KMB vs. IBTG
KMB (Kimberly-Clark Corporation) is a stock, while IBTG (iShares iBonds Dec 2026 Term Treasury ETF) is Government Bonds fund tracking the ICE 2026 Maturity US Treasury Index. Over the past 5 years, KMB returned -2.82%/yr vs 0.84%/yr for IBTG. At a 0.08 correlation, their price movements are largely independent.
Performance
KMB vs. IBTG - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a -4.92% return, which is significantly lower than IBTG's 1.44% return.
KMB
- 1D
- -2.80%
- 1M
- -0.93%
- YTD
- -4.92%
- 6M
- -8.51%
- 1Y
- -29.05%
- 3Y*
- -7.87%
- 5Y*
- -2.82%
- 10Y*
- 0.29%
IBTG
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 1.44%
- 6M
- 1.80%
- 1Y
- 4.14%
- 3Y*
- 4.11%
- 5Y*
- 0.84%
- 10Y*
- —
KMB vs. IBTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | -4.92% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 5.85% |
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 1.44% | 4.40% | 3.97% | 4.34% | -8.18% | -3.04% | 3.99% |
Correlation
The correlation between KMB and IBTG is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | 0.08 |
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Return for Risk
KMB vs. IBTG — Risk / Return Rank
KMB
IBTG
KMB vs. IBTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.
| KMB | IBTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.19 | ||
| Sortino ratioReturn per unit of downside risk | -21.86 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 4.40 | -3.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 63.59 | -64.57 |
| Martin ratioReturn relative to average drawdown | -1.51 | 256.63 | -258.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KMB | IBTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 8.02 | -9.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.26 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.29 | +0.17 |
Drawdowns
KMB vs. IBTG - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for KMB and IBTG.
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Drawdown Indicators
| KMB | IBTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -13.62% | -23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -29.79% | -0.07% | -29.72% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -1.33% | -32.73% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -12.31% | -21.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | — | — |
Current DrawdownCurrent decline from peak | -32.85% | 0.00% | -32.85% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -4.90% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.81% | 0.02% | +19.79% |
Volatility
KMB vs. IBTG - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 6.43% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMB | IBTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 0.12% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 0.32% | +15.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.88% | 0.52% | +24.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 3.27% | +16.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 3.45% | +17.51% |
Dividends
KMB vs. IBTG - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 5.34%, more than IBTG's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 3.96% | 4.03% | 4.08% | 3.61% | 2.06% | 0.66% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KMB Kimberly-Clark Corporation | 5.34% | 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 IBTG have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (6.43%) compared to IBTG (0.12%). In terms of maximum drawdown, KMB dropped -36.97% vs IBTG's -13.62%.
IBTG currently has the higher Sharpe Ratio (8.02 vs -1.17), 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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