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KMB vs. ^TNX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KMB and ^TNX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

KMB vs. ^TNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.21%
8.17%
KMB
^TNX

Key characteristics

Sharpe Ratio

KMB:

0.38

^TNX:

0.75

Sortino Ratio

KMB:

0.62

^TNX:

1.24

Omega Ratio

KMB:

1.09

^TNX:

1.14

Calmar Ratio

KMB:

0.41

^TNX:

0.21

Martin Ratio

KMB:

1.33

^TNX:

1.55

Ulcer Index

KMB:

5.23%

^TNX:

10.42%

Daily Std Dev

KMB:

18.34%

^TNX:

21.57%

Max Drawdown

KMB:

-39.69%

^TNX:

-96.85%

Current Drawdown

KMB:

-12.79%

^TNX:

-70.90%

Returns By Period

In the year-to-date period, KMB achieves a -2.92% return, which is significantly lower than ^TNX's 0.79% return. Over the past 10 years, KMB has underperformed ^TNX with an annualized return of 4.21%, while ^TNX has yielded a comparatively higher 9.42% annualized return.


KMB

YTD

-2.92%

1M

-2.42%

6M

-9.89%

1Y

7.18%

5Y*

0.90%

10Y*

4.21%

^TNX

YTD

0.79%

1M

1.88%

6M

8.19%

1Y

11.17%

5Y*

20.36%

10Y*

9.42%

*Annualized

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Risk-Adjusted Performance

KMB vs. ^TNX — Risk-Adjusted Performance Rank

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

KMB
The Risk-Adjusted Performance Rank of KMB is 5757
Overall Rank
The Sharpe Ratio Rank of KMB is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of KMB is 4949
Sortino Ratio Rank
The Omega Ratio Rank of KMB is 5151
Omega Ratio Rank
The Calmar Ratio Rank of KMB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of KMB is 6161
Martin Ratio Rank

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 3232
Overall Rank
The Sharpe Ratio Rank of ^TNX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KMB vs. ^TNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX). 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.


Sharpe ratio
The chart of Sharpe ratio for KMB, currently valued at 0.52, compared to the broader market-2.000.002.004.000.520.75
The chart of Sortino ratio for KMB, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.006.000.821.24
The chart of Omega ratio for KMB, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.14
The chart of Calmar ratio for KMB, currently valued at 0.53, compared to the broader market0.002.004.006.000.530.23
The chart of Martin ratio for KMB, currently valued at 1.70, compared to the broader market-10.000.0010.0020.0030.001.701.55
KMB
^TNX

The current KMB Sharpe Ratio is 0.38, which is lower than the ^TNX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of KMB and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.52
0.75
KMB
^TNX

Drawdowns

KMB vs. ^TNX - Drawdown Comparison

The maximum KMB drawdown since its inception was -39.69%, smaller than the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for KMB and ^TNX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.79%
-61.66%
KMB
^TNX

Volatility

KMB vs. ^TNX - Volatility Comparison

The current volatility for Kimberly-Clark Corporation (KMB) is 4.28%, while Treasury Yield 10 Years (^TNX) has a volatility of 4.88%. This indicates that KMB experiences smaller price fluctuations and is considered to be less risky than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.28%
4.88%
KMB
^TNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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