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GLDM vs. KMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. KMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) 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, GLDM achieves a -2.40% return, which is significantly lower than KMB's 4.05% return.


GLDM

1D
0.11%
1M
-7.40%
YTD
-2.40%
6M
-2.09%
1Y
22.58%
3Y*
29.27%
5Y*
17.41%
10Y*

KMB

1D
0.74%
1M
8.12%
YTD
4.05%
6M
1.77%
1Y
-17.99%
3Y*
-4.95%
5Y*
-0.92%
10Y*
0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. KMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
-2.40%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
KMB
Kimberly-Clark Corporation
4.05%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%11.62%

Correlation

The correlation between GLDM and KMB is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.06

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Return for Risk

GLDM vs. KMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLDM
GLDM Risk / Return Rank: 2727
Overall Rank
GLDM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3131
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2525
Martin Ratio Rank

KMB
KMB Risk / Return Rank: 1515
Overall Rank
KMB Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 1414
Sortino Ratio Rank
KMB Omega Ratio Rank: 1212
Omega Ratio Rank
KMB Calmar Ratio Rank: 1818
Calmar Ratio Rank
KMB Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLDM vs. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) 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.


GLDMKMBDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.19

0.87

+0.32

Calmar ratioReturn relative to maximum drawdown

1.00

-0.67

+1.67

Martin ratioReturn relative to average drawdown

2.87

-1.03

+3.90

GLDM vs. KMB - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.90, which is higher than the KMB Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of GLDM 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

GLDM vs. KMB - Drawdown Comparison

The maximum GLDM drawdown since its inception was -24.35%, smaller than the maximum KMB drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for GLDM and KMB.


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Drawdown Indicators


GLDMKMBDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-36.97%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.35%

-29.60%

+5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-34.06%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-34.06%

+9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

Current Drawdown

Current decline from peak

-21.96%

-26.52%

+4.56%

Average Drawdown

Average peak-to-trough decline

-6.27%

-8.85%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.44%

19.43%

-10.99%

Volatility

GLDM vs. KMB - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 7.73%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.42%. This indicates that GLDM 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


GLDMKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

8.42%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

16.67%

+7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

25.77%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

20.19%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

21.07%

-4.09%

Dividends

GLDM vs. KMB - Dividend Comparison

GLDM has not paid dividends to shareholders, while KMB's dividend yield for the trailing twelve months is around 4.97%.


PositionTTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KMB
Kimberly-Clark Corporation
4.97%5.00%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%

Frequently Asked Questions


GLDM and KMB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (8.42%) compared to GLDM (7.73%). In terms of maximum drawdown, GLDM dropped -24.35% vs KMB's -36.97%.

GLDM currently has the higher Sharpe Ratio (0.90 vs -0.77), 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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