MHK vs. PG
MHK (Mohawk Industries, Inc.) and PG (The Procter & Gamble Company) are both stocks. MHK operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, MHK returned -6.18%/yr vs 8.36%/yr for PG. At a 0.21 correlation, their price movements are largely independent.
Performance
MHK vs. PG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MHK achieves a -4.04% return, which is significantly lower than PG's -0.74% return. Over the past 10 years, MHK has underperformed PG with an annualized return of -6.18%, while PG has yielded a comparatively higher 8.36% annualized return.
MHK
- 1D
- -0.74%
- 1M
- 10.48%
- YTD
- -4.04%
- 6M
- -8.97%
- 1Y
- 4.25%
- 3Y*
- 2.75%
- 5Y*
- -12.23%
- 10Y*
- -6.18%
PG
- 1D
- -0.45%
- 1M
- -2.25%
- YTD
- -0.74%
- 6M
- -3.04%
- 1Y
- -13.56%
- 3Y*
- 1.13%
- 5Y*
- 3.21%
- 10Y*
- 8.36%
MHK vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHK Mohawk Industries, Inc. | -4.04% | -8.25% | 15.10% | 1.25% | -43.89% | 29.25% | 3.35% | 16.60% | -57.61% | 38.17% |
PG The Procter & Gamble Company | -0.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between MHK and PG is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1992 | 0.21 |
The correlation between MHK and PG shifts across timeframes, from 0.18 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MHK:
$6.47B
PG:
$338.77B
MHK:
$6.66
PG:
$5.23
MHK:
15.75
PG:
26.82
MHK:
0.03
PG:
6.56
MHK:
0.59
PG:
3.93
MHK:
0.77
PG:
6.28
MHK:
$10.99B
PG:
$86.72B
MHK:
$2.67B
PG:
$43.64B
MHK:
$1.00B
PG:
$22.63B
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
MHK vs. PG — Risk / Return Rank
MHK
PG
MHK vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mohawk Industries, Inc. (MHK) 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.
| MHK | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.89 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.87 | +1.00 |
| Martin ratioReturn relative to average drawdown | 0.25 | -1.45 | +1.70 |
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
| MHK | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | -0.75 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.18 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.15 | 0.44 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.46 | -0.25 |
Drawdowns
MHK vs. PG - Drawdown Comparison
The maximum MHK drawdown since its inception was -83.44%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for MHK and PG.
Loading charts...
Drawdown Indicators
| MHK | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.44% | -54.25% | -29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -32.50% | -15.66% | -16.84% |
Max Drawdown (3Y)Largest decline over 3 years | -42.02% | -21.15% | -20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -63.51% | -23.77% | -39.74% |
Max Drawdown (10Y)Largest decline over 10 years | -79.40% | -23.77% | -55.63% |
Current DrawdownCurrent decline from peak | -63.18% | -18.75% | -44.43% |
Average DrawdownAverage peak-to-trough decline | -31.01% | -12.16% | -18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.31% | 9.64% | +7.67% |
Volatility
MHK vs. PG - Volatility Comparison
Mohawk Industries, Inc. (MHK) has a higher volatility of 11.84% compared to The Procter & Gamble Company (PG) at 6.16%. This indicates that MHK's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MHK | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.84% | 6.16% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 26.90% | 14.82% | +12.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.02% | 18.24% | +18.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 17.70% | +21.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.08% | 19.00% | +22.08% |
Dividends
MHK vs. PG - Dividend Comparison
MHK has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 3.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MHK Mohawk Industries, 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% |
PG The Procter & Gamble Company | 3.04% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
MHK vs. PG - Financials Comparison
This section allows you to compare key financial metrics between Mohawk Industries, Inc. 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
MHK vs. PG - Profitability Comparison
MHK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mohawk Industries, Inc. reported a gross profit of 641.90M and revenue of 2.73B. Therefore, the gross margin over that period was 23.5%.
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%.
MHK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mohawk Industries, Inc. reported an operating income of 111.80M and revenue of 2.73B, resulting in an operating margin of 4.1%.
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%.
MHK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mohawk Industries, Inc. reported a net income of 117.10M and revenue of 2.73B, resulting in a net margin of 4.3%.
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
MHK and PG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MHK has higher volatility (11.84%) compared to PG (6.16%). In terms of maximum drawdown, MHK dropped -83.44% vs PG's -54.25%.
MHK currently has the higher Sharpe Ratio (0.12 vs -0.75), 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 MHK and PG
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