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AMZN vs. IBM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMZN vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and International Business Machines Corporation (IBM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMZN achieves a 8.32% return, which is significantly higher than IBM's 4.53% return. Over the past 10 years, AMZN has outperformed IBM with an annualized return of 21.29%, while IBM has yielded a comparatively lower 12.25% annualized return.


AMZN

1D
-2.53%
1M
-8.10%
YTD
8.32%
6M
7.59%
1Y
21.54%
3Y*
26.25%
5Y*
9.30%
10Y*
21.29%

IBM

1D
-7.17%
1M
34.16%
YTD
4.53%
6M
2.32%
1Y
18.19%
3Y*
36.49%
5Y*
21.40%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
8.32%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
IBM
International Business Machines Corporation
4.53%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%

Correlation

The correlation between AMZN and IBM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 16, 1997

0.33

The correlation between AMZN and IBM shifts across timeframes, from 0.18 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMZN:

$2.72T

IBM:

$290.99B

EPS

AMZN:

$8.37

IBM:

$11.32

PE Ratio

AMZN:

29.87

IBM:

27.00

PEG Ratio

AMZN:

0.72

IBM:

0.32

PS Ratio

AMZN:

3.65

IBM:

4.21

PB Ratio

AMZN:

6.15

IBM:

8.82

Total Revenue (TTM)

AMZN:

$742.78B

IBM:

$68.91B

Gross Profit (TTM)

AMZN:

$348.59B

IBM:

$40.64B

EBITDA (TTM)

AMZN:

$152.71B

IBM:

$15.71B

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Return for Risk

AMZN vs. IBM — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 6060
Overall Rank
AMZN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5858
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5656
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6161
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6262
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 5353
Overall Rank
IBM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBM Omega Ratio Rank: 5353
Omega Ratio Rank
IBM Calmar Ratio Rank: 5353
Calmar Ratio Rank
IBM Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMZN vs. IBM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) 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.


AMZNIBMDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.47

+0.25

Sortino ratio

Return per unit of downside risk

1.18

0.91

+0.27

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

1.00

0.59

+0.41

Martin ratio

Return relative to average drawdown

2.39

1.29

+1.11

AMZN vs. IBM - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.72, which is higher than the IBM Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AMZN and IBM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMZNIBMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.47

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.80

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.46

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.30

+0.27

Drawdowns

AMZN vs. IBM - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for AMZN and IBM.


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Drawdown Indicators


AMZNIBMDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-69.40%

-25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-30.96%

+9.22%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-30.96%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-30.96%

-25.19%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-40.59%

-15.56%

Current Drawdown

Current decline from peak

-9.08%

-7.17%

-1.91%

Average Drawdown

Average peak-to-trough decline

-28.12%

-20.12%

-8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

14.16%

-5.14%

Volatility

AMZN vs. IBM - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.24%, while International Business Machines Corporation (IBM) has a volatility of 20.58%. This indicates that AMZN 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


AMZNIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

20.58%

-13.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

34.08%

-13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

38.99%

-8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

27.03%

+8.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

26.51%

+5.95%

Dividends

AMZN vs. IBM - Dividend Comparison

AMZN has not paid dividends to shareholders, while IBM's dividend yield for the trailing twelve months is around 2.20%.


PositionTTM20252024202320222021202020192018201720162015
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBM
International Business Machines Corporation
2.20%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%

Financials

AMZN vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc and International Business Machines Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B20222023202420252026
181.52B
15.92B
(AMZN) Total Revenue
(IBM) Total Revenue
Values in USD except per share items

AMZN vs. IBM - Profitability Comparison

The chart below illustrates the profitability comparison between Amazon.com, Inc and International Business Machines Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%20222023202420252026
36.8%
56.2%
Portfolio components
AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

IBM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported a gross profit of 8.95B and revenue of 15.92B. Therefore, the gross margin over that period was 56.2%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

IBM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported an operating income of 1.22B and revenue of 15.92B, resulting in an operating margin of 7.6%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.

IBM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported a net income of 1.22B and revenue of 15.92B, resulting in a net margin of 7.6%.


Frequently Asked Questions


AMZN and IBM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBM has higher volatility (20.58%) compared to AMZN (7.24%). In terms of maximum drawdown, AMZN dropped -94.40% vs IBM's -69.40%.

AMZN currently has the higher Sharpe Ratio (0.72 vs 0.47), 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.

Portfolio Optimizer

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