Clorox (CLX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Clorox, an S&P 500 component in the Consumer Staples sector. Data as of 2026-07-30.
| Last close price | $96.72 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -10.71% |
| Total return over period | -28.68% |
| Annualized volatility | 25.36% |
| Sharpe ratio | -0.57 |
| Sortino ratio | -0.77 |
| Max drawdown | -46.11% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.70% |
| Correlation with the S&P 500 | 0.14 |
| Period range | $86.12 – $159.79 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Clorox (CLX) has posted an annualized return of -10.71% with annual volatility of 25.36%, 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 -46.11%. Its correlation with the S&P 500 is 0.14, 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 CLX would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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