PairBook
HomeCHD › CHD vs EPC

CHD vs EPC: Correlation

Measured on weekly returns over the past three years, Church & Dwight (CHD) and Edgewell Personal Care Company (EPC) carry a correlation of 0.41, a moderate link.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.41
moderate
Correlation (1Y)
0.48
last 12 months
Correlation (5Y)
0.39
long-run
Ann. covariance
268.6
%² · weekly, annualized

How correlated are CHD and EPC?

Across a 3-year window, the weekly returns of CHD and EPC correlate at 0.41, moderate. The relationship has been stable: the 1-year correlation (0.48) sits close to the 3-year figure. Stretching to 5 years gives 0.39, with an annualized covariance of 268.6 %².

Within CHD's tracked universe of 27 assets, EPC comes in at #5 by 3-year correlation. The trailing year gives EPC the advantage: +11.5% versus +25.6%, a 14.1-point spread. One caveat on sizing: EPC is 2.1 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

CHD vs EPC: side by side

CHD (Church & Dwight)EPC (Edgewell Personal Care Company)
1-year return+11.5%+25.6%
5-year return+30.0%-25.7%
Volatility (ann.)17.6%37.3%
Beta vs S&P 5000.070.41
Max drawdown (3Y)-27.3%-60.1%
Market cap$24.3B$1.3B
P/E (trailing)33.0
Dividend yield1.17%2.09%
Sector / categoryConsumer StaplesUS Listed
Higher yield: EPC 2.09% vs 1.17%Smaller drawdown: CHD -27.3% vs -60.1%Higher 5y return: CHD +30.0% vs -25.7%
-31%0%+30%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. CHD · EPC

Year-by-year returns

YearCHDEPC
2022-20.4%-14.3%
2023+18.7%-3.5%
2024+12.0%-6.8%
2025-18.9%-47.9%
2026+23.2%+70.6%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are CHD and EPC good diversifiers for each other?

A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between CHD and EPC?

The CHD/EPC correlation stands at 0.41 on a 3-year window (1 year: 0.48, 5 years: 0.39), computed from weekly returns as of 2026-08-27.

Is EPC a good diversifier for CHD?

A fair diversifier. At 0.41, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.41 mean?

Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.

Use this data

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/chd-vs-epc.json

CHD vs EPC: 3-year weekly correlation 0.41CHD vs EPC0.41

Drop this badge in a README or notebook; it updates with the data:

[![CHD vs EPC correlation](https://www.pairbook.io/api/v1/badge/chd-vs-epc.svg)](https://www.pairbook.io/pair/chd-vs-epc/)

No key needed, free to use. Full endpoint list in the API documentation.

Related comparisons

Hubs: CHD correlations · EPC correlations