Drawdown (3Y)

Largest decline over 3 years

-37.84%

-46.11%

+8.27%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-46.11%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

Current Drawdown

Current decline from peak

-4.90%

-50.92%

+46.02%

Average Drawdown

Average peak-to-trough decline

-14.56%

-13.43%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.57%

15.49%

-9.92%

Volatility

DD vs. CLX - Volatility Comparison

DuPont de Nemours, Inc. (DD) and The Clorox Company (CLX) have volatilities of 10.87% and 10.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.87%

10.45%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

23.46%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

31.19%

28.17%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.07%

26.09%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.33%

24.51%

+9.82%

Dividends

DD vs. CLX - Dividend Comparison

DD's dividend yield for the trailing twelve months is around 101.24%, more than CLX's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
CLX
The Clorox Company
5.12%4.88%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%
DD
DuPont de Nemours, Inc.
101.24%121.72%1.99%1.87%1.92%1.49%1.69%0.93%0.00%0.00%0.00%0.00%

Financials

DD vs. CLX - Financials Comparison

This section allows you to compare key financial metrics between DuPont de Nemours, Inc. and The Clorox 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


1.50B2.00B2.50B3.00B20222023202420252026
1.68B
1.67B
(DD) Total Revenue
(CLX) Total Revenue
Values in USD except per share items

DD vs. CLX - Profitability Comparison

The chart below illustrates the profitability comparison between DuPont de Nemours, Inc. and The Clorox Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
43.2%
Portfolio components
DD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a gross profit of 0.00 and revenue of 1.68B. Therefore, the gross margin over that period was 0.0%.

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%.

DD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported an operating income of 14.00M and revenue of 1.68B, resulting in an operating margin of 0.8%.

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%.

DD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DuPont de Nemours, Inc. reported a net income of 150.00M and revenue of 1.68B, resulting in a net margin of 8.9%.

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%.


Frequently Asked Questions


DD and CLX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DD has higher volatility (10.87%) compared to CLX (10.45%). In terms of maximum drawdown, DD dropped -62.03% vs CLX's -56.34%.

DD currently has the higher Sharpe Ratio (2.36 vs -0.73), 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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