KMB vs. ^TNX

In the year-to-date period, KMB achieves a 8.98% return, which is significantly higher than ^TNX's -1.40% return. Over the past 10 years, KMB has underperformed ^TNX with an annualized return of 6.04%, while ^TNX has yielded a comparatively higher 7.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX). 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.

The current KMB Sharpe Ratio is 0.57, which is higher than the ^TNX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of KMB and ^TNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum KMB drawdown since its inception was -39.69%, smaller than the maximum ^TNX drawdown of -93.78%. Use the drawdown chart below to compare losses from any high point for KMB and ^TNX.

Kimberly-Clark Corporation (KMB) and Treasury Yield 10 Years (^TNX) have volatilities of 5.58% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.