FKURF vs. KCDMY
FKURF (Fujikura Ltd) and KCDMY (Kimberly-Clark de Mexico) are both stocks. FKURF operates in Conglomerates (Industrials), while KCDMY operates in Household & Personal Products (Consumer Defensive). Over the past 3 years, FKURF returned 42.81%/yr vs 7.37%/yr for KCDMY. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
FKURF vs. KCDMY - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -76.93% return, which is significantly lower than KCDMY's 11.58% return.
FKURF
- 1D
- 2.92%
- 1M
- -29.19%
- 6M
- -81.00%
- YTD
- -76.93%
- 1Y
- -65.98%
- 3Y*
- 42.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.08%
KCDMY
- 1D
- -0.34%
- 1M
- 5.25%
- 6M
- 7.37%
- YTD
- 11.58%
- 1Y
- 30.13%
- 3Y*
- 7.37%
- 5Y*
- 14.43%
- 10Y*
- 6.15%
- ALL TIME*
- 1.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FKURF Fujikura Ltd | $1.31M | $920.83K | $912.25K |
| $547.84K | $545.69K | $537.78K |
FKURF vs. KCDMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -76.93% | 147.24% | 480.56% | -8.86% |
KCDMY Kimberly-Clark de Mexico | 11.58% | 55.77% | -28.48% | 6.61% |
Correlation
The correlation between FKURF and KCDMY is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.05 |
Fundamentals
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Return for Risk
FKURF vs. KCDMY — Risk / Return Rank
FKURF
KCDMY
FKURF vs. KCDMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Kimberly-Clark de Mexico (KCDMY). 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.
| FKURF | KCDMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.20 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 1.80 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.33 | 4.83 | -6.16 |
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Drawdowns
FKURF vs. KCDMY - Drawdown Comparison
The maximum FKURF drawdown since its inception was -89.20%, which is greater than KCDMY's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for FKURF and KCDMY.
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Drawdown Indicators
| FKURF | KCDMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.20% | -74.61% | -14.59% |
Max Drawdown (1Y)Largest decline over 1 year | -89.20% | -17.34% | -71.86% |
Max Drawdown (3Y)Largest decline over 3 years | -89.20% | -39.82% | -49.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.87% | — |
Current DrawdownCurrent decline from peak | -88.00% | -27.32% | -60.68% |
Average DrawdownAverage peak-to-trough decline | -15.79% | -46.30% | +30.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.76% | 6.45% | +43.31% |
Volatility
FKURF vs. KCDMY - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 26.15% compared to Kimberly-Clark de Mexico (KCDMY) at 4.52%. This indicates that FKURF's price experiences larger fluctuations and is considered to be riskier than KCDMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKURF | KCDMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.15% | 4.52% | +21.63% |
Volatility (6M)Calculated over the trailing 6-month period | 202.27% | 19.62% | +182.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.83% | 27.88% | +105.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.42% | 32.22% | +63.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.42% | 33.87% | +61.55% |
Dividends
FKURF vs. KCDMY - Dividend Comparison
FKURF has not paid dividends to shareholders, while KCDMY's dividend yield for the trailing twelve months is around 5.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKURF Fujikura Ltd | 0.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KCDMY Kimberly-Clark de Mexico | 5.02% | 4.82% | 12.08% | 3.96% | 4.24% | 6.72% | 4.70% | 4.08% | 5.16% | 7.20% | 5.68% | 3.98% |
Financials
FKURF vs. KCDMY - Financials Comparison
This section allows you to compare key financial metrics between Fujikura Ltd and Kimberly-Clark de Mexico. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FKURF and KCDMY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (26.15%) compared to KCDMY (4.52%). In terms of maximum drawdown, FKURF dropped -89.20% vs KCDMY's -74.61%.
KCDMY currently has the higher Sharpe Ratio (1.12 vs -0.50), 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.
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