GL vs. IBM

In the year-to-date period, GL achieves a 10.72% return, which is significantly higher than IBM's 6.43% return. Over the past 10 years, GL has outperformed IBM with an annualized return of 9.07%, while IBM has yielded a comparatively lower 7.98% annualized return.

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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.

The current GL Sharpe Ratio is 2.14, which is higher than the IBM Sharpe Ratio of 1.12. 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.

GL's dividend yield for the trailing twelve months is around 0.81%, less than IBM's 2.87% yield.

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.

Globe Life Inc. (GL) has a higher volatility of 14.70% compared to International Business Machines Corporation (IBM) at 13.57%. This indicates that GL'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.

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.