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 1.72%/yr vs 14.03%/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 14.34% return, which is significantly lower than XLI's 17.90% return. Over the past 10 years, KMB has underperformed XLI with an annualized return of 1.72%, while XLI has yielded a comparatively higher 14.03% annualized return.
KMB
- 1D
- 2.26%
- 1M
- 9.89%
- 6M
- 17.81%
- YTD
- 14.34%
- 1Y
- -8.86%
- 3Y*
- -2.10%
- 5Y*
- 0.16%
- 10Y*
- 1.72%
XLI
- 1D
- 0.45%
- 1M
- 3.51%
- 6M
- 12.94%
- YTD
- 17.90%
- 1Y
- 22.68%
- 3Y*
- 20.35%
- 5Y*
- 13.65%
- 10Y*
- 14.03%
KMB vs. XLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 14.34% | -19.86% | 11.79% | -7.08% | -1.58% | 9.66% | 0.95% | 24.57% | -2.06% | 9.04% |
XLI Industrial Select Sector SPDR Fund | 17.90% | 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 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.38 |
Over the past year, the correlation between KMB and XLI has dropped to 0.11 - 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.
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 | XLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.83 | -2.19 |
| Martin ratioReturn relative to average drawdown | -0.53 | 7.17 | -7.70 |
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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 | -19.25% | -1.96% | -17.29% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -9.18% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.94% | 3.11% | +16.83% |
Volatility
KMB vs. XLI - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 8.21% compared to Industrial Select Sector SPDR Fund (XLI) at 7.00%. 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 | 8.21% | 7.00% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.09% | 13.84% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.74% | 16.66% | +10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 17.60% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 20.00% | +1.18% |
Dividends
KMB vs. XLI - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 4.52%, more than XLI's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 4.52% | 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 | 1.13% | 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 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMB has higher volatility (8.21%) compared to XLI (7.00%). In terms of maximum drawdown, KMB dropped -36.97% vs XLI's -62.26%.
XLI currently has the higher Sharpe Ratio (1.34 vs -0.40), 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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