KVUE vs. DIVB
KVUE (Kenvue Inc.) is a stock, while DIVB (iShares U.S. Dividend and Buyback ETF) is Large Cap Blend Equities fund tracking the Morningstar US Dividend and Buyback Index. Over the past 3 years, KVUE returned -8.81%/yr vs 22.71%/yr for DIVB. At a 0.33 correlation, their price movements are largely independent.
Performance
KVUE vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, KVUE achieves a 0.17% return, which is significantly lower than DIVB's 18.44% return.
KVUE
- 1D
- 0.30%
- 1M
- -1.65%
- YTD
- 0.17%
- 6M
- 1.70%
- 1Y
- -18.53%
- 3Y*
- -8.81%
- 5Y*
- —
- 10Y*
- —
DIVB
- 1D
- 0.94%
- 1M
- 8.46%
- YTD
- 18.44%
- 6M
- 18.63%
- 1Y
- 31.40%
- 3Y*
- 22.71%
- 5Y*
- 12.40%
- 10Y*
- —
KVUE vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
KVUE Kenvue Inc. | 0.17% | -15.86% | 3.12% | -18.44% |
DIVB iShares U.S. Dividend and Buyback ETF | 18.44% | 15.09% | 18.59% | 16.58% |
Correlation
The correlation between KVUE and DIVB is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 5, 2023 | 0.33 |
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Return for Risk
KVUE vs. DIVB — Risk / Return Rank
KVUE
DIVB
KVUE vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kenvue Inc. (KVUE) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.
| KVUE | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -4.55 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.49 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 4.62 | -5.12 |
| Martin ratioReturn relative to average drawdown | -0.92 | 15.75 | -16.67 |
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
| KVUE | DIVB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 2.78 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.77 | -1.14 |
Drawdowns
KVUE vs. DIVB - Drawdown Comparison
The maximum KVUE drawdown since its inception was -44.08%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for KVUE and DIVB.
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Drawdown Indicators
| KVUE | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.08% | -36.93% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -37.63% | -6.82% | -30.81% |
Max Drawdown (3Y)Largest decline over 3 years | -42.08% | -15.45% | -26.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.08% | — |
Current DrawdownCurrent decline from peak | -30.66% | 0.00% | -30.66% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -4.99% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.26% | 2.00% | +18.26% |
Volatility
KVUE vs. DIVB - Volatility Comparison
Kenvue Inc. (KVUE) has a higher volatility of 5.52% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 3.32%. This indicates that KVUE's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KVUE | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.32% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 8.48% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.04% | 11.35% | +20.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.59% | 15.23% | +13.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.59% | 18.38% | +10.21% |
Dividends
KVUE vs. DIVB - Dividend Comparison
KVUE's dividend yield for the trailing twelve months is around 4.92%, more than DIVB's 2.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | 2.17% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
KVUE Kenvue Inc. | 4.92% | 4.78% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KVUE and DIVB have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KVUE has higher volatility (5.52%) compared to DIVB (3.32%). In terms of maximum drawdown, KVUE dropped -44.08% vs DIVB's -36.93%.
DIVB currently has the higher Sharpe Ratio (2.78 vs -0.58), 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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