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HENKY vs. CHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HENKY and CHD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

HENKY vs. CHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Henkel AG & Co KGAA (HENKY) and Church & Dwight Co., Inc. (CHD). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2025FebruaryMarchAprilMay
500.25%
2,777.84%
HENKY
CHD

Key characteristics

Sharpe Ratio

HENKY:

-0.44

CHD:

-0.67

Sortino Ratio

HENKY:

-0.23

CHD:

-0.80

Omega Ratio

HENKY:

0.97

CHD:

0.90

Calmar Ratio

HENKY:

-0.16

CHD:

-0.70

Martin Ratio

HENKY:

-0.63

CHD:

-2.05

Ulcer Index

HENKY:

9.33%

CHD:

6.56%

Daily Std Dev

HENKY:

20.89%

CHD:

20.42%

Max Drawdown

HENKY:

-61.36%

CHD:

-51.52%

Current Drawdown

HENKY:

-31.80%

CHD:

-19.11%

Fundamentals

Market Cap

HENKY:

$30.98B

CHD:

$22.85B

EPS

HENKY:

$1.35

CHD:

$2.33

PE Ratio

HENKY:

13.09

CHD:

39.82

PEG Ratio

HENKY:

0.91

CHD:

2.23

PS Ratio

HENKY:

1.44

CHD:

3.76

PB Ratio

HENKY:

1.22

CHD:

5.03

Returns By Period

In the year-to-date period, HENKY achieves a -5.95% return, which is significantly higher than CHD's -12.31% return. Over the past 10 years, HENKY has underperformed CHD with an annualized return of -1.15%, while CHD has yielded a comparatively higher 9.66% annualized return.


HENKY

YTD

-5.95%

1M

5.44%

6M

-4.02%

1Y

-9.13%

5Y*

1.12%

10Y*

-1.15%

CHD

YTD

-12.31%

1M

-10.15%

6M

-13.51%

1Y

-13.53%

5Y*

5.77%

10Y*

9.66%

*Annualized

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Risk-Adjusted Performance

HENKY vs. CHD — Risk-Adjusted Performance Rank

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

HENKY
The Risk-Adjusted Performance Rank of HENKY is 3333
Overall Rank
The Sharpe Ratio Rank of HENKY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of HENKY is 3030
Sortino Ratio Rank
The Omega Ratio Rank of HENKY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of HENKY is 4141
Calmar Ratio Rank
The Martin Ratio Rank of HENKY is 3838
Martin Ratio Rank

CHD
The Risk-Adjusted Performance Rank of CHD is 1212
Overall Rank
The Sharpe Ratio Rank of CHD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CHD is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CHD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CHD is 99
Calmar Ratio Rank
The Martin Ratio Rank of CHD is 11
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.

HENKY vs. CHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co KGAA (HENKY) and Church & Dwight Co., Inc. (CHD). 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.


The current HENKY Sharpe Ratio is -0.44, which is higher than the CHD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of HENKY and CHD, 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-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.44
-0.67
HENKY
CHD

Dividends

HENKY vs. CHD - Dividend Comparison

HENKY's dividend yield for the trailing twelve months is around 3.21%, more than CHD's 1.25% yield.


TTM20242023202220212020201920182017201620152014
HENKY
Henkel AG & Co KGAA
3.21%2.57%2.76%3.13%2.73%4.15%2.18%2.22%1.41%1.54%1.46%1.72%
CHD
Church & Dwight Co., Inc.
1.25%1.08%1.15%1.31%0.99%1.10%1.30%1.33%1.51%1.61%1.58%1.57%

Drawdowns

HENKY vs. CHD - Drawdown Comparison

The maximum HENKY drawdown since its inception was -61.36%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for HENKY and CHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-31.80%
-19.11%
HENKY
CHD

Volatility

HENKY vs. CHD - Volatility Comparison

The current volatility for Henkel AG & Co KGAA (HENKY) is 5.16%, while Church & Dwight Co., Inc. (CHD) has a volatility of 8.94%. This indicates that HENKY experiences smaller price fluctuations and is considered to be less risky than CHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
5.16%
8.94%
HENKY
CHD

Financials

HENKY vs. CHD - Financials Comparison

This section allows you to compare key financial metrics between Henkel AG & Co KGAA and Church & Dwight Co., Inc.. 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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
10.59B
1.47B
(HENKY) Total Revenue
(CHD) Total Revenue
Values in USD except per share items