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

Correlation

The correlation between IBM.DE and IBM is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IBM.DE vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines (IBM.DE) 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
32.83%
32.59%
IBM.DE
IBM

Key characteristics

Sharpe Ratio

IBM.DE:

1.70

IBM:

1.62

Sortino Ratio

IBM.DE:

2.51

IBM:

2.35

Omega Ratio

IBM.DE:

1.36

IBM:

1.35

Calmar Ratio

IBM.DE:

2.85

IBM:

2.41

Martin Ratio

IBM.DE:

6.63

IBM:

5.37

Ulcer Index

IBM.DE:

6.74%

IBM:

7.56%

Daily Std Dev

IBM.DE:

26.18%

IBM:

25.11%

Max Drawdown

IBM.DE:

-63.06%

IBM:

-69.40%

Current Drawdown

IBM.DE:

-3.81%

IBM:

-5.74%

Fundamentals

Market Cap

IBM.DE:

€231.71B

IBM:

$233.32B

EPS

IBM.DE:

€6.16

IBM:

$6.41

PE Ratio

IBM.DE:

39.81

IBM:

39.37

PEG Ratio

IBM.DE:

1.42

IBM:

1.38

Total Revenue (TTM)

IBM.DE:

€45.20B

IBM:

$62.75B

Gross Profit (TTM)

IBM.DE:

€25.11B

IBM:

$35.34B

EBITDA (TTM)

IBM.DE:

€7.33B

IBM:

$10.21B

Returns By Period

In the year-to-date period, IBM.DE achieves a 14.63% return, which is significantly higher than IBM's 13.39% return. Over the past 10 years, IBM.DE has outperformed IBM with an annualized return of 11.46%, while IBM has yielded a comparatively lower 9.56% annualized return.


IBM.DE

YTD

14.63%

1M

13.32%

6M

40.82%

1Y

44.72%

5Y*

17.92%

10Y*

11.46%

IBM

YTD

13.39%

1M

13.43%

6M

32.59%

1Y

37.35%

5Y*

16.03%

10Y*

9.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IBM.DE vs. IBM — Risk-Adjusted Performance Rank

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

IBM.DE
The Risk-Adjusted Performance Rank of IBM.DE is 8888
Overall Rank
The Sharpe Ratio Rank of IBM.DE is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM.DE is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IBM.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IBM.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBM.DE is 8585
Martin Ratio Rank

IBM
The Risk-Adjusted Performance Rank of IBM is 8787
Overall Rank
The Sharpe Ratio Rank of IBM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8181
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.

IBM.DE vs. IBM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines (IBM.DE) 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 IBM.DE, currently valued at 1.48, compared to the broader market-2.000.002.004.001.481.46
The chart of Sortino ratio for IBM.DE, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.242.17
The chart of Omega ratio for IBM.DE, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.32
The chart of Calmar ratio for IBM.DE, currently valued at 2.21, compared to the broader market0.002.004.006.002.212.16
The chart of Martin ratio for IBM.DE, currently valued at 4.89, compared to the broader market0.005.0010.0015.0020.0025.0030.004.894.74
IBM.DE
IBM

The current IBM.DE Sharpe Ratio is 1.70, which is comparable to the IBM Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IBM.DE 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.48
1.46
IBM.DE
IBM

Dividends

IBM.DE vs. IBM - Dividend Comparison

IBM.DE's dividend yield for the trailing twelve months is around 2.60%, more than IBM's 2.01% yield.


TTM20242023202220212020201920182017201620152014
IBM.DE
International Business Machines
2.60%2.93%4.13%4.75%4.68%5.95%4.96%5.56%5.21%3.27%3.68%2.55%
IBM
International Business Machines Corporation
2.01%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

Drawdowns

IBM.DE vs. IBM - Drawdown Comparison

The maximum IBM.DE drawdown since its inception was -63.06%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for IBM.DE and IBM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.37%
-5.74%
IBM.DE
IBM

Volatility

IBM.DE vs. IBM - Volatility Comparison

International Business Machines (IBM.DE) and International Business Machines Corporation (IBM) have volatilities of 13.98% and 13.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
13.98%
13.49%
IBM.DE
IBM

Financials

IBM.DE vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between International Business Machines 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


Please note, different currencies. IBM.DE values in EUR, IBM values in USD
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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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