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^TNX vs. KMB
Performance
Return for Risk
Drawdowns
Volatility

Performance

^TNX vs. KMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe 10-Year Treasury Note Yield Index (^TNX) and Kimberly-Clark Corporation (KMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^TNX achieves a 13.98% return, which is significantly higher than KMB's 11.19% return. Over the past 10 years, ^TNX has outperformed KMB with an annualized return of 11.93%, while KMB has yielded a comparatively lower 1.74% annualized return.


^TNX

1D
1.76%
1M
5.80%
6M
11.88%
YTD
13.98%
1Y
12.44%
3Y*
5.41%
5Y*
30.81%
10Y*
11.93%
ALL TIME*
-0.89%

KMB

1D
-0.80%
1M
-4.72%
6M
12.19%
YTD
11.19%
1Y
-12.23%
3Y*
-1.48%
5Y*
-0.50%
10Y*
1.74%
ALL TIME*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$325.44M$393.74M$451.43M

^TNX vs. KMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^TNX
Cboe 10-Year Treasury Note Yield Index
13.98%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%
KMB
Kimberly-Clark Corporation
11.19%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%

Correlation

The correlation between ^TNX and KMB is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (3Y)
Balances recent behavior with more history.

-0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.17

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.11

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1984

-0.02

Over the past year, the inverse relationship between ^TNX and KMB has strengthened: their correlation has moved from -0.02 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

^TNX vs. KMB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^TNX
^TNX Risk / Return Rank: 2525
Overall Rank
^TNX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^TNX Omega Ratio Rank: 2323
Omega Ratio Rank
^TNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
^TNX Martin Ratio Rank: 2727
Martin Ratio Rank

KMB
KMB Risk / Return Rank: 3232
Overall Rank
KMB Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 2828
Sortino Ratio Rank
KMB Omega Ratio Rank: 2727
Omega Ratio Rank
KMB Calmar Ratio Rank: 3535
Calmar Ratio Rank
KMB Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^TNX vs. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe 10-Year Treasury Note Yield Index (^TNX) and Kimberly-Clark Corporation (KMB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^TNXKMBDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.14

Calmar ratioReturn relative to maximum drawdown

0.99

-0.27

+1.26

Martin ratioReturn relative to average drawdown

2.04

-0.39

+2.43

^TNX vs. KMB - Sharpe Ratio Comparison

The current ^TNX Sharpe Ratio is 0.60, which is higher than the KMB Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ^TNX and KMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^TNX vs. KMB - Drawdown Comparison

The maximum ^TNX drawdown since its inception was -96.85%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for ^TNX and KMB.


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Drawdown Indicators


^TNXKMBDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-36.97%

-59.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-29.60%

+20.66%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-34.06%

+6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-34.06%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-84.57%

-34.06%

-50.51%

Current Drawdown

Current decline from peak

-70.04%

-21.48%

-48.56%

Average Drawdown

Average peak-to-trough decline

-55.04%

-8.89%

-46.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

20.31%

-15.67%

Volatility

^TNX vs. KMB - Volatility Comparison

The current volatility for Cboe 10-Year Treasury Note Yield Index (^TNX) is 3.64%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.53%. This indicates that ^TNX experiences smaller price fluctuations and is considered to be less risky than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^TNXKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

8.53%

-4.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

18.63%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

27.16%

-12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

20.63%

+10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.62%

21.25%

+26.37%

Frequently Asked Questions


^TNX and KMB have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (8.53%) compared to ^TNX (3.64%). In terms of maximum drawdown, ^TNX dropped -96.85% vs KMB's -36.97%.

^TNX currently has the higher Sharpe Ratio (0.60 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^TNX and KMB

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