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

Correlation

The correlation between IBM and AAPL is 0.60, 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.


Performance

IBM vs. AAPL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IBM:

2.28

AAPL:

0.36

Sortino Ratio

IBM:

3.11

AAPL:

0.80

Omega Ratio

IBM:

1.45

AAPL:

1.11

Calmar Ratio

IBM:

3.89

AAPL:

0.40

Martin Ratio

IBM:

11.89

AAPL:

1.31

Ulcer Index

IBM:

5.40%

AAPL:

10.13%

Daily Std Dev

IBM:

27.76%

AAPL:

32.87%

Max Drawdown

IBM:

-69.40%

AAPL:

-81.80%

Current Drawdown

IBM:

0.00%

AAPL:

-18.24%

Fundamentals

Market Cap

IBM:

$247.85B

AAPL:

$3.17T

EPS

IBM:

$5.85

AAPL:

$6.39

PE Ratio

IBM:

45.59

AAPL:

33.09

PEG Ratio

IBM:

1.86

AAPL:

2.15

PS Ratio

IBM:

3.94

AAPL:

7.92

PB Ratio

IBM:

9.22

AAPL:

47.48

Total Revenue (TTM)

IBM:

$62.83B

AAPL:

$400.37B

Gross Profit (TTM)

IBM:

$35.84B

AAPL:

$186.70B

EBITDA (TTM)

IBM:

$12.33B

AAPL:

$138.87B

Returns By Period

In the year-to-date period, IBM achieves a 22.97% return, which is significantly higher than AAPL's -15.43% return. Over the past 10 years, IBM has underperformed AAPL with an annualized return of 9.50%, while AAPL has yielded a comparatively higher 21.97% annualized return.


IBM

YTD

22.97%

1M

12.56%

6M

31.87%

1Y

62.65%

5Y*

24.46%

10Y*

9.50%

AAPL

YTD

-15.43%

1M

8.89%

6M

-5.88%

1Y

11.80%

5Y*

23.15%

10Y*

21.97%

*Annualized

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Risk-Adjusted Performance

IBM vs. AAPL — Risk-Adjusted Performance Rank

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

IBM
The Risk-Adjusted Performance Rank of IBM is 9696
Overall Rank
The Sharpe Ratio Rank of IBM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 9696
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6464
Overall Rank
The Sharpe Ratio Rank of AAPL is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6767
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 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.


The current IBM Sharpe Ratio is 2.28, which is higher than the AAPL Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IBM and AAPL, 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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Dividends

IBM vs. AAPL - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 2.51%, more than AAPL's 0.48% yield.


TTM20242023202220212020201920182017201620152014
IBM
International Business Machines Corporation
2.51%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

IBM vs. AAPL - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for IBM and AAPL. For additional features, visit the drawdowns tool.


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Volatility

IBM vs. AAPL - Volatility Comparison

International Business Machines Corporation (IBM) and Apple Inc (AAPL) have volatilities of 9.57% and 9.68%, 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.


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Financials

IBM vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between International Business Machines Corporation and Apple Inc. 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
14.54B
95.36B
(IBM) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items

IBM vs. AAPL - Profitability Comparison

The chart below illustrates the profitability comparison between International Business Machines Corporation and Apple Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%20212022202320242025
55.2%
47.1%
(IBM) Gross Margin
(AAPL) Gross Margin
IBM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported a gross profit of 8.03B and revenue of 14.54B. Therefore, the gross margin over that period was 55.2%.

AAPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Apple Inc reported a gross profit of 44.87B and revenue of 95.36B. Therefore, the gross margin over that period was 47.1%.

IBM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported an operating income of 1.77B and revenue of 14.54B, resulting in an operating margin of 12.1%.

AAPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Apple Inc reported an operating income of 29.59B and revenue of 95.36B, resulting in an operating margin of 31.0%.

IBM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported a net income of 1.06B and revenue of 14.54B, resulting in a net margin of 7.3%.

AAPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Apple Inc reported a net income of 24.78B and revenue of 95.36B, resulting in a net margin of 26.0%.