Church & Dwight Company Inc

10-Year Study

CHD.US · Consumer Defensive · US · Common Stock

Executive Summary: Church & Dwight Company Inc has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 29.8% and an annualized volatility of 26.8%.

1Y CAGR
-3.1%
3Y CAGR
+1.9%
5Y CAGR
+3.2%
10Y CAGR
+8.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · +33.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.89.3-11.01.3————————13.1%
20250.85.7-1.0-9.8-0.7-2.2-2.4-0.3-5.90.1-2.5-1.5-18.9%
20245.60.64.23.4-0.6-3.1-5.54.22.8-4.610.5-4.912.0%
20230.34.05.59.9-4.58.4-4.51.4-5.3-0.86.6-2.118.7%
20220.1-4.41.6-1.8-7.42.9-5.1-4.6-14.73.810.8-1.5-20.4%
2021-3.2-6.410.9-1.80.3-0.61.6-3.1-1.35.82.614.718.9%
20205.5-6.0-7.79.17.63.024.6-0.3-2.2-5.7-0.4-0.625.5%
2019-1.72.28.35.2-0.4-1.83.36.1-5.7-7.00.80.28.4%
2018-2.61.12.4-8.32.113.25.21.64.90.011.9-0.633.2%
20172.310.60.1-0.74.70.42.8-5.6-3.4-6.84.76.515.3%
2016———0.66.64.5-4.51.6-3.60.7-8.90.9-3.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 26.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 31.0% of variance. Idiosyncratic stock-specific factors contribute 21.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110056.399711328384
2016-05-0110722.791217264936
2016-06-0111202.979644696648
2016-07-0110696.667424594427
2016-08-0110863.172619694918
2016-09-0110472.007750635177
2016-10-0110546.301147766255
2016-11-019608.884561011539
2016-12-019696.672367601554
2017-01-019922.666653485314
2017-02-0110979.209712020405
2017-03-0110985.80862653604
2017-04-0110910.922068549624
2017-05-0111422.968176920112
2017-06-0111471.607367057823
2017-07-0111796.659515783022
2017-08-0111136.174903364212
2017-09-0110754.377032811683
2017-10-0110026.321512955623
2017-11-0110496.302630668393
2017-12-0111182.836890650799
2018-01-0110888.604391367533
2018-02-0111013.761331843842
2018-03-0111275.715994582464
2018-04-0110344.280446452403
2018-05-0110560.71001354384
2018-06-0111957.57911282908
2018-07-0112573.897956560855
2018-08-0112776.684823979516
2018-09-0113406.72051249098
2018-10-0113406.72051249098
2018-11-0114996.663470188725
2018-12-0114899.236799699467
2019-01-0114638.69089399227
2019-02-0114960.925528654614
2019-03-0116195.540418969285
2019-04-0117041.36308364557
2019-05-0116970.925232074187
2019-06-0116663.025318082506
2019-07-0117205.841645823653
2019-08-0118248.742004685973
2019-09-0117210.265637203047
2019-10-0115997.94370903483
2019-11-0116120.332565519562
2019-12-0116145.566616907061
2020-01-0117033.75085266873
2020-02-0116005.852520439337
2020-03-0114776.403072573232
2020-04-0116114.054946467233
2020-05-0117340.291439700257
2020-06-0117855.40221248999
2020-07-0122251.11959111445
2020-08-0122191.778790545017
2020-09-0121700.8393226103
2020-10-0120468.868941109016
2020-11-0120381.204709697195
2020-12-0120255.800618864494
2021-01-0119605.59746127154
2021-02-0118342.75800025704
2021-03-0120345.886923768943
2021-04-0119970.885688017162
2021-05-0120026.51923324074
2021-06-0119907.392761460364
2021-07-0120225.079829565115
2021-08-0119601.79134578312
2021-09-0119346.410882524495
2021-10-0120468.72065089518
2021-11-0121000.785938133322
2021-12-0124083.467618360304
2022-01-0124118.711259181637
2022-02-0123052.825917174974
2022-03-0123413.29471197098
2022-04-0122984.51355866855
2022-05-0121274.826253299456
2022-06-0121889.01960396627
2022-07-0120781.118701373165
2022-08-0119834.33511611124
2022-09-0116927.056043814817
2022-10-0117564.432097911085
2022-11-0119466.67424594426
2022-12-0119167.07858392732
2023-01-0119226.518244639312
2023-02-0119986.258440184673
2023-03-0121090.773382895222
2023-04-0123168.59114410843
2023-05-0122117.188812986267
2023-06-0123978.42871689421
2023-07-0122887.531758820798
2023-08-0123216.711318497724
2023-09-0121983.529900250116
2023-10-0121817.988591539546
2023-11-0123252.91884570898
2023-12-0122754.812017438933
2024-01-0124027.784643065457
2024-02-0124162.877027868675
2024-03-0125174.06799600605
2024-04-0126038.0809269127
2024-05-0125894.338279635802
2024-06-0125088.529257659193
2024-07-0123716.49876919123
2024-08-0124722.845590343342
2024-09-0125412.024359139126
2024-10-0124244.782655976593
2024-11-0126795.37433392979
2024-12-0125476.654177335324
2025-01-0125673.73187152136
2025-02-0127130.139491661146
2025-03-0126859.336846163733
2025-04-0124236.601979180054
2025-05-0124061.495951677167
2025-06-0123523.0294702085
2025-07-0122950.332664379705
2025-08-0122873.889059148023
2025-09-0121516.09443120817
2025-10-0121530.824592449062
2025-11-0120982.496811760404
2025-12-0120659.718446314
2026-01-0123714.966436981602
2026-02-0125916.18637114075
2026-03-0123064.07125839075
2026-04-0123365.59469318755
Annual Return Matrix
YearAnnual Return
20170.15326541587759568
20180.33233069080670363
20190.08365058116485091
20200.25457353708809105
20210.1889664630649579
2022-0.20413958290146395
20230.1871820693905919
20240.11961611275058726
2025-0.1890725405892031
20260.13097352966861542
Total Factor Risk
0.26813040116309894
VTI.US Exposure
0.16070941524303567
VEA.US Exposure
0.004843659629373275
VWO.US Exposure
-0.0035334545314824914
QQQ.US Exposure
0.05955130448351891
VTV.US Exposure
0.3097726057563232
IJR.US Exposure
-0.0062408361700839665
QUAL.US Exposure
0.004189191907139007
SHV.US Exposure
0.15099017131812537
TLT.US Exposure
-0.000057777318933001576
LQD.US Exposure
0.023400744651446218
HYG.US Exposure
0.002704663939199037
GLD.US Exposure
0.0013923515250027392
USO.US Exposure
0.016073216584235148
VNQ.US Exposure
0.058726001499056775
BTC-USD.CC Exposure
-0.00044467166367573226
CPER.US Exposure
-0.0010741285505336073
VIX.INDX Exposure
0.003323385796425526
UUP.US Exposure
-0.002011475079644227
TIP.US Exposure
0.00013134724197983412
Idiosyncratic Exposure
0.21755428373949226
Value Score
37.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →30.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.27%
Market Cap$22.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$76.120.76%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Church & Dwight Company Inc a high-risk investment?

Church & Dwight Company Inc (CHD.US) has an annualized volatility of 26.8% and experienced a maximum drawdown of 29.8% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CHD.US?

Over the past 10 years, CHD.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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