PG vs. CHD
PG (The Procter & Gamble Company) and CHD (Church & Dwight Co., Inc.) are both stocks. Both operate in the Household & Personal Products industry within the Consumer Defensive sector. Over the past 10 years, PG returned 8.64%/yr vs 8.07%/yr for CHD. At a 0.34 correlation, their price movements are largely independent.
Performance
PG vs. CHD - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 2.74% return, which is significantly lower than CHD's 14.44% return. Over the past 10 years, PG has outperformed CHD with an annualized return of 8.64%, while CHD has yielded a comparatively lower 8.07% annualized return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
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%
PG vs. CHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and CHD is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 1986 | 0.34 |
Over the past year, PG and CHD have become more correlated (0.68) than their long-term average of 0.34, meaning their price movements have been converging.
Fundamentals
PG:
$350.63B
CHD:
$22.70B
PG:
$5.23
CHD:
$3.02
PG:
27.76
CHD:
31.57
PG:
6.79
CHD:
3.45
PG:
4.07
CHD:
3.73
PG:
6.50
CHD:
5.42
PG:
$86.72B
CHD:
$6.21B
PG:
$43.64B
CHD:
$2.80B
PG:
$22.63B
CHD:
$1.22B
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Return for Risk
PG vs. CHD — Risk / Return Rank
PG
CHD
PG vs. CHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | CHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.00 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.14 | -0.44 |
| Martin ratioReturn relative to average drawdown | -1.04 | -0.26 | -0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PG | CHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | -0.11 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.18 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.37 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Drawdowns
PG vs. CHD - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than CHD's maximum drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for PG and CHD.
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Drawdown Indicators
| PG | CHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -51.52% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -17.41% | +1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -27.28% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -31.72% | +7.95% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -31.72% | +7.95% |
Current DrawdownCurrent decline from peak | -15.91% | -14.39% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -12.01% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 9.51% | -0.58% |
Volatility
PG vs. CHD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 7.01%, while Church & Dwight Co., Inc. (CHD) has a volatility of 8.06%. This indicates that PG 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.
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Volatility by Period
| PG | CHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 8.06% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 16.21% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 21.90% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 20.64% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 21.84% | -2.79% |
Dividends
PG vs. CHD - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, 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% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
PG vs. CHD - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble 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
PG vs. CHD - Profitability Comparison
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%.
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%.
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%.
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%.
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%.
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
PG and CHD have a correlation of 0.68, 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 PG (7.01%). In terms of maximum drawdown, PG dropped -54.25% vs CHD's -51.52%.
CHD currently has the higher Sharpe Ratio (-0.11 vs -0.48), 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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