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

Performance

BOTJ vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank of the James Financial Group, Inc. (BOTJ) 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, BOTJ achieves a 41.83% return, which is significantly higher than IBM's -0.73% return. Both investments have delivered pretty close results over the past 10 years, with BOTJ having a 10.98% annualized return and IBM not far ahead at 11.18%.


BOTJ

1D
2.35%
1M
5.45%
6M
45.59%
YTD
41.83%
1Y
89.91%
3Y*
44.99%
5Y*
13.03%
10Y*
10.98%

IBM

1D
0.93%
1M
6.61%
6M
-5.81%
YTD
-0.73%
1Y
4.96%
3Y*
33.82%
5Y*
21.43%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOTJ vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOTJ
Bank of the James Financial Group, Inc.
41.83%20.31%34.15%5.77%-21.22%42.81%-18.68%19.79%-11.49%-0.02%
IBM
International Business Machines Corporation
-0.73%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%

Correlation

The correlation between BOTJ 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

0.06

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

0.05

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

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2000

0.04

Fundamentals

Market Cap

BOTJ:

$118.63M

IBM:

$272.78B

EPS

BOTJ:

$2.41

IBM:

$11.31

PE Ratio

BOTJ:

10.83

IBM:

25.67

PEG Ratio

BOTJ:

1.75

IBM:

0.31

PS Ratio

BOTJ:

2.50

IBM:

4.01

PB Ratio

BOTJ:

1.46

IBM:

8.38

Total Revenue (TTM)

BOTJ:

$47.51M

IBM:

$68.91B

Gross Profit (TTM)

BOTJ:

$37.35M

IBM:

$40.64B

EBITDA (TTM)

BOTJ:

$10.97M

IBM:

$15.71B

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Return for Risk

BOTJ vs. IBM — Risk / Return Rank

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

BOTJ
BOTJ Risk / Return Rank: 9898
Overall Rank
BOTJ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BOTJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
BOTJ Omega Ratio Rank: 9898
Omega Ratio Rank
BOTJ Calmar Ratio Rank: 9898
Calmar Ratio Rank
BOTJ Martin Ratio Rank: 9999
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 4949
Overall Rank
IBM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 4646
Sortino Ratio Rank
IBM Omega Ratio Rank: 4747
Omega Ratio Rank
IBM Calmar Ratio Rank: 5050
Calmar Ratio Rank
IBM Martin Ratio Rank: 5050
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.

BOTJ vs. IBM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank of the James Financial Group, Inc. (BOTJ) 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.


BOTJIBMDifference
Sharpe ratioReturn per unit of total volatility

+3.51

Sortino ratioReturn per unit of downside risk

+4.33

Omega ratioGain probability vs. loss probability

1.67

1.06

+0.60

Calmar ratioReturn relative to maximum drawdown

10.25

0.16

+10.09

Martin ratioReturn relative to average drawdown

41.26

0.34

+40.92

BOTJ vs. IBM - Sharpe Ratio Comparison

The current BOTJ Sharpe Ratio is 3.63, which is higher than the IBM Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BOTJ 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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Drawdowns

BOTJ vs. IBM - Drawdown Comparison

The maximum BOTJ drawdown since its inception was -76.96%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for BOTJ and IBM.


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Drawdown Indicators


BOTJIBMDifference

Max Drawdown

Largest peak-to-trough decline

-76.96%

-69.40%

-7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-30.96%

+22.14%

Max Drawdown (3Y)

Largest decline over 3 years

-27.84%

-30.96%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-46.25%

-30.96%

-15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-40.59%

-9.69%

Current Drawdown

Current decline from peak

0.00%

-11.85%

+11.85%

Average Drawdown

Average peak-to-trough decline

-26.59%

-20.12%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

14.64%

-12.45%

Volatility

BOTJ vs. IBM - Volatility Comparison

The current volatility for Bank of the James Financial Group, Inc. (BOTJ) is 5.47%, while International Business Machines Corporation (IBM) has a volatility of 11.96%. This indicates that BOTJ 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


BOTJIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

11.96%

-6.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

36.17%

-18.13%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

40.88%

-15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.71%

27.53%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

26.75%

+6.07%

Dividends

BOTJ vs. IBM - Dividend Comparison

BOTJ's dividend yield for the trailing twelve months is around 1.53%, less than IBM's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
BOTJ
Bank of the James Financial Group, Inc.
1.53%2.15%2.52%2.62%2.43%1.73%2.31%1.83%1.85%1.61%1.58%1.70%
IBM
International Business Machines Corporation
2.32%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%

Financials

BOTJ vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Bank of the James Financial Group, 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


0.005.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
15.92B
(BOTJ) Total Revenue
(IBM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


BOTJ 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 (11.96%) compared to BOTJ (5.47%). In terms of maximum drawdown, BOTJ dropped -76.96% vs IBM's -69.40%.

BOTJ currently has the higher Sharpe Ratio (3.63 vs 0.12), 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

Find the right allocation for BOTJ and IBM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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