KMB vs. ^TNX
Compare and contrast key facts about Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KMB or ^TNX.
Key characteristics
| KMB | ^TNX | |
|---|---|---|
| YTD Return | 12.28% | 14.98% |
| 1Y Return | -2.48% | 26.71% |
| 3Y Return (Ann) | 3.91% | 39.75% |
| 5Y Return (Ann) | 4.45% | 13.12% |
| 10Y Return (Ann) | 5.85% | 5.87% |
| Sharpe Ratio | -0.19 | 1.13 |
| Daily Std Dev | 16.25% | 25.11% |
| Max Drawdown | -36.92% | -93.78% |
| Current Drawdown | -4.16% | -44.60% |
Correlation
The correlation between KMB and ^TNX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
KMB vs. ^TNX - Performance Comparison
In the year-to-date period, KMB achieves a 12.28% return, which is significantly lower than ^TNX's 14.98% return. Both investments have delivered pretty close results over the past 10 years, with KMB having a 5.85% annualized return and ^TNX not far ahead at 5.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
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.
Drawdowns
KMB vs. ^TNX - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.92%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for KMB and ^TNX. For additional features, visit the drawdowns tool.
Volatility
KMB vs. ^TNX - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 6.08% compared to Treasury Yield 10 Years (^TNX) at 4.88%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.