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KMB vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KMB vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark Corporation (KMB) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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 higher than FBTC's -27.39% 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%

FBTC

1D
0.11%
1M
-20.13%
YTD
-27.39%
6M
-29.64%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMB vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
KMB
Kimberly-Clark Corporation
4.05%-19.86%10.19%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%

Correlation

The correlation between KMB and FBTC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

-0.04

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Return for Risk

KMB vs. FBTC — 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

FBTC
FBTC Risk / Return Rank: 33
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 33
Sortino Ratio Rank
FBTC Omega Ratio Rank: 33
Omega Ratio Rank
FBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
FBTC Martin Ratio Rank: 22
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. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.


KMBFBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

0.87

0.85

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.78

+0.11

Martin ratioReturn relative to average drawdown

-1.03

-1.37

+0.35

KMB vs. FBTC - Sharpe Ratio Comparison

The current KMB Sharpe Ratio is -0.77, which is comparable to the FBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of KMB and FBTC, 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. FBTC - Drawdown Comparison

The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum FBTC drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for KMB and FBTC.


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Drawdown Indicators


KMBFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-52.07%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-29.60%

-52.07%

+22.47%

Max Drawdown (3Y)

Largest decline over 3 years

-34.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

Current Drawdown

Current decline from peak

-26.52%

-49.42%

+22.90%

Average Drawdown

Average peak-to-trough decline

-8.85%

-16.46%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.43%

29.61%

-10.18%

Volatility

KMB vs. FBTC - Volatility Comparison

The current volatility for Kimberly-Clark Corporation (KMB) is 8.42%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 11.97%. This indicates that KMB experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KMBFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

11.97%

-3.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

34.39%

-17.72%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

43.98%

-18.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

50.13%

-29.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

50.13%

-29.06%

Dividends

KMB vs. FBTC - Dividend Comparison

KMB's dividend yield for the trailing twelve months is around 4.97%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


KMB and FBTC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (11.97%) compared to KMB (8.42%). In terms of maximum drawdown, KMB dropped -36.97% vs FBTC's -52.07%.

KMB currently has the higher Sharpe Ratio (-0.77 vs -0.93), 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

Find the right allocation for KMB and FBTC

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