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International Business Machines Corporation (IBM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4592001014
CUSIP459200101
SectorTechnology
IndustryInformation Technology Services

Highlights

Market Cap$174.95B
EPS$8.15
PE Ratio23.42
PEG Ratio4.41
Revenue (TTM)$61.86B
Gross Profit (TTM)$32.69B
EBITDA (TTM)$14.29B
Year Range$116.36 - $199.18
Target Price$184.66
Short %2.40%
Short Ratio4.68

Share Price Chart


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International Business Machines Corporation

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in International Business Machines Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


3,500.00%4,000.00%4,500.00%5,000.00%5,500.00%OctoberNovemberDecember2024FebruaryMarch
4,945.75%
5,543.54%
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

International Business Machines Corporation had a return of 17.73% year-to-date (YTD) and 54.36% in the last 12 months. Over the past 10 years, International Business Machines Corporation had an annualized return of 4.82%, while the S&P 500 had an annualized return of 10.96%, indicating that International Business Machines Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date17.73%10.04%
1 month3.62%3.53%
6 months36.01%22.79%
1 year54.36%32.16%
5 years (annualized)12.51%13.15%
10 years (annualized)4.82%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202412.30%1.66%
20233.01%-4.45%3.09%10.87%3.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for International Business Machines Corporation (IBM) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IBM
International Business Machines Corporation
2.93
^GSPC
S&P 500
2.76

Sharpe Ratio

The current International Business Machines Corporation Sharpe ratio is 2.93. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.93
2.76
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

International Business Machines Corporation granted a 3.48% dividend yield in the last twelve months. The annual payout for that period amounted to $6.64 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$6.64$6.63$6.59$6.33$6.22$6.14$5.93$5.64$5.25$4.78$4.06$3.53

Dividend yield

3.48%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for International Business Machines Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$1.66
2023$0.00$1.65$0.00$0.00$1.66$0.00$0.00$1.66$0.00$0.00$1.66$0.00
2022$0.00$1.64$0.00$0.00$1.65$0.00$0.00$1.65$0.00$0.00$1.65$0.00
2021$0.00$1.56$0.00$0.00$1.57$0.00$0.00$1.57$0.00$0.00$1.64$0.00
2020$0.00$1.55$0.00$0.00$1.56$0.00$0.00$1.56$0.00$0.00$1.56$0.00
2019$0.00$1.50$0.00$0.00$1.55$0.00$0.00$1.55$0.00$0.00$1.55$0.00
2018$0.00$1.43$0.00$0.00$1.50$0.00$0.00$1.50$0.00$0.00$1.50$0.00
2017$0.00$1.34$0.00$0.00$1.43$0.00$0.00$1.43$0.00$0.00$1.43$0.00
2016$0.00$1.24$0.00$0.00$1.34$0.00$0.00$1.34$0.00$0.00$1.34$0.00
2015$0.00$1.05$0.00$0.00$1.24$0.00$0.00$1.24$0.00$0.00$1.24$0.00
2014$0.00$0.91$0.00$0.00$1.05$0.00$0.00$1.05$0.00$0.00$1.05$0.00
2013$0.81$0.00$0.00$0.91$0.00$0.00$0.91$0.00$0.00$0.91$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%3.5%
International Business Machines Corporation has a dividend yield of 3.48%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%69.1%
International Business Machines Corporation has a payout ratio of 69.09%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.53%
0
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the International Business Machines Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the International Business Machines Corporation was 69.40%, occurring on Aug 16, 1993. Recovery took 799 trading sessions.

The current International Business Machines Corporation drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.4%Aug 24, 19871513Aug 16, 1993799Oct 11, 19962312
-59.36%Jul 14, 1999815Oct 9, 20021408May 14, 20082223
-56.63%Feb 14, 1973400Sep 13, 19741082Dec 26, 19781482
-44.29%Jul 25, 200884Nov 20, 2008223Oct 12, 2009307
-43.73%Mar 15, 20131768Mar 23, 2020666Nov 10, 20222434

Volatility

Volatility Chart

The current International Business Machines Corporation volatility is 6.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
6.33%
2.82%
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of International Business Machines Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Values in undefined except per share items