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

Key characteristics


IBMAAPL
YTD Return17.73%-9.87%
1Y Return54.36%10.52%
3Y Return (Ann)19.05%13.33%
5Y Return (Ann)12.51%30.63%
10Y Return (Ann)4.82%26.27%
Sharpe Ratio2.930.52
Daily Std Dev18.58%19.39%
Max Drawdown-69.40%-81.80%
Current Drawdown-3.53%-12.41%

Fundamentals


IBMAAPL
Market Cap$174.95B$2.66T
EPS$8.15$6.42
PE Ratio23.4226.83
PEG Ratio4.412.12
Revenue (TTM)$61.86B$385.71B
Gross Profit (TTM)$32.69B$170.78B
EBITDA (TTM)$14.29B$130.11B

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.

Performance

IBM vs. AAPL - Performance Comparison

In the year-to-date period, IBM achieves a 17.73% return, which is significantly higher than AAPL's -9.87% return. Over the past 10 years, IBM has underperformed AAPL with an annualized return of 4.82%, while AAPL has yielded a comparatively higher 26.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%200,000.00%OctoberNovemberDecember2024FebruaryMarch
3,929.31%
174,607.66%
IBM
AAPL

Compare stocks, funds, or ETFs


International Business Machines Corporation

Apple Inc.

Risk-Adjusted Performance

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
2.93
AAPL
Apple Inc.
0.52

IBM vs. AAPL - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 2.93, which is higher than the AAPL Sharpe Ratio of 0.52. The chart below compares the 12-month rolling Sharpe Ratio of IBM and AAPL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.93
0.52
IBM
AAPL

Dividends

IBM vs. AAPL - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 3.48%, more than AAPL's 0.55% yield.


TTM20232022202120202019201820172016201520142013
IBM
International Business Machines Corporation
3.48%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
AAPL
Apple Inc.
0.55%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

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%. 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%OctoberNovemberDecember2024FebruaryMarch
-3.53%
-12.41%
IBM
AAPL

Volatility

IBM vs. AAPL - Volatility Comparison

The current volatility for International Business Machines Corporation (IBM) is 6.33%, while Apple Inc. (AAPL) has a volatility of 7.08%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
6.33%
7.08%
IBM
AAPL