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

Performance

HP vs. IBM - Performance Comparison

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

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HP vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HP
Helmerich & Payne, Inc.
26.59%-6.27%-7.83%-23.21%115.23%6.19%-44.28%0.49%-22.58%-12.25%
IBM
International Business Machines Corporation
-17.70%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%

Fundamentals

EPS

HP:

-$4.56

IBM:

$11.16

PS Ratio

HP:

0.78

IBM:

3.41

Total Revenue (TTM)

HP:

$3.07B

IBM:

$67.54B

Gross Profit (TTM)

HP:

$421.90M

IBM:

$39.53B

EBITDA (TTM)

HP:

$456.31M

IBM:

$16.95B

Returns By Period

In the year-to-date period, HP achieves a 26.59% return, which is significantly higher than IBM's -17.70% return. Over the past 10 years, HP has underperformed IBM with an annualized return of 0.32%, while IBM has yielded a comparatively higher 9.73% annualized return.


HP

1D
0.53%
1M
2.30%
YTD
26.59%
6M
65.86%
1Y
44.12%
3Y*
4.83%
5Y*
9.15%
10Y*
0.32%

IBM

1D
2.17%
1M
0.91%
YTD
-17.70%
6M
-13.13%
1Y
-0.10%
3Y*
27.02%
5Y*
18.36%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HP vs. IBM — Risk / Return Rank

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

HP
HP Risk / Return Rank: 6666
Overall Rank
HP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
HP Sortino Ratio Rank: 6666
Sortino Ratio Rank
HP Omega Ratio Rank: 6666
Omega Ratio Rank
HP Calmar Ratio Rank: 6767
Calmar Ratio Rank
HP Martin Ratio Rank: 6363
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 4141
Overall Rank
IBM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBM Omega Ratio Rank: 3636
Omega Ratio Rank
IBM Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBM Martin Ratio Rank: 4545
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.

HP vs. IBM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helmerich & Payne, Inc. (HP) 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.


HPIBMDifference

Sharpe ratio

Return per unit of total volatility

0.84

-0.00

+0.84

Sortino ratio

Return per unit of downside risk

1.37

0.22

+1.15

Omega ratio

Gain probability vs. loss probability

1.18

1.03

+0.15

Calmar ratio

Return relative to maximum drawdown

1.15

0.06

+1.09

Martin ratio

Return relative to average drawdown

2.16

0.17

+1.98

HP vs. IBM - Sharpe Ratio Comparison

The current HP Sharpe Ratio is 0.84, which is higher than the IBM Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of HP 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.


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Sharpe Ratios by Period


HPIBMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.00

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.74

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.38

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.29

-0.15

Correlation

The correlation between HP and IBM is 0.25, 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.


Dividends

HP vs. IBM - Dividend Comparison

HP's dividend yield for the trailing twelve months is around 2.78%, which matches IBM's 2.77% yield.


TTM20252024202320222021202020192018201720162015
HP
Helmerich & Payne, Inc.
2.78%3.49%4.72%5.18%2.49%4.22%8.29%6.25%5.88%4.33%3.59%5.14%
IBM
International Business Machines Corporation
2.77%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%

Drawdowns

HP vs. IBM - Drawdown Comparison

The maximum HP drawdown since its inception was -85.78%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for HP and IBM.


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Drawdown Indicators


HPIBMDifference

Max Drawdown

Largest peak-to-trough decline

-85.78%

-69.40%

-16.38%

Max Drawdown (1Y)

Largest decline over 1 year

-42.63%

-28.69%

-13.94%

Max Drawdown (5Y)

Largest decline over 5 years

-68.47%

-28.69%

-39.78%

Max Drawdown (10Y)

Largest decline over 10 years

-81.87%

-40.59%

-41.28%

Current Drawdown

Current decline from peak

-46.89%

-22.61%

-24.28%

Average Drawdown

Average peak-to-trough decline

-42.05%

-20.11%

-21.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.72%

10.44%

+12.28%

Volatility

HP vs. IBM - Volatility Comparison

Helmerich & Payne, Inc. (HP) has a higher volatility of 9.60% compared to International Business Machines Corporation (IBM) at 8.93%. This indicates that HP'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


HPIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

8.93%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

27.58%

27.13%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

52.94%

33.70%

+19.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.83%

24.97%

+23.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.24%

25.49%

+25.75%

Financials

HP vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Helmerich & Payne, 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
19.69B
(HP) Total Revenue
(IBM) Total Revenue
Values in USD except per share items