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KMB vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KMB and FXAIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

KMB vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kimberly-Clark Corporation (KMB) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
189.09%
420.04%
KMB
FXAIX

Key characteristics

Sharpe Ratio

KMB:

0.32

FXAIX:

0.56

Sortino Ratio

KMB:

0.55

FXAIX:

0.90

Omega Ratio

KMB:

1.08

FXAIX:

1.13

Calmar Ratio

KMB:

0.43

FXAIX:

0.58

Martin Ratio

KMB:

1.00

FXAIX:

2.42

Ulcer Index

KMB:

6.29%

FXAIX:

4.51%

Daily Std Dev

KMB:

19.06%

FXAIX:

19.54%

Max Drawdown

KMB:

-39.69%

FXAIX:

-33.79%

Current Drawdown

KMB:

-10.22%

FXAIX:

-10.55%

Returns By Period

In the year-to-date period, KMB achieves a 1.89% return, which is significantly higher than FXAIX's -6.41% return. Over the past 10 years, KMB has underperformed FXAIX with an annualized return of 5.19%, while FXAIX has yielded a comparatively higher 11.85% annualized return.


KMB

YTD

1.89%

1M

-3.39%

6M

-1.68%

1Y

-0.53%

5Y*

2.15%

10Y*

5.19%

FXAIX

YTD

-6.41%

1M

-5.00%

6M

-5.00%

1Y

9.57%

5Y*

15.90%

10Y*

11.85%

*Annualized

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Risk-Adjusted Performance

KMB vs. FXAIX — Risk-Adjusted Performance Rank

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

KMB
The Risk-Adjusted Performance Rank of KMB is 6262
Overall Rank
The Sharpe Ratio Rank of KMB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KMB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of KMB is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KMB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of KMB is 6565
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6565
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KMB vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Fidelity 500 Index Fund (FXAIX). 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 chart of Sharpe ratio for KMB, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
KMB: 0.32
FXAIX: 0.56
The chart of Sortino ratio for KMB, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
KMB: 0.55
FXAIX: 0.90
The chart of Omega ratio for KMB, currently valued at 1.08, compared to the broader market0.501.001.502.00
KMB: 1.08
FXAIX: 1.13
The chart of Calmar ratio for KMB, currently valued at 0.43, compared to the broader market0.001.002.003.004.005.00
KMB: 0.43
FXAIX: 0.58
The chart of Martin ratio for KMB, currently valued at 1.00, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
KMB: 1.00
FXAIX: 2.42

The current KMB Sharpe Ratio is 0.32, which is lower than the FXAIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of KMB and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.32
0.56
KMB
FXAIX

Dividends

KMB vs. FXAIX - Dividend Comparison

KMB's dividend yield for the trailing twelve months is around 3.72%, more than FXAIX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
KMB
Kimberly-Clark Corporation
3.72%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
FXAIX
Fidelity 500 Index Fund
1.36%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

KMB vs. FXAIX - Drawdown Comparison

The maximum KMB drawdown since its inception was -39.69%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for KMB and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.22%
-10.55%
KMB
FXAIX

Volatility

KMB vs. FXAIX - Volatility Comparison

The current volatility for Kimberly-Clark Corporation (KMB) is 9.03%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.39%. This indicates that KMB experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.03%
14.39%
KMB
FXAIX