KCDMY vs. OWLT
KCDMY (Kimberly-Clark de Mexico) and OWLT (Owlet, Inc.) are both stocks. KCDMY operates in Household & Personal Products (Consumer Defensive), while OWLT operates in Medical Devices (Healthcare). Over the past 5 years, KCDMY returned 11.08%/yr vs -48.71%/yr for OWLT. At a 0.08 correlation, their price movements are largely independent.
Performance
KCDMY vs. OWLT - Performance Comparison
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Returns By Period
In the year-to-date period, KCDMY achieves a 4.49% return, which is significantly higher than OWLT's -69.43% 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%
OWLT
- 1D
- -5.71%
- 1M
- 3.13%
- YTD
- -69.43%
- 6M
- -62.27%
- 1Y
- -16.24%
- 3Y*
- 17.13%
- 5Y*
- -48.71%
- 10Y*
- —
KCDMY vs. OWLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KCDMY Kimberly-Clark de Mexico | 4.49% | 55.77% | -28.48% | 40.30% | 15.89% | -3.90% | 11.38% |
OWLT Owlet, Inc. | -69.43% | 263.82% | -15.72% | -32.54% | -79.06% | -73.75% | 4.85% |
Correlation
The correlation between KCDMY and OWLT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2020 | 0.08 |
The correlation between KCDMY and OWLT shifts across timeframes, from 0.08 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
KCDMY:
$6.63B
OWLT:
$17.98B
KCDMY:
$12.88
OWLT:
-$0.04
KCDMY:
0.12
OWLT:
48.86
KCDMY:
2.65
OWLT:
1.22K
KCDMY:
$55.74B
OWLT:
$107.06M
KCDMY:
$22.07B
OWLT:
$54.38M
KCDMY:
$14.69B
OWLT:
-$17.58M
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Return for Risk
KCDMY vs. OWLT — Risk / Return Rank
KCDMY
OWLT
KCDMY vs. OWLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark de Mexico (KCDMY) and Owlet, Inc. (OWLT). 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 | OWLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.05 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.22 | +2.77 |
| Martin ratioReturn relative to average drawdown | 6.59 | -0.45 | +7.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KCDMY | OWLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | -0.19 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | -0.54 | +0.89 |
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 | -0.52 | +0.56 |
Drawdowns
KCDMY vs. OWLT - Drawdown Comparison
The maximum KCDMY drawdown since its inception was -74.61%, smaller than the maximum OWLT drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for KCDMY and OWLT.
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Drawdown Indicators
| KCDMY | OWLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -98.14% | +23.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -72.58% | +59.81% |
Max Drawdown (3Y)Largest decline over 3 years | -39.82% | -72.58% | +32.76% |
Max Drawdown (5Y)Largest decline over 5 years | -39.82% | -98.06% | +58.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.87% | — | — |
Current DrawdownCurrent decline from peak | -31.94% | -96.72% | +64.78% |
Average DrawdownAverage peak-to-trough decline | -46.44% | -77.92% | +31.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 36.24% | -31.32% |
Volatility
KCDMY vs. OWLT - Volatility Comparison
The current volatility for Kimberly-Clark de Mexico (KCDMY) is 6.56%, while Owlet, Inc. (OWLT) has a volatility of 26.70%. This indicates that KCDMY experiences smaller price fluctuations and is considered to be less risky than OWLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCDMY | OWLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 26.70% | -20.14% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 71.58% | -51.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.50% | 86.51% | -59.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.30% | 90.45% | -58.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.06% | 85.82% | -51.76% |
Dividends
KCDMY vs. OWLT - Dividend Comparison
KCDMY's dividend yield for the trailing twelve months is around 4.97%, while OWLT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
OWLT Owlet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
KCDMY vs. OWLT - Financials Comparison
This section allows you to compare key financial metrics between Kimberly-Clark de Mexico and Owlet, Inc.. 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
KCDMY vs. OWLT - Profitability Comparison
KCDMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark de Mexico reported a gross profit of 5.98B and revenue of 14.59B. Therefore, the gross margin over that period was 41.0%.
OWLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a gross profit of 12.20M and revenue of 22.50M. Therefore, the gross margin over that period was 54.2%.
KCDMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark de Mexico reported an operating income of 3.39B and revenue of 14.59B, resulting in an operating margin of 23.2%.
OWLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported an operating income of -5.60M and revenue of 22.50M, resulting in an operating margin of -24.9%.
KCDMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark de Mexico reported a net income of 2.06B and revenue of 14.59B, resulting in a net margin of 14.1%.
OWLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a net income of -4.10M and revenue of 22.50M, resulting in a net margin of -18.2%.
Frequently Asked Questions
KCDMY and OWLT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWLT has higher volatility (26.70%) compared to KCDMY (6.56%). In terms of maximum drawdown, KCDMY dropped -74.61% vs OWLT's -98.14%.
KCDMY currently has the higher Sharpe Ratio (1.19 vs -0.19), 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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