ADX vs. IBM
ADX (Adams Diversified Equity Fund, Inc.) is Large Cap Blend Equities fund actively managed by Adams Funds, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, ADX returned 18.15%/yr vs 11.09%/yr for IBM. At a 0.40 correlation, their price movements are largely independent.
Performance
ADX vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, ADX achieves a 10.79% return, which is significantly higher than IBM's -6.89% return. Over the past 10 years, ADX has outperformed IBM with an annualized return of 18.15%, while IBM has yielded a comparatively lower 11.09% annualized return.
ADX
- 1D
- 0.32%
- 1M
- -0.48%
- YTD
- 10.79%
- 6M
- 14.67%
- 1Y
- 29.09%
- 3Y*
- 27.45%
- 5Y*
- 16.57%
- 10Y*
- 18.15%
IBM
- 1D
- -0.95%
- 1M
- 26.84%
- YTD
- -6.89%
- 6M
- -10.81%
- 1Y
- -0.65%
- 3Y*
- 29.65%
- 5Y*
- 18.01%
- 10Y*
- 11.09%
ADX vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 10.79% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
IBM International Business Machines Corporation | -6.89% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Correlation
The correlation between ADX and IBM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.40 |
The correlation between ADX and IBM shifts across timeframes, from 0.23 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADX vs. IBM — Risk / Return Rank
ADX
IBM
ADX vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and International Business Machines Corporation (IBM). 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.
| ADX | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.04 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | -0.02 | +2.90 |
| Martin ratioReturn relative to average drawdown | 14.72 | -0.05 | +14.76 |
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Drawdowns
ADX vs. IBM - Drawdown Comparison
The maximum ADX drawdown since its inception was -71.60%, roughly equal to the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for ADX and IBM.
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Drawdown Indicators
| ADX | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.60% | -69.40% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -30.96% | +20.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.29% | -30.96% | +12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -30.96% | +5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -37.17% | -40.59% | +3.42% |
Current DrawdownCurrent decline from peak | -3.08% | -17.31% | +14.23% |
Average DrawdownAverage peak-to-trough decline | -22.12% | -20.12% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 14.38% | -12.40% |
Volatility
ADX vs. IBM - Volatility Comparison
The current volatility for Adams Diversified Equity Fund, Inc. (ADX) is 4.43%, while International Business Machines Corporation (IBM) has a volatility of 21.43%. This indicates that ADX experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADX | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 21.43% | -17.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 34.62% | -23.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.14% | 39.45% | -25.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 27.16% | -9.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 26.59% | -8.55% |
Dividends
ADX vs. IBM - Dividend Comparison
ADX's dividend yield for the trailing twelve months is around 7.53%, more than IBM's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.53% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
IBM International Business Machines Corporation | 2.47% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Frequently Asked Questions
ADX and IBM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.43%) compared to ADX (4.43%). In terms of maximum drawdown, ADX dropped -71.60% vs IBM's -69.40%.
ADX currently has the higher Sharpe Ratio (2.07 vs -0.02), 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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