KMB vs. XLI
KMB (Kimberly-Clark Corporation) is a stock, while XLI (Industrial Select Sector SPDR Fund) is Industrials Equities fund tracking the Industrial Select Sector Index. Over the past 10 years, KMB returned 0.25%/yr vs 14.02%/yr for XLI. At a 0.38 correlation, their price movements are largely independent.
Performance
KMB vs. XLI - Performance Comparison
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Returns By Period
In the year-to-date period, KMB achieves a -5.21% return, which is significantly lower than XLI's 13.88% return. Over the past 10 years, KMB has underperformed XLI with an annualized return of 0.25%, while XLI has yielded a comparatively higher 14.02% annualized return.
KMB
- 1D
- -0.31%
- 1M
- -2.81%
- YTD
- -5.21%
- 6M
- -7.76%
- 1Y
- -28.72%
- 3Y*
- -8.08%
- 5Y*
- -2.88%
- 10Y*
- 0.25%
XLI
- 1D
- 1.21%
- 1M
- 2.18%
- YTD
- 13.88%
- 6M
- 14.35%
- 1Y
- 24.14%
- 3Y*
- 22.49%
- 5Y*
- 12.53%
- 10Y*
- 14.02%
KMB vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | -5.21% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
XLI Industrial Select Sector SPDR Fund | 13.88% | 19.35% | 17.31% | 18.13% | -5.57% | 21.08% | 10.91% | 29.08% | -13.25% | 23.98% |
Correlation
The correlation between KMB and XLI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998 | 0.38 |
Over the past year, the correlation between KMB and XLI has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
KMB vs. XLI — Risk / Return Rank
KMB
XLI
KMB vs. XLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Industrial Select Sector SPDR Fund (XLI). 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 | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.27 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 1.99 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.51 | 7.88 | -9.38 |
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 | XLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.16 | 1.57 | -2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.72 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.70 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Drawdowns
KMB vs. XLI - Drawdown Comparison
The maximum KMB drawdown since its inception was -36.97%, smaller than the maximum XLI drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for KMB and XLI.
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Drawdown Indicators
| KMB | XLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.97% | -62.26% | +25.29% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -12.21% | -17.39% |
Max Drawdown (3Y)Largest decline over 3 years | -34.06% | -18.49% | -15.57% |
Max Drawdown (5Y)Largest decline over 5 years | -34.06% | -21.64% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -42.33% | +8.27% |
Current DrawdownCurrent decline from peak | -33.06% | -1.25% | -31.81% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -9.20% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.36% | 3.07% | +16.29% |
Volatility
KMB vs. XLI - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 6.19% compared to Industrial Select Sector SPDR Fund (XLI) at 4.88%. This indicates that KMB's price experiences larger fluctuations and is considered to be riskier than XLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KMB | XLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 4.88% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 12.81% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.84% | 15.40% | +9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 17.43% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 19.98% | +0.97% |
Dividends
KMB vs. XLI - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 5.36%, more than XLI's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 5.36% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
XLI Industrial Select Sector SPDR Fund | 1.16% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
Frequently Asked Questions
KMB and XLI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (6.19%) compared to XLI (4.88%). In terms of maximum drawdown, KMB dropped -36.97% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.57 vs -1.16), 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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