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

Performance

GWH vs. CLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESS Tech, Inc. (GWH) 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, GWH achieves a -60.27% return, which is significantly lower than CLX's -3.00% return.


GWH

1D
-1.53%
1M
-13.44%
6M
-57.31%
YTD
-60.27%
1Y
-56.32%
3Y*
-69.92%
5Y*
-65.34%
10Y*
ALL TIME*
-61.55%

CLX

1D
-1.24%
1M
-1.78%
6M
-14.24%
YTD
-3.00%
1Y
-18.90%
3Y*
-11.07%
5Y*
-9.05%
10Y*
-0.21%
ALL TIME*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$216.17M$226.67M$248.74M
$579.06K$560.59K$768.83K

GWH vs. CLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GWH
ESS Tech, Inc.
-60.27%-68.03%-65.61%-53.09%-78.76%12.16%
CLX
The Clorox Company
-3.00%-35.59%17.72%4.99%-17.00%-11.50%

Correlation

The correlation between GWH and CLX is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.15

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2021

0.07

Fundamentals

Market Cap

GWH:

$9.41M

CLX:

$11.55B

EPS

GWH:

-$2.15

CLX:

$6.18

PS Ratio

GWH:

14.19

CLX:

1.73

Total Revenue (TTM)

GWH:

$1.11M

CLX:

$6.76B

Gross Profit (TTM)

GWH:

-$32.30M

CLX:

$2.96B

EBITDA (TTM)

GWH:

-$47.24M

CLX:

$1.45B

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Return for Risk

GWH vs. CLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GWH
GWH Risk / Return Rank: 3636
Overall Rank
GWH Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GWH Sortino Ratio Rank: 5252
Sortino Ratio Rank
GWH Omega Ratio Rank: 5151
Omega Ratio Rank
GWH Calmar Ratio Rank: 1919
Calmar Ratio Rank
GWH Martin Ratio Rank: 2828
Martin Ratio Rank

CLX
CLX Risk / Return Rank: 1616
Overall Rank
CLX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CLX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CLX Omega Ratio Rank: 1616
Omega Ratio Rank
CLX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CLX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GWH vs. CLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESS Tech, Inc. (GWH) 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.


GWHCLXDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.09

0.90

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.65

-0.01

Martin ratioReturn relative to average drawdown

-0.83

-1.22

+0.38

GWH vs. CLX - Sharpe Ratio Comparison

The current GWH Sharpe Ratio is -0.28, which is higher than the CLX Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of GWH 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

GWH vs. CLX - Drawdown Comparison

The maximum GWH drawdown since its inception was -99.80%, which is greater than CLX's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for GWH and CLX.


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Drawdown Indicators


GWHCLXDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-56.34%

-43.46%

Max Drawdown (1Y)

Largest decline over 1 year

-92.10%

-31.42%

-60.68%

Max Drawdown (3Y)

Largest decline over 3 years

-97.61%

-46.11%

-51.50%

Max Drawdown (5Y)

Largest decline over 5 years

-99.80%

-46.11%

-53.69%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

Current Drawdown

Current decline from peak

-99.79%

-51.57%

-48.22%

Average Drawdown

Average peak-to-trough decline

-79.36%

-13.55%

-65.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.11%

16.87%

+56.24%

Volatility

GWH vs. CLX - Volatility Comparison

ESS Tech, Inc. (GWH) has a higher volatility of 33.80% compared to The Clorox Company (CLX) at 8.98%. This indicates that GWH's price experiences larger fluctuations and is considered to be riskier than CLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWHCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.80%

8.98%

+24.82%

Volatility (6M)

Calculated over the trailing 6-month period

74.53%

25.20%

+49.33%

Volatility (1Y)

Calculated over the trailing 1-year period

215.17%

29.37%

+185.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.61%

26.43%

+128.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.43%

24.75%

+121.68%

Dividends

GWH vs. CLX - Dividend Comparison

GWH has not paid dividends to shareholders, while CLX's dividend yield for the trailing twelve months is around 5.19%.


PositionTTM20252024202320222021202020192018201720162015
CLX
The Clorox Company
5.19%4.88%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%
GWH
ESS Tech, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

GWH vs. CLX - Financials Comparison

This section allows you to compare key financial metrics between ESS Tech, 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


Values in USD except per share items

Frequently Asked Questions


GWH and CLX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GWH has higher volatility (33.80%) compared to CLX (8.98%). In terms of maximum drawdown, GWH dropped -99.80% vs CLX's -56.34%.

GWH currently has the higher Sharpe Ratio (-0.28 vs -0.70), 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.

Portfolio Optimizer

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