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

Performance

T vs. KMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) 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, T achieves a -7.40% return, which is significantly lower than KMB's -0.57% return. Over the past 10 years, T has outperformed KMB with an annualized return of 2.86%, while KMB has yielded a comparatively lower 0.60% annualized return.


T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%

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)

T vs. KMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
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 T and KMB is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

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

0.32

Correlation (All Time)
Calculated using the full available price history since Dec 17, 1984

0.32

Fundamentals

EPS

T:

$3.04

KMB:

$5.93

PE Ratio

T:

7.39

KMB:

16.49

PEG Ratio

T:

0.31

KMB:

2.85

PS Ratio

T:

1.29

KMB:

1.97

Total Revenue (TTM)

T:

$125.65B

KMB:

$16.54B

Gross Profit (TTM)

T:

$105.41B

KMB:

$5.93B

EBITDA (TTM)

T:

$54.70B

KMB:

$3.07B

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Return for Risk

T vs. KMB — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
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.

T vs. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.


TKMBDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

0.89

0.84

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.79

+0.04

Martin ratioReturn relative to average drawdown

-1.59

-1.21

-0.38

T vs. KMB - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is comparable to the KMB Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of T 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


TKMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.91

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.09

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.03

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.46

-0.09

Drawdowns

T vs. KMB - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for T and KMB.


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Drawdown Indicators


TKMBDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-36.97%

-27.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-29.60%

+7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-34.06%

+12.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-34.06%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-34.06%

-8.29%

Current Drawdown

Current decline from peak

-21.87%

-29.78%

+7.91%

Average Drawdown

Average peak-to-trough decline

-15.72%

-8.84%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

19.23%

-8.89%

Volatility

T vs. KMB - Volatility Comparison

The current volatility for AT&T Inc. (T) is 7.50%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.66%. This indicates that T experiences smaller price fluctuations and is considered to be less risky 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


TKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

8.66%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

16.47%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

25.63%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

20.15%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

21.06%

+2.65%

Dividends

T vs. KMB - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, 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%
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

T vs. KMB - Financials Comparison

This section allows you to compare key financial metrics between AT&T Inc. 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
4.16B
(T) Total Revenue
(KMB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and KMB have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (8.66%) compared to T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs KMB's -36.97%.

T currently has the higher Sharpe Ratio (-0.75 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

Find the right allocation for T and KMB

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