KCDMY vs. FKURF

Last updated Jun 4, 2026

KCDMY (Kimberly-Clark de Mexico) and FKURF (Fujikura Ltd) are both stocks. KCDMY operates in Household & Personal Products (Consumer Defensive), while FKURF operates in Conglomerates (Industrials). Over the past year, KCDMY returned 32.34% vs -32.61% for FKURF. At a 0.07 correlation, their price movements are largely independent.

Performance

KCDMY vs. FKURF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark de Mexico (KCDMY) and Fujikura Ltd (FKURF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KCDMY achieves a 4.49% return, which is significantly higher than FKURF's -71.03% return.

KCDMY

• 1D: -0.99%
• 1M: -1.34%
• YTD: 4.49%
• 6M: 7.81%
• 1Y: 32.34%
• 3Y*: 9.43%
• 5Y*: 11.08%
• 10Y*: 5.33%

FKURF

• 1D: 1.87%
• 1M: -18.74%
• YTD: -71.03%
• 6M: -70.48%
• 1Y: -32.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KCDMY vs. FKURF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KCDMY Kimberly-Clark de Mexico	4.49%	55.77%	-28.48%	6.56%
FKURF Fujikura Ltd	-71.03%	147.24%	480.56%	-8.86%

Correlation

The correlation between KCDMY and FKURF is 0.07, 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	0.07
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023	0.07

Return for Risk

KCDMY vs. FKURF — Risk / Return Rank

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

KCDMY

KCDMY Risk / Return Rank: 75
KCDMY Sharpe Ratio Rank: 76
KCDMY Sortino Ratio Rank: 70
KCDMY Omega Ratio Rank: 68
KCDMY Calmar Ratio Rank: 79
KCDMY Martin Ratio Rank: 80

FKURF

FKURF Risk / Return Rank: 42
FKURF Sharpe Ratio Rank: 30
FKURF Sortino Ratio Rank: 54
FKURF Omega Ratio Rank: 75
FKURF Calmar Ratio Rank: 29
FKURF Martin Ratio Rank: 23

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.

KCDMY vs. FKURF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark de Mexico (KCDMY) and Fujikura Ltd (FKURF). 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.

	KCDMY	FKURF	Difference
Sharpe ratio: Return per unit of total volatility	1.19	-0.26	+1.45
Sortino ratio: Return per unit of downside risk	1.71	0.99	+0.73
Omega ratio: Gain probability vs. loss probability	1.22	1.26	-0.05
Calmar ratio: Return relative to maximum drawdown	2.54	-0.37	+2.92
Martin ratio: Return relative to average drawdown	6.59	-0.89	+7.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KCDMY vs. FKURF - Sharpe Ratio Comparison

The current KCDMY Sharpe Ratio is 1.19, which is higher than the FKURF Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of KCDMY and FKURF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KCDMY	FKURF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	-0.26	+1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.61	-0.57

Drawdowns

KCDMY vs. FKURF - Drawdown Comparison

The maximum KCDMY drawdown since its inception was -74.61%, smaller than the maximum FKURF drawdown of -87.49%. Use the drawdown chart below to compare losses from any high point for KCDMY and FKURF.

Drawdown Indicators

	KCDMY	FKURF	Difference
Max Drawdown Largest peak-to-trough decline	-74.61%	-87.49%	+12.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.77%	-87.49%	+74.72%
Max Drawdown (3Y) Largest decline over 3 years	-39.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.87%	—	—
Current Drawdown Current decline from peak	-31.94%	-84.93%	+52.99%
Average Drawdown Average peak-to-trough decline	-46.44%	-12.11%	-34.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.92%	36.53%	-31.61%

Volatility

KCDMY vs. FKURF - Volatility Comparison

The current volatility for Kimberly-Clark de Mexico (KCDMY) is 6.56%, while Fujikura Ltd (FKURF) has a volatility of 46.71%. This indicates that KCDMY experiences smaller price fluctuations and is considered to be less risky than FKURF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KCDMY	FKURF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.56%	46.71%	-40.15%
Volatility (6M) Calculated over the trailing 6-month period	20.08%	197.15%	-177.07%
Volatility (1Y) Calculated over the trailing 1-year period	27.50%	124.82%	-97.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.30%	93.45%	-61.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.06%	93.45%	-59.39%

Dividends

KCDMY vs. FKURF - Dividend Comparison

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

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	4.97%	4.82%	12.08%	3.96%	4.24%	6.72%	4.70%	4.08%	5.16%	7.20%	5.68%	3.98%

Financials

Frequently Asked Questions

Can I hold both KCDMY and FKURF in my portfolio?

KCDMY and FKURF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KCDMY or FKURF?

FKURF has higher volatility (46.71%) compared to KCDMY (6.56%). In terms of maximum drawdown, KCDMY dropped -74.61% vs FKURF's -87.49%.

Which has better risk-adjusted returns?

KCDMY currently has the higher Sharpe Ratio (1.19 vs -0.26), 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.