Church & Dwight (CHD): analysis and statistics
Return, volatility, Sharpe ratio and risk for Church & Dwight, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $97.68 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | +1.92% |
| Total return over period | +5.82% |
| Annualized volatility | 20.42% |
| Sharpe ratio | -0.09 |
| Sortino ratio | -0.12 |
| Max drawdown | -27.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.94% |
| Correlation with the S&P 500 | 0.02 |
| Period range | $81.00 – $111.38 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Church & Dwight (CHD) has posted an annualized return of +1.92% with annual volatility of 20.42%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -27.28%. Its correlation with the S&P 500 is 0.02, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CHD would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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