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^TNX vs. KMB
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^TNX and KMB is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

^TNX vs. KMB - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.92%
-5.28%
^TNX
KMB

Key characteristics

Sharpe Ratio

^TNX:

0.64

KMB:

0.36

Sortino Ratio

^TNX:

1.08

KMB:

0.60

Omega Ratio

^TNX:

1.12

KMB:

1.09

Calmar Ratio

^TNX:

0.17

KMB:

0.39

Martin Ratio

^TNX:

1.29

KMB:

1.24

Ulcer Index

^TNX:

10.43%

KMB:

5.30%

Daily Std Dev

^TNX:

21.57%

KMB:

18.38%

Max Drawdown

^TNX:

-96.85%

KMB:

-39.69%

Current Drawdown

^TNX:

-71.12%

KMB:

-13.27%

Returns By Period

In the year-to-date period, ^TNX achieves a 0.02% return, which is significantly higher than KMB's -3.45% return. Over the past 10 years, ^TNX has outperformed KMB with an annualized return of 9.33%, while KMB has yielded a comparatively lower 4.69% annualized return.


^TNX

YTD

0.02%

1M

1.11%

6M

7.90%

1Y

11.72%

5Y*

20.55%

10Y*

9.33%

KMB

YTD

-3.45%

1M

-3.66%

6M

-5.28%

1Y

7.20%

5Y*

0.77%

10Y*

4.69%

*Annualized

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Risk-Adjusted Performance

^TNX vs. KMB — Risk-Adjusted Performance Rank

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

^TNX
The Risk-Adjusted Performance Rank of ^TNX is 2828
Overall Rank
The Sharpe Ratio Rank of ^TNX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^TNX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^TNX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ^TNX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ^TNX is 2020
Martin Ratio Rank

KMB
The Risk-Adjusted Performance Rank of KMB is 5656
Overall Rank
The Sharpe Ratio Rank of KMB is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KMB is 4848
Sortino Ratio Rank
The Omega Ratio Rank of KMB is 4949
Omega Ratio Rank
The Calmar Ratio Rank of KMB is 6363
Calmar Ratio Rank
The Martin Ratio Rank of KMB is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^TNX vs. KMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 10 Years (^TNX) 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.


Sharpe ratio
The chart of Sharpe ratio for ^TNX, currently valued at 0.64, compared to the broader market-0.500.000.501.001.502.002.500.640.43
The chart of Sortino ratio for ^TNX, currently valued at 1.08, compared to the broader market0.001.002.003.001.080.69
The chart of Omega ratio for ^TNX, currently valued at 1.12, compared to the broader market1.001.201.401.601.121.10
The chart of Calmar ratio for ^TNX, currently valued at 0.19, compared to the broader market0.001.002.003.004.000.190.43
The chart of Martin ratio for ^TNX, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.291.35
^TNX
KMB

The current ^TNX Sharpe Ratio is 0.64, which is higher than the KMB Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ^TNX and KMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.64
0.43
^TNX
KMB

Drawdowns

^TNX vs. KMB - Drawdown Comparison

The maximum ^TNX drawdown since its inception was -96.85%, which is greater than KMB's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for ^TNX and KMB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-61.95%
-13.27%
^TNX
KMB

Volatility

^TNX vs. KMB - Volatility Comparison

Treasury Yield 10 Years (^TNX) has a higher volatility of 4.53% compared to Kimberly-Clark Corporation (KMB) at 4.30%. This indicates that ^TNX'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.53%
4.30%
^TNX
KMB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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