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IBM vs. AAPL

Last updated Sep 30, 2023

Compare and contrast key facts about International Business Machines Corporation (IBM) and Apple Inc. (AAPL).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBM or AAPL.

Key characteristics


IBMAAPL
YTD Return3.35%32.33%
1Y Return21.15%20.88%
5Y Return (Ann)4.41%25.98%
10Y Return (Ann)1.76%27.44%
Sharpe Ratio1.070.53
Daily Std Dev18.80%28.09%
Max Drawdown-69.40%-81.80%

Fundamentals


IBMAAPL
Market Cap$127.81B$2.68T
EPS$2.34$5.96
PE Ratio59.9628.73
PEG Ratio1.282.75
Revenue (TTM)$60.52B$383.93B
Gross Profit (TTM)$32.69B$170.78B
EBITDA (TTM)$12.98B$123.96B

Correlation

0.37
-1.001.00

The correlation between IBM and AAPL is 0.37, 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.

IBM vs. AAPL - Performance Comparison

In the year-to-date period, IBM achieves a 3.35% return, which is significantly lower than AAPL's 32.33% return. Over the past 10 years, IBM has underperformed AAPL with an annualized return of 1.76%, while AAPL has yielded a comparatively higher 27.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptember
8.93%
3.31%
IBM
AAPL

Compare stocks, funds, or ETFs


International Business Machines Corporation

Apple Inc.

IBM vs. AAPL - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 4.72%, more than AAPL's 0.55% yield.


TTM20222021202020192018201720162015201420132012
IBM
International Business Machines Corporation
4.72%4.85%5.16%5.91%5.77%6.89%5.07%4.53%5.16%3.89%2.96%2.64%
AAPL
Apple Inc.
0.55%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%

IBM vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Apple Inc. (AAPL). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IBM
International Business Machines Corporation
1.07
AAPL
Apple Inc.
0.53

IBM vs. AAPL - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 1.07, which is higher than the AAPL Sharpe Ratio of 0.53. The chart below compares the 12-month rolling Sharpe Ratio of IBM and AAPL.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptember
1.07
0.53
IBM
AAPL

IBM vs. AAPL - Drawdown Comparison

The maximum IBM drawdown for the period was -17.61%, lower than the maximum AAPL drawdown of -13.13%. The drawdown chart below compares losses from any high point along the way for IBM and AAPL


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-6.36%
-12.73%
IBM
AAPL

IBM vs. AAPL - Volatility Comparison

The current volatility for International Business Machines Corporation (IBM) is 4.63%, while Apple Inc. (AAPL) has a volatility of 6.63%. This indicates that IBM experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptember
4.63%
6.63%
IBM
AAPL