KMB vs. XLI
Compare and contrast key facts about Kimberly-Clark Corporation (KMB) and Industrial Select Sector SPDR Fund (XLI).
XLI is a passively managed fund by State Street that tracks the performance of the Industrial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KMB or XLI.
Performance
KMB vs. XLI - Performance Comparison
Returns By Period
In the year-to-date period, KMB achieves a 13.36% return, which is significantly lower than XLI's 23.23% return. Over the past 10 years, KMB has underperformed XLI with an annualized return of 5.18%, while XLI has yielded a comparatively higher 11.47% annualized return.
KMB
13.36%
-7.80%
1.57%
14.75%
3.66%
5.18%
XLI
23.23%
-0.10%
11.74%
34.59%
12.95%
11.47%
Key characteristics
| KMB | XLI | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.59 |
| Sortino Ratio | 1.14 | 3.68 |
| Omega Ratio | 1.17 | 1.46 |
| Calmar Ratio | 0.84 | 5.85 |
| Martin Ratio | 4.08 | 18.22 |
| Ulcer Index | 3.49% | 1.90% |
| Daily Std Dev | 18.17% | 13.36% |
| Max Drawdown | -39.69% | -62.26% |
| Current Drawdown | -8.91% | -2.85% |
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Correlation
The correlation between KMB and XLI is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
KMB vs. XLI - Risk-Adjusted Performance 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.
Dividends
KMB vs. XLI - Dividend Comparison
KMB's dividend yield for the trailing twelve months is around 3.61%, more than XLI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KMB Kimberly-Clark Corporation | 3.61% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.32% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Drawdowns
KMB vs. XLI - Drawdown Comparison
The maximum KMB drawdown since its inception was -39.69%, 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. For additional features, visit the drawdowns tool.
Volatility
KMB vs. XLI - Volatility Comparison
Kimberly-Clark Corporation (KMB) has a higher volatility of 5.91% compared to Industrial Select Sector SPDR Fund (XLI) at 5.36%. 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.