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

Performance

UVV vs. KMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Corporation (UVV) 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, UVV achieves a 0.93% return, which is significantly lower than KMB's 14.34% return. Over the past 10 years, UVV has outperformed KMB with an annualized return of 3.97%, while KMB has yielded a comparatively lower 1.72% annualized return.


UVV

1D
0.31%
1M
-3.08%
6M
-2.29%
YTD
0.93%
1Y
-6.12%
3Y*
7.13%
5Y*
4.76%
10Y*
3.97%

KMB

1D
2.26%
1M
10.71%
6M
17.81%
YTD
14.34%
1Y
-8.86%
3Y*
-2.10%
5Y*
0.16%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UVV vs. KMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVV
Universal Corporation
0.93%2.27%-13.39%35.79%1.82%19.59%-8.96%11.08%7.79%-14.79%
KMB
Kimberly-Clark Corporation
14.34%-19.86%11.79%-7.08%-1.58%9.66%0.95%24.57%-2.06%9.04%

Correlation

The correlation between UVV and KMB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

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

0.31

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1988

0.24

Fundamentals

Market Cap

UVV:

$1.29B

KMB:

$37.31B

EPS

UVV:

$1.94

KMB:

$5.93

PE Ratio

UVV:

26.55

KMB:

18.96

PS Ratio

UVV:

0.39

KMB:

2.26

Total Revenue (TTM)

UVV:

$2.21B

KMB:

$16.54B

Gross Profit (TTM)

UVV:

$412.39M

KMB:

$5.93B

EBITDA (TTM)

UVV:

$212.91M

KMB:

$3.07B

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Return for Risk

UVV vs. KMB — Risk / Return Rank

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

UVV
UVV Risk / Return Rank: 2929
Overall Rank
UVV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UVV Sortino Ratio Rank: 2929
Sortino Ratio Rank
UVV Omega Ratio Rank: 2929
Omega Ratio Rank
UVV Calmar Ratio Rank: 2828
Calmar Ratio Rank
UVV Martin Ratio Rank: 2727
Martin Ratio Rank

KMB
KMB Risk / Return Rank: 2929
Overall Rank
KMB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
KMB Sortino Ratio Rank: 2525
Sortino Ratio Rank
KMB Omega Ratio Rank: 2424
Omega Ratio Rank
KMB Calmar Ratio Rank: 3232
Calmar Ratio Rank
KMB Martin Ratio Rank: 3535
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.

UVV vs. KMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) 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.

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.


UVVKMBDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

0.97

0.95

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.36

-0.11

Martin ratioReturn relative to average drawdown

-0.86

-0.53

-0.32

UVV vs. KMB - Sharpe Ratio Comparison

The current UVV Sharpe Ratio is -0.26, which is higher than the KMB Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of UVV 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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Drawdowns

UVV vs. KMB - Drawdown Comparison

The maximum UVV drawdown since its inception was -69.75%, which is greater than KMB's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for UVV and KMB.


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Drawdown Indicators


UVVKMBDifference

Max Drawdown

Largest peak-to-trough decline

-69.75%

-36.97%

-32.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-29.60%

+16.12%

Max Drawdown (3Y)

Largest decline over 3 years

-29.70%

-34.06%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-34.06%

+4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-45.68%

-34.06%

-11.62%

Current Drawdown

Current decline from peak

-16.14%

-19.25%

+3.11%

Average Drawdown

Average peak-to-trough decline

-18.58%

-8.87%

-9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.37%

19.94%

-12.57%

Volatility

UVV vs. KMB - Volatility Comparison

The current volatility for Universal Corporation (UVV) is 5.95%, while Kimberly-Clark Corporation (KMB) has a volatility of 8.21%. This indicates that UVV 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


UVVKMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

8.21%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.06%

18.09%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

26.74%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.59%

20.49%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.94%

21.18%

+7.76%

Dividends

UVV vs. KMB - Dividend Comparison

UVV's dividend yield for the trailing twelve months is around 6.35%, more than KMB's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
KMB
Kimberly-Clark Corporation
4.52%5.00%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%
UVV
Universal Corporation
6.35%6.18%5.87%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%

Financials

UVV vs. KMB - Financials Comparison

This section allows you to compare key financial metrics between Universal Corporation 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


0.001.00B2.00B3.00B4.00B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
4.16B
(UVV) Total Revenue
(KMB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UVV and KMB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMB has higher volatility (8.21%) compared to UVV (5.95%). In terms of maximum drawdown, UVV dropped -69.75% vs KMB's -36.97%.

UVV currently has the higher Sharpe Ratio (-0.26 vs -0.40), 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 UVV and KMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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