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TSGTY vs. KCDMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSGTY vs. KCDMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tsingtao Brewery Co Ltd (TSGTY) and Kimberly-Clark de Mexico (KCDMY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSGTY achieves a -5.10% return, which is significantly lower than KCDMY's 11.58% return. Over the past 10 years, TSGTY has outperformed KCDMY with an annualized return of 7.41%, while KCDMY has yielded a comparatively lower 6.15% annualized return.


TSGTY

1D
0.00%
1M
-2.03%
6M
-11.39%
YTD
-5.10%
1Y
-5.32%
3Y*
-8.96%
5Y*
-2.35%
10Y*
7.41%
ALL TIME*
2.58%

KCDMY

1D
-0.34%
1M
5.25%
6M
7.37%
YTD
11.58%
1Y
30.13%
3Y*
7.37%
5Y*
14.43%
10Y*
6.15%
ALL TIME*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$547.84K$545.69K$537.78K
$829.57$3.34K$4.76K

TSGTY vs. KCDMY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSGTY
Tsingtao Brewery Co Ltd
-5.10%-7.82%9.35%-30.01%8.97%-8.59%57.13%59.57%-16.15%38.00%
KCDMY
Kimberly-Clark de Mexico
11.58%55.77%-28.48%40.30%15.89%-3.90%-9.84%29.96%-4.95%4.36%

Correlation

The correlation between TSGTY and KCDMY is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.06

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.11

The correlation between TSGTY and KCDMY shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSGTY:

$9.21B

KCDMY:

$7.00B

EPS

TSGTY:

CN¥17.11

KCDMY:

MX$13.20

PE Ratio

TSGTY:

11.21

KCDMY:

15.27

PEG Ratio

TSGTY:

0.72

KCDMY:

1.07

PS Ratio

TSGTY:

1.63

KCDMY:

2.15

PB Ratio

TSGTY:

1.62

KCDMY:

30.14

Total Revenue (TTM)

TSGTY:

CN¥32.16B

KCDMY:

MX$56.19B

Gross Profit (TTM)

TSGTY:

CN¥13.49B

KCDMY:

MX$22.74B

EBITDA (TTM)

TSGTY:

CN¥6.19B

KCDMY:

MX$15.13B

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Return for Risk

TSGTY vs. KCDMY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSGTY
TSGTY Risk / Return Rank: 3131
Overall Rank
TSGTY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TSGTY Sortino Ratio Rank: 3131
Sortino Ratio Rank
TSGTY Omega Ratio Rank: 3131
Omega Ratio Rank
TSGTY Calmar Ratio Rank: 3131
Calmar Ratio Rank
TSGTY Martin Ratio Rank: 2828
Martin Ratio Rank

KCDMY
KCDMY Risk / Return Rank: 7676
Overall Rank
KCDMY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
KCDMY Sortino Ratio Rank: 7373
Sortino Ratio Rank
KCDMY Omega Ratio Rank: 7171
Omega Ratio Rank
KCDMY Calmar Ratio Rank: 7777
Calmar Ratio Rank
KCDMY Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSGTY vs. KCDMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tsingtao Brewery Co Ltd (TSGTY) and Kimberly-Clark de Mexico (KCDMY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSGTYKCDMYDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

0.99

1.20

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.37

1.80

-2.17

Martin ratioReturn relative to average drawdown

-0.80

4.83

-5.62

TSGTY vs. KCDMY - Sharpe Ratio Comparison

The current TSGTY Sharpe Ratio is -0.22, which is lower than the KCDMY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TSGTY and KCDMY, 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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Drawdowns

TSGTY vs. KCDMY - Drawdown Comparison

The maximum TSGTY drawdown since its inception was -80.53%, which is greater than KCDMY's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for TSGTY and KCDMY.


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Drawdown Indicators


TSGTYKCDMYDifference

Max Drawdown

Largest peak-to-trough decline

-80.53%

-74.61%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-24.06%

-17.34%

-6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-38.46%

-39.82%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

-39.82%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.02%

-42.87%

-7.15%

Current Drawdown

Current decline from peak

-57.06%

-27.32%

-29.74%

Average Drawdown

Average peak-to-trough decline

-41.21%

-46.30%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.19%

6.45%

+4.74%

Volatility

TSGTY vs. KCDMY - Volatility Comparison

The current volatility for Tsingtao Brewery Co Ltd (TSGTY) is 2.17%, while Kimberly-Clark de Mexico (KCDMY) has a volatility of 4.52%. This indicates that TSGTY experiences smaller price fluctuations and is considered to be less risky than KCDMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSGTYKCDMYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

4.52%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

27.94%

19.62%

+8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

40.44%

27.88%

+12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.49%

32.22%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.46%

33.87%

+9.59%

Dividends

TSGTY vs. KCDMY - Dividend Comparison

TSGTY's dividend yield for the trailing twelve months is around 6.09%, more than KCDMY's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
KCDMY
Kimberly-Clark de Mexico
5.02%4.82%12.08%3.96%4.24%6.72%4.70%4.08%5.16%7.20%5.68%3.98%
TSGTY
Tsingtao Brewery Co Ltd
6.09%4.72%3.83%3.68%1.63%1.23%0.63%0.88%1.30%0.83%1.32%3.26%

Financials

TSGTY vs. KCDMY - Financials Comparison

This section allows you to compare key financial metrics between Tsingtao Brewery Co Ltd and Kimberly-Clark de Mexico. 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


Values in USD except per share items

TSGTY vs. KCDMY - Profitability Comparison

The chart below illustrates the profitability comparison between Tsingtao Brewery Co Ltd and Kimberly-Clark de Mexico over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TSGTY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a gross profit of 4.37B and revenue of 10.22B. Therefore, the gross margin over that period was 42.7%.

KCDMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Kimberly-Clark de Mexico reported a gross profit of 6.05B and revenue of 14.52B. Therefore, the gross margin over that period was 41.6%.

TSGTY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported an operating income of 2.18B and revenue of 10.22B, resulting in an operating margin of 21.3%.

KCDMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Kimberly-Clark de Mexico reported an operating income of 3.43B and revenue of 14.52B, resulting in an operating margin of 23.6%.

TSGTY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tsingtao Brewery Co Ltd reported a net income of 1.79B and revenue of 10.22B, resulting in a net margin of 17.5%.

KCDMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Kimberly-Clark de Mexico reported a net income of 2.04B and revenue of 14.52B, resulting in a net margin of 14.1%.


Frequently Asked Questions


TSGTY and KCDMY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KCDMY has higher volatility (4.52%) compared to TSGTY (2.17%). In terms of maximum drawdown, TSGTY dropped -80.53% vs KCDMY's -74.61%.

KCDMY currently has the higher Sharpe Ratio (1.12 vs -0.22), 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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