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 55.74%/yr vs 4.47%/yr for KCDMY. At a 0.06 correlation, their price movements are largely independent.
Performance
FKURF vs. KCDMY - Performance Comparison
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Returns By Period
In the year-to-date period, FKURF achieves a -71.13% return, which is significantly lower than KCDMY's 5.34% return.
FKURF
- 1D
- 0.00%
- 1M
- 17.94%
- 6M
- -72.42%
- YTD
- -71.13%
- 1Y
- -40.24%
- 3Y*
- 55.74%
- 5Y*
- —
- 10Y*
- —
KCDMY
- 1D
- 0.18%
- 1M
- 1.93%
- 6M
- 6.34%
- YTD
- 5.34%
- 1Y
- 22.31%
- 3Y*
- 4.47%
- 5Y*
- 12.33%
- 10Y*
- 5.09%
FKURF vs. KCDMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FKURF Fujikura Ltd | -71.13% | 147.24% | 480.56% | -8.86% |
KCDMY Kimberly-Clark de Mexico | 5.34% | 55.77% | -28.48% | 6.61% |
Correlation
The correlation between FKURF and KCDMY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.06 |
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 | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.29 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.89 | 3.58 | -4.47 |
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Drawdowns
FKURF vs. KCDMY - Drawdown Comparison
The maximum FKURF drawdown since its inception was -87.49%, 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 | -87.49% | -74.61% | -12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -87.49% | -17.34% | -70.15% |
Max Drawdown (3Y)Largest decline over 3 years | -87.49% | -39.82% | -47.67% |
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 | -84.98% | -31.39% | -53.59% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -46.35% | +31.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.40% | 6.24% | +39.16% |
Volatility
FKURF vs. KCDMY - Volatility Comparison
Fujikura Ltd (FKURF) has a higher volatility of 42.30% compared to Kimberly-Clark de Mexico (KCDMY) at 8.16%. 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 | 42.30% | 8.16% | +34.14% |
Volatility (6M)Calculated over the trailing 6-month period | 201.05% | 20.46% | +180.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.30% | 28.22% | +104.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 95.30% | 32.28% | +63.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.30% | 33.92% | +61.38% |
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 5.32%.
| 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 | 5.32% | 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 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (42.30%) compared to KCDMY (8.16%). In terms of maximum drawdown, FKURF dropped -87.49% vs KCDMY's -74.61%.
KCDMY currently has the higher Sharpe Ratio (0.80 vs -0.31), 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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