HENKY vs. PG
HENKY (Henkel AG & Co KGAA) and PG (The Procter & Gamble Company) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, HENKY returned -0.70%/yr vs 9.19%/yr for PG. At a 0.29 correlation, their price movements are largely independent.
Performance
HENKY vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, HENKY achieves a 2.17% return, which is significantly lower than PG's 6.81% return. Over the past 10 years, HENKY has underperformed PG with an annualized return of -0.70%, while PG has yielded a comparatively higher 9.19% annualized return.
HENKY
- 1D
- 0.27%
- 1M
- 5.41%
- YTD
- 2.17%
- 6M
- 2.54%
- 1Y
- 9.62%
- 3Y*
- 6.19%
- 5Y*
- -1.02%
- 10Y*
- -0.70%
PG
- 1D
- 2.15%
- 1M
- 4.44%
- YTD
- 6.81%
- 6M
- 6.91%
- 1Y
- -3.62%
- 3Y*
- 3.18%
- 5Y*
- 5.19%
- 10Y*
- 9.19%
HENKY vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HENKY Henkel AG & Co KGAA | 2.17% | 3.10% | 9.20% | 14.95% | -15.64% | -16.68% | 4.15% | -2.66% | -17.09% | 18.79% |
PG The Procter & Gamble Company | 6.81% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between HENKY and PG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.29 |
The correlation between HENKY and PG shifts across timeframes, from 0.28 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HENKY:
$30.74B
PG:
$364.55B
HENKY:
€2.44
PG:
$5.23
HENKY:
6.79
PG:
28.86
HENKY:
0.76
PG:
7.06
HENKY:
0.65
PG:
4.23
HENKY:
1.32
PG:
6.75
HENKY:
€42.01B
PG:
$86.72B
HENKY:
€21.32B
PG:
$43.64B
HENKY:
€6.90B
PG:
$22.63B
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Return for Risk
HENKY vs. PG — Risk / Return Rank
HENKY
PG
HENKY vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co KGAA (HENKY) 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.
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.
| HENKY | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | -0.23 | +0.65 |
| Martin ratioReturn relative to average drawdown | 0.87 | -0.43 | +1.30 |
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Drawdowns
HENKY vs. PG - Drawdown Comparison
The maximum HENKY drawdown since its inception was -62.09%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for HENKY and PG.
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Drawdown Indicators
| HENKY | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -54.25% | -7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -23.49% | -15.52% | -7.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -21.15% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -39.03% | -23.77% | -15.26% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -23.77% | -29.14% |
Current DrawdownCurrent decline from peak | -27.15% | -12.57% | -14.58% |
Average DrawdownAverage peak-to-trough decline | -20.03% | -12.16% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.05% | 8.48% | +2.57% |
Volatility
HENKY vs. PG - Volatility Comparison
The current volatility for Henkel AG & Co KGAA (HENKY) is 5.27%, while The Procter & Gamble Company (PG) has a volatility of 7.62%. This indicates that HENKY experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HENKY | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 7.62% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 15.05% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.15% | 18.92% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 17.86% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 19.08% | +2.53% |
Dividends
HENKY vs. PG - Dividend Comparison
HENKY's dividend yield for the trailing twelve months is around 3.14%, more than PG's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HENKY Henkel AG & Co KGAA | 3.14% | 2.93% | 2.57% | 2.76% | 3.13% | 2.73% | 1.33% | 1.52% | 1.61% | 3.50% | 2.73% | 1.44% |
PG The Procter & Gamble Company | 2.82% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
HENKY vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Henkel AG & Co KGAA 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.
Total Revenue: Total amount of money received from sales and other business activities
HENKY vs. PG - Profitability Comparison
HENKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported a gross profit of 5.10B and revenue of 10.02B. Therefore, the gross margin over that period was 50.9%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
HENKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported an operating income of 1.40B and revenue of 10.02B, resulting in an operating margin of 14.0%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
HENKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Henkel AG & Co KGAA reported a net income of 918.15M and revenue of 10.02B, resulting in a net margin of 9.2%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
Frequently Asked Questions
HENKY and PG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.62%) compared to HENKY (5.27%). In terms of maximum drawdown, HENKY dropped -62.09% vs PG's -54.25%.
HENKY currently has the higher Sharpe Ratio (0.51 vs -0.19), 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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