Compare two stocks
PG and DD clearly differ on 2 of 19 forces. The widest gap is emerging markets: in weeks when emerging-market stocks beat the S&P 500 by 1 percentage point, PG typically moved +0.03% and DD +0.65%.
| Economic force | PGProcter & Gamble | DDDuPont |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −0.63%−1.3% to +0.04%Not distinguishable from zero | −0.28%−1.7% to +1.1%Not distinguishable from zero |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +0.94%−0.81% to +2.7%Not distinguishable from zero | +2.0%−1.9% to +5.9%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | −0.53%−1.4% to +0.32%Not distinguishable from zero | −0.83%−2.4% to +0.74%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | −0.70%−1.4% to −0.03%Tentative | −0.67%−1.4% to +0.05%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | +0.84%−1.1% to +2.8%Not distinguishable from zero | +0.19%−2.6% to +3.0%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.31%−1.5% to +0.91%Not distinguishable from zero | −0.84%−3.1% to +1.4%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | −0.54%−1.2% to +0.10%Not distinguishable from zero | −1.8%−3.0% to −0.64%Tentative |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | +0.39%−0.31% to +1.1%Not distinguishable from zero | +0.56%−0.46% to +1.6%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | +0.49%−0.16% to +1.1%Not distinguishable from zero | +0.94%+0.24% to +1.6%Tentative |
| CopperIn weeks when the price of copper rose 5% | +0.24%−0.21% to +0.69%Not distinguishable from zero | +1.3%+0.49% to +2.0%Tentative |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | +0.04%+0.03% to +0.06%Clear | +0.03%0.00% to +0.06%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.46%−1.0% to +0.08%Not distinguishable from zero | −0.43%−1.1% to +0.28%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage pointClear difference | +0.11%−0.04% to +0.27%Not distinguishable from zero | +0.57%+0.29% to +0.85%Clear |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | +0.48%+0.33% to +0.64%Clear | +0.78%+0.47% to +1.1%Clear |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.14%−0.31% to +0.03%Not distinguishable from zero | −0.22%−0.53% to +0.09%Not distinguishable from zero |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +0.21%−1.1% to +1.5%Not distinguishable from zero | −0.70%−2.8% to +1.4%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.15%−0.58% to +0.87%Not distinguishable from zero | −0.09%−1.1% to +0.88%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage pointClear difference | +0.03%−0.15% to +0.21%Not distinguishable from zero | +0.65%+0.29% to +1.0%Tentative |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | −0.01%−0.12% to +0.10%Not distinguishable from zero | +0.20%+0.02% to +0.37%Tentative |
Each figure is the stock's typical move in a week when the force moved by the stated amount, after accounting for the stock market, with its 90% range beneath. Grey figures could not be told apart from zero. A row is marked a clear difference only when the two 90% ranges do not overlap.
This describes the past, and it is not a forecast. Relationships change, and nothing here is a recommendation to buy, sell or hold any security.