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MDT vs. KMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MDT vs. KMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medtronic plc (MDT) and Kimberly-Clark Corporation (KMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDT achieves a -15.31% return, which is significantly lower than KMB's -0.57% return. Over the past 10 years, MDT has outperformed KMB with an annualized return of 2.04%, while KMB has yielded a comparatively lower 0.60% annualized return.


MDT

1D
-1.20%
1M
5.96%
YTD
-15.31%
6M
-19.07%
1Y
-4.79%
3Y*
2.04%
5Y*
-5.25%
10Y*
2.04%

KMB

1D
-1.30%
1M
0.80%
YTD
-0.57%
6M
-1.51%
1Y
-23.22%
3Y*
-6.39%
5Y*
-1.75%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDT vs. KMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDT
Medtronic plc
-15.31%24.05%0.28%9.58%-22.55%-9.79%5.70%27.34%15.18%15.90%
KMB
Kimberly-Clark Corporation
-0.57%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%

Correlation

The correlation between MDT and KMB 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 (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 18, 1984

0.27

Fundamentals

Market Cap

MDT:

$103.94B

KMB:

$32.57B

EPS

MDT:

$3.58

KMB:

$5.93

PE Ratio

MDT:

22.52

KMB:

16.49

PEG Ratio

MDT:

2.03

KMB:

2.85

PS Ratio

MDT:

2.93

KMB:

1.97

Total Revenue (TTM)

MDT:

$35.48B

KMB:

$16.54B

Gross Profit (TTM)

MDT:

$5.78B

KMB:

$5.93B

EBITDA (TTM)

MDT:

$7.11B

KMB:

$3.07B

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Return for Risk

MDT vs. KMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MDT
MDT Risk / Return Rank: 3131
Overall Rank
MDT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MDT Sortino Ratio Rank: 2727
Sortino Ratio Rank
MDT Omega Ratio Rank: 2727
Omega Ratio Rank
MDT Calmar Ratio Rank: 3737
Calmar Ratio Rank
MDT Martin Ratio Rank: 3434
Martin Ratio Rank

KMB
KMB Risk / Return Rank: 1010
Overall Rank
KMB Sharpe Ratio Rank: 77
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 1010
Sortino Ratio Rank
KMB Omega Ratio Rank: 88
Omega Ratio Rank
KMB Calmar Ratio Rank: 1212
Calmar Ratio Rank
KMB Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDT vs. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medtronic plc (MDT) and Kimberly-Clark Corporation (KMB). 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.


MDTKMBDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

0.98

0.84

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.79

+0.62

Martin ratioReturn relative to average drawdown

-0.43

-1.21

+0.78

MDT vs. KMB - Sharpe Ratio Comparison

The current MDT Sharpe Ratio is -0.23, which is higher than the KMB Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of MDT and KMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MDTKMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

-0.91

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.09

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.03

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.46

+0.01

Drawdowns

MDT vs. KMB - Drawdown Comparison

The maximum MDT drawdown since its inception was -57.63%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for MDT and KMB.


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Drawdown Indicators


MDTKMBDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-36.97%

-20.66%

Max Drawdown (1Y)

Largest decline over 1 year

-28.90%

-29.60%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-28.90%

-34.06%

+5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-45.10%

-34.06%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-45.10%

-34.06%

-11.04%

Current Drawdown

Current decline from peak

-30.81%

-29.78%

-1.03%

Average Drawdown

Average peak-to-trough decline

-16.54%

-8.84%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.17%

19.23%

-8.06%

Volatility

MDT vs. KMB - Volatility Comparison

Medtronic plc (MDT) has a higher volatility of 10.04% compared to Kimberly-Clark Corporation (KMB) at 8.66%. This indicates that MDT's price experiences larger fluctuations and is considered to be riskier than KMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDTKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

8.66%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.19%

16.47%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

25.63%

-4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

20.15%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

21.06%

+2.18%

Dividends

MDT vs. KMB - Dividend Comparison

MDT's dividend yield for the trailing twelve months is around 3.52%, less than KMB's 5.20% yield.


PositionTTM20252024202320222021202020192018201720162015
KMB
Kimberly-Clark Corporation
5.20%5.00%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%
MDT
Medtronic plc
3.52%2.95%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%

Financials

MDT vs. KMB - Financials Comparison

This section allows you to compare key financial metrics between Medtronic plc and Kimberly-Clark Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


4.00B5.00B6.00B7.00B8.00B9.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
9.02B
4.16B
(MDT) Total Revenue
(KMB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MDT and KMB 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.

MDT has higher volatility (10.04%) compared to KMB (8.66%). In terms of maximum drawdown, MDT dropped -57.63% vs KMB's -36.97%.

MDT currently has the higher Sharpe Ratio (-0.23 vs -0.91), 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.

Portfolio Optimizer

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