KO vs. CHD
KO (The Coca-Cola Company) and CHD (Church & Dwight Co., Inc.) are both stocks. Both are in the Consumer Defensive sector — KO in Beverages - Non-Alcoholic, CHD in Household & Personal Products. Over the past 10 years, KO returned 8.99%/yr vs 8.07%/yr for CHD. At a 0.26 correlation, their price movements are largely independent.
Performance
KO vs. CHD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with KO having a 14.56% return and CHD slightly lower at 14.44%. Over the past 10 years, KO has outperformed CHD with an annualized return of 8.99%, while CHD has yielded a comparatively lower 8.07% annualized return.
KO
- 1D
- 0.08%
- 1M
- 1.43%
- YTD
- 14.56%
- 6M
- 14.00%
- 1Y
- 14.71%
- 3Y*
- 12.88%
- 5Y*
- 10.72%
- 10Y*
- 8.99%
CHD
- 1D
- -1.44%
- 1M
- 2.38%
- YTD
- 14.44%
- 6M
- 17.59%
- 1Y
- -2.50%
- 3Y*
- 1.65%
- 5Y*
- 3.66%
- 10Y*
- 8.07%
KO vs. CHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 14.56% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
CHD Church & Dwight Co., Inc. | 14.44% | -18.91% | 11.96% | 18.72% | -20.41% | 18.89% | 25.46% | 8.36% | 33.23% | 15.33% |
Correlation
The correlation between KO and CHD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 1986 | 0.26 |
The correlation between KO and CHD shifts across timeframes, from 0.26 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KO:
$343.14B
CHD:
$22.70B
KO:
$3.18
CHD:
$3.02
KO:
25.04
CHD:
31.57
KO:
3.02
CHD:
3.45
KO:
6.96
CHD:
3.73
KO:
10.20
CHD:
5.42
KO:
$49.28B
CHD:
$6.21B
KO:
$30.43B
CHD:
$2.80B
KO:
$18.35B
CHD:
$1.22B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KO vs. CHD — Risk / Return Rank
KO
CHD
KO vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) 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.
| KO | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.00 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.14 | +2.02 |
| Martin ratioReturn relative to average drawdown | 3.66 | -0.26 | +3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| KO | CHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.11 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.18 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.37 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.02 |
Drawdowns
KO vs. CHD - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for KO and CHD.
Loading charts...
Drawdown Indicators
| KO | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -51.52% | -16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -17.41% | +9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -27.28% | +11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -31.72% | +14.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -31.72% | -5.27% |
Current DrawdownCurrent decline from peak | -2.91% | -14.39% | +11.48% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -12.01% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 9.51% | -5.48% |
Volatility
KO vs. CHD - Volatility Comparison
The current volatility for The Coca-Cola Company (KO) is 5.81%, while Church & Dwight Co., Inc. (CHD) has a volatility of 8.06%. This indicates that KO 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.
Loading charts...
Volatility by Period
| KO | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 8.06% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 16.21% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 21.90% | -5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 20.64% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 21.84% | -3.63% |
Dividends
KO vs. CHD - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.59%, more than CHD's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.26% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
KO The Coca-Cola Company | 2.59% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
KO vs. CHD - Financials Comparison
This section allows you to compare key financial metrics between The Coca-Cola Company 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.
Total Revenue: Total amount of money received from sales and other business activities
KO vs. CHD - Profitability Comparison
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
CHD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a gross profit of 681.40M and revenue of 1.47B. Therefore, the gross margin over that period was 46.4%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
CHD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported an operating income of 291.00M and revenue of 1.47B, resulting in an operating margin of 19.8%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
CHD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Church & Dwight Co., Inc. reported a net income of 216.30M and revenue of 1.47B, resulting in a net margin of 14.7%.
Frequently Asked Questions
KO and CHD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHD has higher volatility (8.06%) compared to KO (5.81%). In terms of maximum drawdown, KO dropped -68.23% vs CHD's -51.52%.
KO currently has the higher Sharpe Ratio (0.90 vs -0.11), 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.
Find the right allocation for KO and CHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer