KMB vs. USMV
KMB (Kimberly-Clark Corporation) is a stock, while USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Over the past 10 years, KMB returned 0.60%/yr vs 9.75%/yr for USMV. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
KMB vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a -0.57% return, which is significantly lower than USMV's 1.55% return. Over the past 10 years, KMB has underperformed USMV with an annualized return of 0.60%, while USMV has yielded a comparatively higher 9.75% annualized return.
KMB
- 1D
- -1.30%
- 1M
- 0.80%
- YTD
- -0.57%
- 6M
- -1.51%
- 1Y
- -23.22%
- 3Y*
- -6.39%
- 5Y*
- -1.75%
- 10Y*
- 0.60%
USMV
- 1D
- -0.43%
- 1M
- 1.28%
- YTD
- 1.55%
- 6M
- 2.27%
- 1Y
- 3.18%
- 3Y*
- 11.35%
- 5Y*
- 7.21%
- 10Y*
- 9.75%
KMB vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | -0.57% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.55% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Correlation
The correlation between KMB and USMV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.53 |
The correlation between KMB and USMV shifts across timeframes, from 0.36 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KMB vs. USMV — Risk / Return Rank
KMB
USMV
KMB vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and iShares MSCI USA Min Vol Factor ETF (USMV). 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 | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.07 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.49 | -1.28 |
| Martin ratioReturn relative to average drawdown | -1.21 | 1.64 | -2.85 |
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 | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | 0.37 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.59 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.67 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.86 | -0.40 |
Drawdowns
KMB vs. USMV - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for KMB and USMV.
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Drawdown Indicators
| KMB | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -33.10% | -3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -6.46% | -23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -9.36% | -24.70% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -17.93% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -33.10% | -0.96% |
Current DrawdownCurrent decline from peak | -29.78% | -2.24% | -27.54% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -2.88% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.23% | 1.94% | +17.29% |
Volatility
KMB vs. USMV - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 8.66% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.65%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMB | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.66% | 2.65% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 6.02% | +10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.63% | 8.57% | +17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 12.36% | +7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.06% | 14.51% | +6.55% |
Dividends
KMB vs. USMV - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 5.20%, more than USMV's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 5.20% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
KMB and USMV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.66%) compared to USMV (2.65%). In terms of maximum drawdown, KMB dropped -36.97% vs USMV's -33.10%.
USMV currently has the higher Sharpe Ratio (0.37 vs -0.91), 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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