PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KMB vs. CL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KMB and CL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

KMB vs. CL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark Corporation (KMB) and Colgate-Palmolive Company (CL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.57%
-3.19%
KMB
CL

Key characteristics

Sharpe Ratio

KMB:

0.71

CL:

1.42

Sortino Ratio

KMB:

1.04

CL:

1.98

Omega Ratio

KMB:

1.16

CL:

1.26

Calmar Ratio

KMB:

0.75

CL:

1.30

Martin Ratio

KMB:

3.08

CL:

3.65

Ulcer Index

KMB:

4.16%

CL:

5.90%

Daily Std Dev

KMB:

18.03%

CL:

15.15%

Max Drawdown

KMB:

-39.69%

CL:

-58.91%

Current Drawdown

KMB:

-9.89%

CL:

-14.15%

Fundamentals

Market Cap

KMB:

$43.73B

CL:

$76.38B

EPS

KMB:

$7.72

CL:

$3.48

PE Ratio

KMB:

16.99

CL:

26.86

PEG Ratio

KMB:

2.73

CL:

2.11

Total Revenue (TTM)

KMB:

$20.10B

CL:

$20.11B

Gross Profit (TTM)

KMB:

$7.24B

CL:

$12.12B

EBITDA (TTM)

KMB:

$4.09B

CL:

$5.26B

Returns By Period

In the year-to-date period, KMB achieves a 12.14% return, which is significantly lower than CL's 19.14% return. Over the past 10 years, KMB has underperformed CL with an annualized return of 4.65%, while CL has yielded a comparatively higher 5.27% annualized return.


KMB

YTD

12.14%

1M

-2.20%

6M

-4.57%

1Y

14.69%

5Y*

2.51%

10Y*

4.65%

CL

YTD

19.14%

1M

-0.74%

6M

-3.19%

1Y

22.78%

5Y*

8.72%

10Y*

5.27%

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. CL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Colgate-Palmolive Company (CL). 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 0.71, compared to the broader market-4.00-2.000.002.000.711.42
The chart of Sortino ratio for KMB, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.041.98
The chart of Omega ratio for KMB, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.26
The chart of Calmar ratio for KMB, currently valued at 0.75, compared to the broader market0.002.004.006.000.751.30
The chart of Martin ratio for KMB, currently valued at 3.08, compared to the broader market0.0010.0020.003.083.65
KMB
CL

The current KMB Sharpe Ratio is 0.71, which is lower than the CL Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of KMB and CL, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.71
1.42
KMB
CL

Dividends

KMB vs. CL - Dividend Comparison

KMB's dividend yield for the trailing twelve months is around 3.71%, more than CL's 2.13% yield.


TTM20232022202120202019201820172016201520142013
KMB
Kimberly-Clark Corporation
3.71%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%0.00%
CL
Colgate-Palmolive Company
2.13%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%

Drawdowns

KMB vs. CL - Drawdown Comparison

The maximum KMB drawdown since its inception was -39.69%, smaller than the maximum CL drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for KMB and CL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.89%
-14.15%
KMB
CL

Volatility

KMB vs. CL - Volatility Comparison

Kimberly-Clark Corporation (KMB) and Colgate-Palmolive Company (CL) have volatilities of 4.10% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.10%
4.24%
KMB
CL

Financials

KMB vs. CL - Financials Comparison

This section allows you to compare key financial metrics between Kimberly-Clark Corporation and Colgate-Palmolive Company. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab