^TNX vs. KMB
Compare and contrast key facts about Treasury Yield 10 Years (^TNX) and Kimberly-Clark Corporation (KMB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^TNX or KMB.
Key characteristics
^TNX | KMB | |
---|---|---|
YTD Return | 8.17% | 22.95% |
1Y Return | -15.07% | 22.78% |
3Y Return (Ann) | 36.49% | 7.71% |
5Y Return (Ann) | 18.99% | 4.69% |
10Y Return (Ann) | 6.31% | 6.63% |
Sharpe Ratio | -0.68 | 1.25 |
Sortino Ratio | -0.89 | 1.72 |
Omega Ratio | 0.91 | 1.26 |
Calmar Ratio | -0.29 | 1.19 |
Martin Ratio | -1.00 | 8.77 |
Ulcer Index | 16.10% | 2.53% |
Daily Std Dev | 23.77% | 17.82% |
Max Drawdown | -93.78% | -39.38% |
Current Drawdown | -47.87% | -1.20% |
Correlation
The correlation between ^TNX and KMB is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^TNX vs. KMB - Performance Comparison
In the year-to-date period, ^TNX achieves a 8.17% return, which is significantly lower than KMB's 22.95% return. Over the past 10 years, ^TNX has underperformed KMB with an annualized return of 6.31%, while KMB has yielded a comparatively higher 6.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^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.
Drawdowns
^TNX vs. KMB - Drawdown Comparison
The maximum ^TNX drawdown since its inception was -93.78%, which is greater than KMB's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for ^TNX and KMB. For additional features, visit the drawdowns tool.
Volatility
^TNX vs. KMB - Volatility Comparison
Treasury Yield 10 Years (^TNX) has a higher volatility of 5.90% compared to Kimberly-Clark Corporation (KMB) at 2.72%. 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.