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

Performance

BHP vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BHP Group (BHP) 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, BHP achieves a 41.38% return, which is significantly higher than IBM's -3.95% return. Over the past 10 years, BHP has outperformed IBM with an annualized return of 21.94%, while IBM has yielded a comparatively lower 11.34% annualized return.


BHP

1D
1.18%
1M
-1.20%
YTD
41.38%
6M
46.29%
1Y
75.94%
3Y*
17.37%
5Y*
14.81%
10Y*
21.94%

IBM

1D
-1.41%
1M
22.22%
YTD
-3.95%
6M
-7.98%
1Y
7.12%
3Y*
31.74%
5Y*
18.84%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHP vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHP
BHP Group
41.38%28.91%-24.64%16.50%44.34%0.91%25.37%24.50%10.55%33.87%
IBM
International Business Machines Corporation
-3.95%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%

Correlation

The correlation between BHP and IBM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.18

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

0.25

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

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 1, 1987

0.29

The correlation between BHP and IBM shifts across timeframes, from 0.09 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BHP:

$212.97B

IBM:

$267.37B

EPS

BHP:

$8.51

IBM:

$11.32

PE Ratio

BHP:

9.84

IBM:

24.81

PEG Ratio

BHP:

2.72

IBM:

0.30

PS Ratio

BHP:

1.98

IBM:

3.87

PB Ratio

BHP:

4.23

IBM:

8.11

Total Revenue (TTM)

BHP:

$107.64B

IBM:

$68.91B

Gross Profit (TTM)

BHP:

$89.04B

IBM:

$40.64B

EBITDA (TTM)

BHP:

$52.23B

IBM:

$15.71B

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Return for Risk

BHP vs. IBM — Risk / Return Rank

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

BHP
BHP Risk / Return Rank: 9090
Overall Rank
BHP Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BHP Sortino Ratio Rank: 8989
Sortino Ratio Rank
BHP Omega Ratio Rank: 8787
Omega Ratio Rank
BHP Calmar Ratio Rank: 8888
Calmar Ratio Rank
BHP Martin Ratio Rank: 9393
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 4747
Overall Rank
IBM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 4444
Sortino Ratio Rank
IBM Omega Ratio Rank: 4545
Omega Ratio Rank
IBM Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBM Martin Ratio Rank: 4848
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.

BHP vs. IBM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) 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.


BHPIBMDifference
Sharpe ratioReturn per unit of total volatility

+2.23

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.30

Calmar ratioReturn relative to maximum drawdown

3.86

0.23

+3.63

Martin ratioReturn relative to average drawdown

14.16

0.50

+13.66

BHP vs. IBM - Sharpe Ratio Comparison

The current BHP Sharpe Ratio is 2.41, which is higher than the IBM Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BHP 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


BHPIBMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.18

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.70

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.43

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.29

+0.03

Drawdowns

BHP vs. IBM - Drawdown Comparison

The maximum BHP drawdown since its inception was -76.22%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for BHP and IBM.


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Drawdown Indicators


BHPIBMDifference

Max Drawdown

Largest peak-to-trough decline

-76.22%

-69.40%

-6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-19.80%

-30.96%

+11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-37.21%

-30.96%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-37.21%

-30.96%

-6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

-40.59%

-3.70%

Current Drawdown

Current decline from peak

-10.14%

-14.70%

+4.56%

Average Drawdown

Average peak-to-trough decline

-21.29%

-20.12%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

14.23%

-8.85%

Volatility

BHP vs. IBM - Volatility Comparison

The current volatility for BHP Group (BHP) is 12.75%, while International Business Machines Corporation (IBM) has a volatility of 21.84%. This indicates that BHP 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


BHPIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.75%

21.84%

-9.09%

Volatility (6M)

Calculated over the trailing 6-month period

25.95%

34.54%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

31.73%

39.53%

-7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.31%

27.15%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.31%

26.59%

+5.72%

Dividends

BHP vs. IBM - Dividend Comparison

BHP's dividend yield for the trailing twelve months is around 3.18%, more than IBM's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
BHP
BHP Group
3.18%3.64%5.98%4.98%22.44%9.98%3.67%8.59%4.89%3.61%1.68%9.38%
IBM
International Business Machines Corporation
2.40%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%

Financials

BHP vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between BHP Group 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


15.00B20.00B25.00B30.00B35.00B202120222023202420252026
27.95B
15.92B
(BHP) Total Revenue
(IBM) Total Revenue
Values in USD except per share items

BHP vs. IBM - Profitability Comparison

The chart below illustrates the profitability comparison between BHP Group 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%202120222023202420252026
42.9%
56.2%
Portfolio components
BHP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BHP Group reported a gross profit of 11.98B and revenue of 27.95B. Therefore, the gross margin over that period was 42.9%.

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%.

BHP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BHP Group reported an operating income of 11.98B and revenue of 27.95B, resulting in an operating margin of 42.9%.

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%.

BHP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BHP Group reported a net income of 5.65B and revenue of 27.95B, resulting in a net margin of 20.2%.

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


BHP and IBM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBM has higher volatility (21.84%) compared to BHP (12.75%). In terms of maximum drawdown, BHP dropped -76.22% vs IBM's -69.40%.

BHP currently has the higher Sharpe Ratio (2.41 vs 0.18), 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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