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KMB vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KMB and O is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

KMB vs. O - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
620.94%
4,782.00%
KMB
O

Key characteristics

Sharpe Ratio

KMB:

0.01

O:

0.69

Sortino Ratio

KMB:

0.14

O:

1.05

Omega Ratio

KMB:

1.02

O:

1.13

Calmar Ratio

KMB:

0.01

O:

0.51

Martin Ratio

KMB:

0.03

O:

1.40

Ulcer Index

KMB:

6.32%

O:

9.07%

Daily Std Dev

KMB:

19.02%

O:

18.52%

Max Drawdown

KMB:

-39.69%

O:

-48.45%

Current Drawdown

KMB:

-10.71%

O:

-12.20%

Fundamentals

Market Cap

KMB:

$43.67B

O:

$50.96B

EPS

KMB:

$7.34

O:

$0.98

PE Ratio

KMB:

17.93

O:

58.32

PEG Ratio

KMB:

1.59

O:

5.63

PS Ratio

KMB:

2.21

O:

9.65

PB Ratio

KMB:

39.88

O:

1.33

Total Revenue (TTM)

KMB:

$19.75B

O:

$4.02B

Gross Profit (TTM)

KMB:

$7.00B

O:

$3.22B

EBITDA (TTM)

KMB:

$3.93B

O:

$3.25B

Returns By Period

In the year-to-date period, KMB achieves a 1.33% return, which is significantly lower than O's 8.57% return. Over the past 10 years, KMB has underperformed O with an annualized return of 5.09%, while O has yielded a comparatively higher 6.98% annualized return.


KMB

YTD

1.33%

1M

-5.73%

6M

-1.15%

1Y

-0.10%

5Y*

2.03%

10Y*

5.09%

O

YTD

8.57%

1M

1.05%

6M

-4.56%

1Y

11.82%

5Y*

9.23%

10Y*

6.98%

*Annualized

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Risk-Adjusted Performance

KMB vs. O — 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 4747
Overall Rank
The Sharpe Ratio Rank of KMB is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KMB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of KMB is 4141
Omega Ratio Rank
The Calmar Ratio Rank of KMB is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KMB is 5151
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 7070
Overall Rank
The Sharpe Ratio Rank of O is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6767
Sortino Ratio Rank
The Omega Ratio Rank of O is 6565
Omega Ratio Rank
The Calmar Ratio Rank of O is 7474
Calmar Ratio Rank
The Martin Ratio Rank of O is 6868
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. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Realty Income Corporation (O). 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 0.01, compared to the broader market-2.00-1.000.001.002.003.00
KMB: 0.01
O: 0.69
The chart of Sortino ratio for KMB, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
KMB: 0.14
O: 1.05
The chart of Omega ratio for KMB, currently valued at 1.02, compared to the broader market0.501.001.502.00
KMB: 1.02
O: 1.13
The chart of Calmar ratio for KMB, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
KMB: 0.01
O: 0.51
The chart of Martin ratio for KMB, currently valued at 0.03, compared to the broader market-5.000.005.0010.0015.0020.00
KMB: 0.03
O: 1.40

The current KMB Sharpe Ratio is 0.01, which is lower than the O Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of KMB and O, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.01
0.69
KMB
O

Dividends

KMB vs. O - Dividend Comparison

KMB's dividend yield for the trailing twelve months is around 3.74%, less than O's 5.56% yield.


TTM20242023202220212020201920182017201620152014
KMB
Kimberly-Clark Corporation
3.74%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
O
Realty Income Corporation
5.56%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

KMB vs. O - Drawdown Comparison

The maximum KMB drawdown since its inception was -39.69%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for KMB and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.71%
-12.20%
KMB
O

Volatility

KMB vs. O - Volatility Comparison

Kimberly-Clark Corporation (KMB) has a higher volatility of 8.77% compared to Realty Income Corporation (O) at 8.32%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.77%
8.32%
KMB
O

Financials

KMB vs. O - Financials Comparison

This section allows you to compare key financial metrics between Kimberly-Clark Corporation and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items