DXC vs. IBM
DXC (DXC Technology Company) and IBM (International Business Machines Corporation) are both stocks. Both operate in the Information Technology Services industry within the Technology sector. Over the past 5 years, DXC returned -25.51%/yr vs 21.40%/yr for IBM. At a 0.47 correlation, their price movements are largely independent.
Performance
DXC vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, DXC achieves a -37.54% return, which is significantly lower than IBM's 4.53% return.
DXC
- 1D
- -8.50%
- 1M
- -20.37%
- YTD
- -37.54%
- 6M
- -33.21%
- 1Y
- -39.28%
- 3Y*
- -29.12%
- 5Y*
- -25.51%
- 10Y*
- —
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%
DXC vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXC DXC Technology Company | -37.54% | -26.68% | -12.64% | -13.70% | -17.68% | 25.01% | -30.14% | -27.90% | -34.63% | 53.75% |
IBM International Business Machines Corporation | 4.53% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -8.56% |
Correlation
The correlation between DXC and IBM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.47 |
Fundamentals
DXC:
$1.54B
IBM:
$290.99B
DXC:
$0.10
IBM:
$11.32
DXC:
90.56
IBM:
27.00
DXC:
2.39
IBM:
0.32
DXC:
0.13
IBM:
4.21
DXC:
0.48
IBM:
8.82
DXC:
$12.64B
IBM:
$68.91B
DXC:
$1.73B
IBM:
$40.64B
DXC:
$1.70B
IBM:
$15.71B
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Return for Risk
DXC vs. IBM — Risk / Return Rank
DXC
IBM
DXC vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DXC Technology Company (DXC) 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.
| DXC | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.13 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.59 | -1.39 |
| Martin ratioReturn relative to average drawdown | -1.97 | 1.29 | -3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXC | IBM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 0.47 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.55 | 0.80 | -1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.33 | 0.30 | -0.63 |
Drawdowns
DXC vs. IBM - Drawdown Comparison
The maximum DXC drawdown since its inception was -91.10%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for DXC and IBM.
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Drawdown Indicators
| DXC | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.10% | -69.40% | -21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -49.38% | -30.96% | -18.42% |
Max Drawdown (3Y)Largest decline over 3 years | -71.15% | -30.96% | -40.19% |
Max Drawdown (5Y)Largest decline over 5 years | -81.07% | -30.96% | -50.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -90.10% | -7.17% | -82.93% |
Average DrawdownAverage peak-to-trough decline | -58.04% | -20.12% | -37.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.00% | 14.16% | +5.84% |
Volatility
DXC vs. IBM - Volatility Comparison
DXC Technology Company (DXC) has a higher volatility of 31.94% compared to International Business Machines Corporation (IBM) at 20.58%. This indicates that DXC's price experiences larger fluctuations and is considered to be riskier 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
| DXC | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.94% | 20.58% | +11.36% |
Volatility (6M)Calculated over the trailing 6-month period | 45.83% | 34.08% | +11.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.29% | 38.99% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.27% | 27.03% | +19.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.58% | 26.51% | +25.07% |
Dividends
DXC vs. IBM - Dividend Comparison
DXC has not paid dividends to shareholders, while IBM's dividend yield for the trailing twelve months is around 2.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXC DXC Technology Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.82% | 2.18% | 24.81% | 0.72% | 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
DXC vs. IBM - Financials Comparison
This section allows you to compare key financial metrics between DXC Technology Company 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.
Total Revenue: Total amount of money received from sales and other business activities
DXC vs. IBM - Profitability Comparison
DXC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DXC Technology Company reported a gross profit of 0.00 and revenue of 3.13B. Therefore, the gross margin over that period was 0.0%.
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%.
DXC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DXC Technology Company reported an operating income of 0.00 and revenue of 3.13B, resulting in an operating margin of 0.0%.
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%.
DXC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DXC Technology Company reported a net income of -141.00M and revenue of 3.13B, resulting in a net margin of -4.5%.
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
DXC and IBM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXC has higher volatility (31.94%) compared to IBM (20.58%). In terms of maximum drawdown, DXC dropped -91.10% vs IBM's -69.40%.
IBM currently has the higher Sharpe Ratio (0.47 vs -0.75), 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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