KMB vs. KO
KMB (Kimberly-Clark Corporation) and KO (The Coca-Cola Company) are both stocks. Both are in the Consumer Defensive sector — KMB in Household & Personal Products, KO in Beverages - Non-Alcoholic. Over the past 10 years, KMB returned 0.29%/yr vs 9.11%/yr for KO. At a 0.39 correlation, their price movements are largely independent.
Performance
KMB vs. KO - 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 KO's 13.43% return. Over the past 10 years, KMB has underperformed KO with an annualized return of 0.29%, while KO has yielded a comparatively higher 9.11% annualized 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%
KO
- 1D
- 0.45%
- 1M
- 0.73%
- YTD
- 13.43%
- 6M
- 11.99%
- 1Y
- 13.89%
- 3Y*
- 12.09%
- 5Y*
- 10.20%
- 10Y*
- 9.11%
KMB vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | -4.92% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
KO The Coca-Cola Company | 13.43% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between KMB and KO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 1984 | 0.39 |
The correlation between KMB and KO shifts across timeframes, from 0.39 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
KMB:
$31.57B
KO:
$339.77B
KMB:
$5.93
KO:
$3.18
KMB:
15.99
KO:
24.80
KMB:
2.76
KO:
2.99
KMB:
1.91
KO:
6.89
KMB:
17.58
KO:
10.10
KMB:
$16.54B
KO:
$49.28B
KMB:
$5.93B
KO:
$30.43B
KMB:
$3.07B
KO:
$18.35B
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Return for Risk
KMB vs. KO — Risk / Return Rank
KMB
KO
KMB vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.16 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.77 | -2.75 |
| Martin ratioReturn relative to average drawdown | -1.51 | 3.48 | -4.98 |
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 | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 0.88 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.64 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.50 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Drawdowns
KMB vs. KO - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for KMB and KO.
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Drawdown Indicators
| KMB | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -68.23% | +31.26% |
Max Drawdown (1Y)Largest decline over 1 year | -29.79% | -7.89% | -21.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -16.26% | -17.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -17.27% | -16.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -36.99% | +2.93% |
Current DrawdownCurrent decline from peak | -32.85% | -3.86% | -28.99% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -16.09% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.81% | 4.00% | +15.81% |
Volatility
KMB vs. KO - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 6.43% compared to The Coca-Cola Company (KO) at 4.16%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMB | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.16% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 11.79% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.88% | 15.86% | +9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 16.00% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.96% | 18.16% | +2.80% |
Dividends
KMB vs. KO - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 5.34%, more than KO's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KO The Coca-Cola Company | 2.62% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
KMB vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Kimberly-Clark Corporation and The Coca-Cola 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.
Total Revenue: Total amount of money received from sales and other business activities
KMB vs. KO - Profitability Comparison
KMB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported a gross profit of 1.53B and revenue of 4.16B. Therefore, the gross margin over that period was 36.9%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
KMB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported an operating income of 753.00M and revenue of 4.16B, resulting in an operating margin of 18.1%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
KMB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kimberly-Clark Corporation reported a net income of 521.00M and revenue of 4.16B, resulting in a net margin of 12.5%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
KMB and KO have a correlation of 0.40, 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 KO (4.16%). In terms of maximum drawdown, KMB dropped -36.97% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (0.88 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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