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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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,156.11%
1,942.37%
GL
IBM

Key characteristics

Sharpe Ratio

GL:

-0.22

IBM:

1.72

Sortino Ratio

GL:

0.24

IBM:

2.35

Omega Ratio

GL:

1.07

IBM:

1.35

Calmar Ratio

GL:

-0.23

IBM:

2.38

Martin Ratio

GL:

-0.60

IBM:

5.51

Ulcer Index

GL:

23.79%

IBM:

7.29%

Daily Std Dev

GL:

65.05%

IBM:

23.31%

Max Drawdown

GL:

-75.34%

IBM:

-69.40%

Current Drawdown

GL:

-18.07%

IBM:

-7.51%

Fundamentals

Market Cap

GL:

$8.88B

IBM:

$212.05B

EPS

GL:

$11.81

IBM:

$6.85

PE Ratio

GL:

8.96

IBM:

33.43

Total Revenue (TTM)

GL:

$5.73B

IBM:

$62.58B

Gross Profit (TTM)

GL:

$5.34B

IBM:

$35.17B

EBITDA (TTM)

GL:

$321.75M

IBM:

$12.46B

Returns By Period

In the year-to-date period, GL achieves a -13.41% return, which is significantly lower than IBM's 39.49% return. Over the past 10 years, GL has underperformed IBM with an annualized return of 7.65%, while IBM has yielded a comparatively higher 8.40% annualized return.


GL

YTD

-13.41%

1M

-4.85%

6M

30.57%

1Y

-14.66%

5Y*

0.45%

10Y*

7.65%

IBM

YTD

39.49%

1M

5.81%

6M

31.25%

1Y

41.20%

5Y*

16.53%

10Y*

8.40%

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Risk-Adjusted Performance

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 -0.22, compared to the broader market-4.00-2.000.002.00-0.221.72
The chart of Sortino ratio for GL, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.242.35
The chart of Omega ratio for GL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.35
The chart of Calmar ratio for GL, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.232.38
The chart of Martin ratio for GL, currently valued at -0.60, compared to the broader market0.0010.0020.00-0.605.51
GL
IBM

The current GL Sharpe Ratio is -0.22, which is lower than the IBM Sharpe Ratio of 1.72. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
1.72
GL
IBM

Dividends

GL vs. IBM - Dividend Comparison

GL's dividend yield for the trailing twelve months is around 0.90%, less than IBM's 3.03% yield.


TTM20232022202120202019201820172016201520142013
GL
Globe Life Inc.
0.90%0.73%0.68%0.83%0.78%0.65%0.85%0.65%0.75%0.71%0.94%1.06%
IBM
International Business Machines Corporation
3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.07%
-7.51%
GL
IBM

Volatility

GL vs. IBM - Volatility Comparison

The current volatility for Globe Life Inc. (GL) is 5.08%, while International Business Machines Corporation (IBM) has a volatility of 7.74%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.08%
7.74%
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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