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KMB vs. BF-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KMB vs. BF-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark Corporation (KMB) and Brown-Forman Corporation (BF-B). 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 4.05% return, which is significantly lower than BF-B's 5.51% return. Over the past 10 years, KMB has outperformed BF-B with an annualized return of 0.95%, while BF-B has yielded a comparatively lower -1.85% annualized return.


KMB

1D
0.74%
1M
6.86%
YTD
4.05%
6M
1.77%
1Y
-19.86%
3Y*
-4.95%
5Y*
-0.92%
10Y*
0.95%

BF-B

1D
1.24%
1M
4.15%
YTD
5.51%
6M
-10.61%
1Y
2.34%
3Y*
-23.61%
5Y*
-16.79%
10Y*
-1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMB vs. BF-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KMB
Kimberly-Clark Corporation
4.05%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%
BF-B
Brown-Forman Corporation
5.51%-29.29%-32.23%-11.91%-8.86%-6.07%18.67%43.78%-10.98%55.01%

Correlation

The correlation between KMB and BF-B is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.38

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

0.41

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

0.40

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

0.35

Fundamentals

EPS

KMB:

$5.93

BF-B:

$1.71

PE Ratio

KMB:

17.26

BF-B:

15.82

PEG Ratio

KMB:

2.98

BF-B:

19.66

PS Ratio

KMB:

2.06

BF-B:

3.27

Total Revenue (TTM)

KMB:

$16.54B

BF-B:

$3.91B

Gross Profit (TTM)

KMB:

$5.93B

BF-B:

$2.32B

EBITDA (TTM)

KMB:

$3.07B

BF-B:

$1.19B

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Return for Risk

KMB vs. BF-B — Risk / Return Rank

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

KMB
KMB Risk / Return Rank: 1515
Overall Rank
KMB Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 1414
Sortino Ratio Rank
KMB Omega Ratio Rank: 1212
Omega Ratio Rank
KMB Calmar Ratio Rank: 1818
Calmar Ratio Rank
KMB Martin Ratio Rank: 2222
Martin Ratio Rank

BF-B
BF-B Risk / Return Rank: 4343
Overall Rank
BF-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BF-B Sortino Ratio Rank: 4141
Sortino Ratio Rank
BF-B Omega Ratio Rank: 4141
Omega Ratio Rank
BF-B Calmar Ratio Rank: 4545
Calmar Ratio Rank
BF-B Martin Ratio Rank: 4545
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. BF-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Brown-Forman Corporation (BF-B). 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.


KMBBF-BDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.87

1.05

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.67

0.09

-0.77

Martin ratioReturn relative to average drawdown

-1.03

0.21

-1.24

KMB vs. BF-B - Sharpe Ratio Comparison

The current KMB Sharpe Ratio is -0.77, which is lower than the BF-B Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of KMB and BF-B, 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. BF-B - Drawdown Comparison

The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum BF-B drawdown of -68.96%. Use the drawdown chart below to compare losses from any high point for KMB and BF-B.


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Drawdown Indicators


KMBBF-BDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-68.96%

+31.99%

Max Drawdown (1Y)

Largest decline over 1 year

-29.60%

-25.48%

-4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-34.06%

-65.65%

+31.59%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

-68.31%

+34.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-68.96%

+34.90%

Current Drawdown

Current decline from peak

-26.52%

-62.90%

+36.38%

Average Drawdown

Average peak-to-trough decline

-8.85%

-11.62%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.43%

11.15%

+8.28%

Volatility

KMB vs. BF-B - Volatility Comparison

Kimberly-Clark Corporation (KMB) has a higher volatility of 8.42% compared to Brown-Forman Corporation (BF-B) at 7.06%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than BF-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMBBF-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

7.06%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

31.18%

-14.51%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

38.27%

-12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

29.83%

-9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

28.01%

-6.94%

Dividends

KMB vs. BF-B - Dividend Comparison

KMB's dividend yield for the trailing twelve months is around 4.97%, more than BF-B's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
BF-B
Brown-Forman Corporation
3.40%3.49%2.32%1.46%1.17%2.37%0.88%0.99%3.10%1.09%1.54%1.29%
KMB
Kimberly-Clark Corporation
4.97%5.00%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%

Financials

KMB vs. BF-B - Financials Comparison

This section allows you to compare key financial metrics between Kimberly-Clark Corporation and Brown-Forman Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B20222023202420252026
4.16B
1.06B
(KMB) Total Revenue
(BF-B) Total Revenue
Values in USD except per share items

KMB vs. BF-B - Profitability Comparison

The chart below illustrates the profitability comparison between Kimberly-Clark Corporation and Brown-Forman Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20222023202420252026
36.9%
60.6%
Portfolio components
KMB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported a gross profit of 1.53B and revenue of 4.16B. Therefore, the gross margin over that period was 36.9%.

BF-B - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a gross profit of 640.00M and revenue of 1.06B. Therefore, the gross margin over that period was 60.6%.

KMB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported an operating income of 753.00M and revenue of 4.16B, resulting in an operating margin of 18.1%.

BF-B - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported an operating income of 343.00M and revenue of 1.06B, resulting in an operating margin of 32.5%.

KMB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported a net income of 521.00M and revenue of 4.16B, resulting in a net margin of 12.5%.

BF-B - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brown-Forman Corporation reported a net income of 267.00M and revenue of 1.06B, resulting in a net margin of 25.3%.


Frequently Asked Questions


KMB and BF-B have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (8.42%) compared to BF-B (7.06%). In terms of maximum drawdown, KMB dropped -36.97% vs BF-B's -68.96%.

BF-B currently has the higher Sharpe Ratio (0.06 vs -0.77), 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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