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GL vs. IBM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GL and IBM is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

GL vs. IBM - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
27.15%
33.82%
GL
IBM

Key characteristics

Sharpe Ratio

GL:

-0.04

IBM:

1.67

Sortino Ratio

GL:

0.48

IBM:

2.42

Omega Ratio

GL:

1.14

IBM:

1.36

Calmar Ratio

GL:

-0.04

IBM:

2.48

Martin Ratio

GL:

-0.11

IBM:

5.54

Ulcer Index

GL:

24.05%

IBM:

7.56%

Daily Std Dev

GL:

65.39%

IBM:

25.11%

Max Drawdown

GL:

-75.34%

IBM:

-69.40%

Current Drawdown

GL:

-4.49%

IBM:

-2.63%

Fundamentals

Market Cap

GL:

$10.20B

IBM:

$235.51B

EPS

GL:

$11.94

IBM:

$6.42

PE Ratio

GL:

10.17

IBM:

39.67

Total Revenue (TTM)

GL:

$4.31B

IBM:

$62.75B

Gross Profit (TTM)

GL:

$4.01B

IBM:

$35.34B

EBITDA (TTM)

GL:

$348.32M

IBM:

$10.21B

Returns By Period

In the year-to-date period, GL achieves a 9.16% return, which is significantly lower than IBM's 17.14% return. Over the past 10 years, GL has underperformed IBM with an annualized return of 9.38%, while IBM has yielded a comparatively higher 9.91% annualized return.


GL

YTD

9.16%

1M

7.55%

6M

29.84%

1Y

-2.26%

5Y*

2.73%

10Y*

9.38%

IBM

YTD

17.14%

1M

18.45%

6M

34.95%

1Y

43.94%

5Y*

17.50%

10Y*

9.91%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GL vs. IBM — Risk-Adjusted Performance Rank

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

GL
The Risk-Adjusted Performance Rank of GL is 4747
Overall Rank
The Sharpe Ratio Rank of GL is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of GL is 5959
Omega Ratio Rank
The Calmar Ratio Rank of GL is 4242
Calmar Ratio Rank
The Martin Ratio Rank of GL is 4444
Martin Ratio Rank

IBM
The Risk-Adjusted Performance Rank of IBM is 8787
Overall Rank
The Sharpe Ratio Rank of IBM is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GL vs. IBM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globe Life Inc. (GL) 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.


Sharpe ratio
The chart of Sharpe ratio for GL, currently valued at -0.04, compared to the broader market-2.000.002.004.00-0.041.67
The chart of Sortino ratio for GL, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.000.482.42
The chart of Omega ratio for GL, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.36
The chart of Calmar ratio for GL, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.042.48
The chart of Martin ratio for GL, currently valued at -0.11, compared to the broader market0.0010.0020.0030.00-0.115.54
GL
IBM

The current GL Sharpe Ratio is -0.04, which is lower than the IBM Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GL and IBM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.04
1.67
GL
IBM

Dividends

GL vs. IBM - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.79%, less than IBM's 2.61% yield.


TTM20242023202220212020201920182017201620152014
GL
Globe Life Inc.
0.79%0.85%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%
IBM
International Business Machines Corporation
2.61%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

Drawdowns

GL vs. IBM - Drawdown Comparison

The maximum GL drawdown since its inception was -75.34%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for GL and IBM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.49%
-2.63%
GL
IBM

Volatility

GL vs. IBM - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 5.42%, while International Business Machines Corporation (IBM) has a volatility of 13.35%. This indicates that GL 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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
5.42%
13.35%
GL
IBM

Financials

GL vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Globe Life 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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