The Clorox Company

10-Year Study

CLX.US · Consumer Defensive · US · Common Stock

Executive Summary: The Clorox Company has compounded at 0.6% annually over the last 10 years, with a maximum drawdown of 49.8% and an annualized volatility of 33.3%.

1Y CAGR
-21.5%
3Y CAGR
-10.9%
5Y CAGR
-7.6%
10Y CAGR
+0.6%

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 →
49.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -35.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.112.7-18.5-1.2————————2.7%
2025-1.5-1.4-5.8-2.5-7.3-9.04.6-4.94.3-7.8-4.0-6.6-35.6%
20242.75.5-0.1-2.6-11.03.7-3.321.02.9-1.95.4-2.817.7%
20234.07.41.85.4-4.50.5-4.84.0-16.2-9.321.8-0.55.0%
2022-3.1-13.1-4.64.01.3-3.01.41.8-11.114.71.8-5.6-17.0%
20214.3-13.66.5-4.8-3.21.81.2-7.1-1.5-0.9-0.17.1-11.5%
20203.11.38.78.210.66.48.3-5.5-6.0-1.4-1.6-0.534.5%
2019-3.16.51.50.2-6.82.96.9-2.7-4.0-2.10.43.62.2%
2018-4.2-8.93.1-11.23.111.90.77.33.7-0.711.6-6.96.6%
20170.614.0-1.4-0.31.5-1.80.83.8-4.8-3.410.16.827.1%
2016———-0.02.67.7-4.7-0.0-4.5-3.5-3.73.9-3.0%

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 33.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019995.042997757697
2016-05-0110259.22579674808
2016-06-0111045.38728698395
2016-07-0110523.429779508726
2016-08-0110521.014829698373
2016-09-0110050.523292085003
2016-10-019700.885163840576
2016-11-019340.390353334695
2016-12-019700.885163840576
2017-01-019763.599715713803
2017-02-0111131.319251068986
2017-03-0110970.216678194169
2017-04-0110942.275285212985
2017-05-0111109.245762451555
2017-06-0110905.447300605116
2017-07-0110995.933775297393
2017-08-0111411.093304975326
2017-09-0110865.780690781563
2017-10-0110491.16689739323
2017-11-0111549.147935800465
2017-12-0112332.693230408453
2018-01-0111816.847240655045
2018-02-0110765.178965787152
2018-03-0111101.280664831445
2018-04-019856.829488655561
2018-05-0110162.119393847597
2018-06-0111374.879649705174
2018-07-0111449.79605325176
2018-08-0112280.77180948588
2018-09-0112740.724421391793
2018-10-0112655.830462049804
2018-11-0114119.628987447555
2018-12-0113140.917617376621
2019-01-0112729.020388319692
2019-02-0113556.860946554407
2019-03-0113765.319837859424
2019-04-0113788.367779909098
2019-05-0112845.721778716452
2019-06-0113216.91439320679
2019-07-0114126.672591061084
2019-08-0113740.916134512703
2019-09-0113194.449004839431
2019-10-0112922.142229951945
2019-11-0112969.382037645679
2019-12-0113433.984487125035
2020-01-0113855.658026159836
2020-02-0114041.503242705632
2020-03-0115259.633584325702
2020-04-0116512.346430905425
2020-05-0118266.849835666904
2020-06-0119428.843186081416
2020-07-0121048.808465881946
2020-08-0119890.945950669353
2020-09-0118704.61244821892
2020-10-0118444.740546477722
2020-11-0118156.228187336554
2020-12-0118063.189068327192
2021-01-0118836.343723619586
2021-02-0116281.485702543852
2021-03-0117345.334645314837
2021-04-0116508.3426983251
2021-05-0115986.406374620148
2021-06-0116274.060791065533
2021-07-0116465.60444181295
2021-08-0115296.84287679837
2021-09-0115074.741637441888
2021-10-0114945.329984885379
2021-11-0114930.660223976001
2021-12-0115985.929739789157
2022-01-0115491.542909315456
2022-02-0113454.733990100825
2022-03-0112830.871955759812
2022-04-0113342.25876187218
2022-05-0113518.02050377124
2022-06-0113110.69896909182
2022-07-0113296.851350306475
2022-08-0113531.217992647113
2022-09-0112035.972160289115
2022-10-0113808.185196993174
2022-11-0114054.965528709836
2022-12-0113268.295627987574
2023-01-0113794.479297630913
2023-02-0114819.371286882268
2023-03-0115086.318567892395
2023-04-0115903.493097798051
2023-05-0115189.07044556883
2023-06-0115271.6553739518
2023-07-0114545.70875069774
2023-08-0115133.865540254987
2023-09-0112677.81921558617
2023-10-0111498.571684289798
2023-11-0114004.421052854565
2023-12-0113930.171938071368
2024-01-0114310.34647115459
2024-02-0115104.430691470037
2024-03-0115084.729785122427
2024-04-0114689.92785867036
2024-05-0113069.634230430698
2024-06-0113557.411724581327
2024-07-0113106.388071842639
2024-08-0115861.803437914077
2024-09-0116322.69872759684
2024-10-0116008.554006433511
2024-11-0116878.89979970745
2024-12-0116398.293011791946
2025-01-0116145.178732765677
2025-02-0115912.178443607212
2025-03-0114982.21092891892
2025-04-0114604.006486470456
2025-05-0113534.617987774845
2025-06-0112322.57798010632
2025-07-0112886.013309762859
2025-08-0112254.387423619268
2025-09-0112783.12373757969
2025-10-0111781.141995871283
2025-11-0111307.631770994969
2025-12-0110562.79981654855
2026-01-0111946.58724165068
2026-02-0113468.641135280615
2026-03-0110976.370563456512
2026-04-0110843.97199929246
Annual Return Matrix
YearAnnual Return
20170.27129566241828873
20180.06553510833913778
20190.022301857319376284
20200.3445890968266885
2021-0.11499958953429745
2022-0.17000162993569035
20230.04988404906261357
20240.17717807681721198
2025-0.355859795348645
20260.026619096037719503
Total Factor Risk
0.3327445904587075
VTI.US Exposure
-0.03738791953774439
VEA.US Exposure
0.011233789034654591
VWO.US Exposure
-0.006655467152479189
QQQ.US Exposure
0.011612702906103394
VTV.US Exposure
0.18177386355534922
IJR.US Exposure
-0.020639395425734963
QUAL.US Exposure
0.031973734711244234
SHV.US Exposure
0.3861622759250297
TLT.US Exposure
0.0008986183941700486
LQD.US Exposure
0.04558853338714402
HYG.US Exposure
-0.0049942791215588644
GLD.US Exposure
0.000623762898873735
USO.US Exposure
0.06504096542809479
VNQ.US Exposure
0.0643711549725111
BTC-USD.CC Exposure
0.0006952726770035825
CPER.US Exposure
-0.000012538265024186717
VIX.INDX Exposure
-0.0027278381590651584
UUP.US Exposure
0.034097869349804695
TIP.US Exposure
0.01582589133754888
Idiosyncratic Exposure
0.2225190030840747
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.3%

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 →17.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.88%
Market Cap$12.8B
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
$0
Avg Yield on Cost
0.00%

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 →
-9.7%
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 →
-9.5%
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 →
25.7% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The Clorox Company a high-risk investment?

The Clorox Company (CLX.US) has an annualized volatility of 33.3% and experienced a maximum drawdown of 49.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLX.US has generated a Compound Annual Growth Rate (CAGR) of 0.6%. It has had a positive return in 70% 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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