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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$155.35B
EPS (TTM)$8.83
PE Ratio19.15
PEG Ratio4.20
Total Revenue (TTM)$62.07B
Gross Profit (TTM)$34.70B
EBITDA (TTM)$12.70B
Year Range$123.91 - $197.22
Target Price$167.46
Short %2.20%
Short Ratio4.27

Share Price Chart


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International Business Machines Corporation

Popular comparisons: IBM vs. SPY, IBM vs. TXN, IBM vs. AAPL, IBM vs. VOO, IBM vs. QQQ, IBM vs. SCHD, IBM vs. VTI, IBM vs. KO, IBM vs. ONEQ, IBM vs. HPQ

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.


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
6.92%
14.78%
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

International Business Machines Corporation had a return of 5.62% year-to-date (YTD) and 28.54% in the last 12 months. Over the past 10 years, International Business Machines Corporation had an annualized return of 4.13%, while the S&P 500 had an annualized return of 10.85%, indicating that International Business Machines Corporation did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.62%15.04%
1 month0.28%3.47%
6 months6.15%15.07%
1 year28.54%24.43%
5 years (annualized)10.47%13.22%
10 years (annualized)4.13%10.85%

Monthly Returns

The table below presents the monthly returns of IBM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202412.30%1.66%3.20%-12.97%1.39%5.62%
2023-4.37%-2.85%1.38%-3.57%3.11%4.06%7.75%3.01%-4.45%3.09%10.87%3.15%21.85%
2022-0.07%-7.18%6.13%1.68%6.29%1.69%-7.37%-0.55%-7.50%16.40%8.96%-5.38%10.64%
2021-5.38%1.18%12.05%6.47%2.44%1.98%-3.84%0.71%-1.00%-9.95%-0.78%14.14%16.65%
20207.23%-8.50%-14.77%13.19%0.81%-3.31%1.80%1.61%-1.33%-8.23%12.22%1.91%-1.17%
201918.25%3.96%2.15%-0.59%-8.39%8.59%7.50%-7.50%7.30%-8.04%1.72%-0.30%23.57%
20186.70%-3.87%-1.54%-5.52%-1.44%-1.14%3.74%2.16%3.23%-23.66%9.03%-8.53%-22.56%
20175.14%3.85%-3.16%-7.95%-3.85%0.79%-5.95%-0.09%1.43%6.19%0.94%-0.36%-3.99%
2016-9.32%6.07%15.58%-3.64%6.36%-1.27%5.82%-0.23%-0.02%-3.25%6.51%2.32%25.21%
2015-4.44%6.37%-0.89%6.72%-0.21%-4.12%-0.41%-7.95%-1.97%-3.37%0.46%-1.29%-11.42%
2014-5.81%5.38%3.95%2.07%-5.62%-1.68%5.74%0.92%-1.28%-13.40%-0.68%-1.07%-12.39%
20136.01%-0.69%6.21%-5.04%3.19%-8.13%2.06%-6.08%1.60%-3.22%0.80%4.39%-0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IBM is 85, placing it in the top 15% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IBM is 8585
IBM (International Business Machines Corporation)
The Sharpe Ratio Rank of IBM is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8383Sortino Ratio Rank
The Omega Ratio Rank of IBM is 8484Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9090Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8181Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for International Business Machines Corporation (IBM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IBM
Sharpe ratio
The chart of Sharpe ratio for IBM, currently valued at 1.35, compared to the broader market-2.00-1.000.001.002.003.001.35
Sortino ratio
The chart of Sortino ratio for IBM, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.02
Omega ratio
The chart of Omega ratio for IBM, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for IBM, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for IBM, currently valued at 4.39, compared to the broader market0.0010.0020.004.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.008.12

Sharpe Ratio

The current International Business Machines Corporation Sharpe ratio is 1.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of International Business Machines Corporation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.502024FebruaryMarchAprilMayJune
1.35
2.10
IBM (International Business Machines Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

International Business Machines Corporation granted a 3.92% dividend yield in the last twelve months. The annual payout for that period amounted to $6.65 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$6.65$6.63$6.59$6.33$6.22$6.14$5.93$5.64$5.25$4.78$4.06$3.53

Dividend yield

3.92%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$1.66$0.00$0.00$1.67$0.00$3.33
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$6.63
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$6.59
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$6.33
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$6.22
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$6.14
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$5.93
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$5.64
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$5.25
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$4.78
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$4.06
2013$0.81$0.00$0.00$0.91$0.00$0.00$0.91$0.00$0.00$0.91$0.00$3.53

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.9%
International Business Machines Corporation has a dividend yield of 3.92%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%67.9%
International Business Machines Corporation has a payout ratio of 67.86%, 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%2024FebruaryMarchAprilMayJune
-13.45%
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 13.45%.


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 4.05%, 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%2024FebruaryMarchAprilMayJune
4.05%
2.33%
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.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items