KMB vs. CL

In the year-to-date period, KMB achieves a 13.36% return, which is significantly lower than CL's 19.96% return. Over the past 10 years, KMB has underperformed CL with an annualized return of 5.18%, while CL has yielded a comparatively higher 5.68% annualized return.

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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.

The current KMB Sharpe Ratio is 0.79, which is lower than the CL Sharpe Ratio of 1.72. 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.

KMB's dividend yield for the trailing twelve months is around 3.61%, more than CL's 2.12% yield.

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.

The current volatility for Kimberly-Clark Corporation (KMB) is 5.91%, while Colgate-Palmolive Company (CL) has a volatility of 7.28%. This indicates that KMB experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.