KMB vs. ^TNX

Last updated Apr 2, 2026

Compare and contrast key facts about Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX).

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.

KMB vs. ^TNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KMB Kimberly-Clark Corporation	-2.10%	-19.86%	11.79%	-7.08%	-1.58%	9.66%	0.95%	24.57%	-2.06%	9.04%
^TNX Treasury Yield 10 Years	3.75%	-8.97%	18.29%	-0.34%	156.55%	64.89%	-52.21%	-28.56%	11.68%	-1.68%

Returns By Period

In the year-to-date period, KMB achieves a -2.10% return, which is significantly lower than ^TNX's 3.75% return. Over the past 10 years, KMB has underperformed ^TNX with an annualized return of 0.12%, while ^TNX has yielded a comparatively higher 9.20% annualized return.

KMB

• 1D: 1.14%
• 1M: -9.99%
• YTD: -2.10%
• 6M: -18.87%
• 1Y: -28.75%
• 3Y*: -6.54%
• 5Y*: -3.01%
• 10Y*: 0.12%

^TNX

• 1D: 0.19%
• 1M: 6.69%
• YTD: 3.75%
• 6M: 5.19%
• 1Y: 3.92%
• 3Y*: 7.32%
• 5Y*: 20.80%
• 10Y*: 9.20%

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

Return for Risk

KMB vs. ^TNX — Risk / Return Rank

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

KMB

KMB Risk / Return Rank: 5
KMB Sharpe Ratio Rank: 2
KMB Sortino Ratio Rank: 6
KMB Omega Ratio Rank: 5
KMB Calmar Ratio Rank: 6
KMB Martin Ratio Rank: 9

^TNX

^TNX Risk / Return Rank: 22
^TNX Sharpe Ratio Rank: 26
^TNX Sortino Ratio Rank: 23
^TNX Omega Ratio Rank: 22
^TNX Calmar Ratio Rank: 19
^TNX Martin Ratio Rank: 18

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.

KMB vs. ^TNX - Risk-Adjusted Trends 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.

	KMB	^TNX	Difference
Sharpe ratio Return per unit of total volatility	-1.16	0.22	-1.38
Sortino ratio Return per unit of downside risk	-1.47	0.45	-1.92
Omega ratio Gain probability vs. loss probability	0.79	1.05	-0.26
Calmar ratio Return relative to maximum drawdown	-0.92	0.12	-1.05
Martin ratio Return relative to average drawdown	-1.49	0.21	-1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KMB vs. ^TNX - Sharpe Ratio Comparison

The current KMB Sharpe Ratio is -1.16, which is lower than the ^TNX Sharpe Ratio of 0.22. 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.

Sharpe Ratios by Period

	KMB	^TNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.16	0.22	-1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.63	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.19	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	-0.02	+0.49

Correlation

The correlation between KMB and ^TNX is 0.02, 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.

Drawdowns

KMB vs. ^TNX - Drawdown Comparison

The maximum KMB drawdown since its inception was -36.97%, 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.

Drawdown Indicators

	KMB	^TNX	Difference
Max Drawdown Largest peak-to-trough decline	-36.97%	-93.78%	+56.81%
Max Drawdown (1Y) Largest decline over 1 year	-30.70%	-13.99%	-16.71%
Max Drawdown (5Y) Largest decline over 5 years	-31.73%	-31.74%	+0.01%
Max Drawdown (10Y) Largest decline over 10 years	-31.73%	-84.57%	+52.84%
Current Drawdown Current decline from peak	-30.86%	-46.17%	+15.31%
Average Drawdown Average peak-to-trough decline	-8.74%	-51.38%	+42.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.08%	8.39%	+10.69%

Volatility

KMB vs. ^TNX - Volatility Comparison

The current volatility for Kimberly-Clark Corporation (KMB) is 5.31%, while Treasury Yield 10 Years (^TNX) has a volatility of 5.89%. 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.

Volatility by Period

	KMB	^TNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	5.89%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	21.01%	10.58%	+10.43%
Volatility (1Y) Calculated over the trailing 1-year period	24.97%	17.89%	+7.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	32.96%	-13.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.83%	48.18%	-27.35%