UVV vs. KMB
UVV (Universal Corporation) and KMB (Kimberly-Clark Corporation) are both stocks. Both are in the Consumer Defensive sector — UVV in Tobacco, KMB in Household & Personal Products. Over the past 10 years, UVV returned 3.97%/yr vs 1.72%/yr for KMB. At a 0.24 correlation, their price movements are largely independent.
Performance
UVV vs. KMB - Performance Comparison
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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%
UVV vs. KMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
UVV:
$1.29B
KMB:
$37.31B
UVV:
$1.94
KMB:
$5.93
UVV:
26.55
KMB:
18.96
UVV:
0.39
KMB:
2.26
UVV:
$2.21B
KMB:
$16.54B
UVV:
$412.39M
KMB:
$5.93B
UVV:
$212.91M
KMB:
$3.07B
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Return for Risk
UVV vs. KMB — Risk / Return Rank
UVV
KMB
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.
| UVV | KMB | Difference | |
|---|---|---|---|
| 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 |
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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
| UVV | KMB | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.14% | -19.25% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -8.87% | -9.71% |
Ulcer IndexDepth 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
| UVV | KMB | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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