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KMB vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

KMB vs. ^TNX - Performance Comparison

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

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Returns By Period

In the year-to-date period, KMB achieves a 5.74% return, which is significantly lower than ^TNX's 7.93% return. Over the past 10 years, KMB has underperformed ^TNX with an annualized return of 1.21%, while ^TNX has yielded a comparatively higher 11.02% annualized return.


KMB

1D
3.43%
1M
6.29%
YTD
5.74%
6M
6.56%
1Y
-16.21%
3Y*
-5.03%
5Y*
-0.81%
10Y*
1.21%

^TNX

1D
0.94%
1M
-1.43%
YTD
7.93%
6M
7.77%
1Y
4.00%
3Y*
6.31%
5Y*
24.75%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMB vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMB
Kimberly-Clark Corporation
5.74%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%
^TNX
Cboe 10-Year Treasury Note Yield Index
7.93%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between KMB and ^TNX is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.26

Correlation (3Y)
Calculated over the trailing 3-year period

-0.19

Correlation (5Y)
Calculated over the trailing 5-year period

-0.17

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1984

-0.02

Over the past year, the inverse relationship between KMB and ^TNX has strengthened: their correlation has moved from -0.02 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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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: 1919
Overall Rank
KMB Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 1717
Sortino Ratio Rank
KMB Omega Ratio Rank: 1515
Omega Ratio Rank
KMB Calmar Ratio Rank: 2323
Calmar Ratio Rank
KMB Martin Ratio Rank: 2626
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1717
Overall Rank
^TNX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1717
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1717
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1818
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1717
Martin Ratio Rank
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 Cboe 10-Year Treasury Note Yield Index (^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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KMB^TNXDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

0.90

1.05

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.55

0.34

-0.89

Martin ratioReturn relative to average drawdown

-0.83

0.61

-1.44

KMB vs. ^TNX - Sharpe Ratio Comparison

The current KMB Sharpe Ratio is -0.62, which is lower than the ^TNX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of KMB and ^TNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KMB vs. ^TNX - Drawdown Comparison

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


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Drawdown Indicators


KMB^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-96.85%

+59.88%

Max Drawdown (1Y)

Largest decline over 1 year

-29.60%

-11.94%

-17.66%

Max Drawdown (3Y)

Largest decline over 3 years

-34.06%

-27.41%

-6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

-27.41%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-84.57%

+50.51%

Current Drawdown

Current decline from peak

-25.33%

-71.64%

+46.31%

Average Drawdown

Average peak-to-trough decline

-8.86%

-55.01%

+46.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.68%

6.58%

+13.10%

Volatility

KMB vs. ^TNX - Volatility Comparison

Kimberly-Clark Corporation (KMB) has a higher volatility of 9.70% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 3.57%. 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.


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Volatility by Period


KMB^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

3.57%

+6.13%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

10.72%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

15.13%

+11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

32.21%

-11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.13%

47.88%

-26.75%

Frequently Asked Questions


KMB and ^TNX have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (9.70%) compared to ^TNX (3.57%). In terms of maximum drawdown, KMB dropped -36.97% vs ^TNX's -96.85%.

^TNX currently has the higher Sharpe Ratio (0.27 vs -0.62), 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.

Portfolio Optimizer

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