KMB vs. USD
KMB (Kimberly-Clark Corporation) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, KMB returned 1.48%/yr vs 60.90%/yr for USD. At a 0.20 correlation, their price movements are largely independent.
Performance
KMB vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a 8.57% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, KMB has underperformed USD with an annualized return of 1.48%, while USD has yielded a comparatively higher 60.90% annualized return.
KMB
- 1D
- 2.67%
- 1M
- 9.13%
- YTD
- 8.57%
- 6M
- 8.36%
- 1Y
- -13.85%
- 3Y*
- -4.19%
- 5Y*
- -0.58%
- 10Y*
- 1.48%
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
KMB vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 8.57% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
USD ProShares Ultra Semiconductors | 83.22% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between KMB and USD is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.20 |
The correlation between KMB and USD shifts across timeframes, from -0.20 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KMB vs. USD — Risk / Return Rank
KMB
USD
KMB vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and ProShares Ultra Semiconductors (USD). 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.
| KMB | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.38 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 5.88 | -6.35 |
| Martin ratioReturn relative to average drawdown | -0.70 | 16.26 | -16.96 |
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Drawdowns
KMB vs. USD - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for KMB and USD.
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Drawdown Indicators
| KMB | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -88.63% | +51.66% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -31.80% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -64.46% | +30.40% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -77.85% | +43.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -77.85% | +43.79% |
Current DrawdownCurrent decline from peak | -23.33% | -15.35% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -32.29% | +23.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.71% | 11.48% | +8.23% |
Volatility
KMB vs. USD - Volatility Comparison
The current volatility for Kimberly-Clark Corporation (KMB) is 9.98%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. This indicates that KMB experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMB | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 34.08% | -24.10% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 53.79% | -36.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.23% | 67.97% | -41.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 77.72% | -57.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 69.82% | -48.68% |
Dividends
KMB vs. USD - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 4.76%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 4.76% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
KMB and USD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (34.08%) compared to KMB (9.98%). In terms of maximum drawdown, KMB dropped -36.97% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.76 vs -0.53), 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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