IBM vs. AAPL
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
| IBM | AAPL | |
|---|---|---|
| YTD Return | 3.35% | 32.33% |
| 1Y Return | 21.15% | 20.88% |
| 5Y Return (Ann) | 4.41% | 25.98% |
| 10Y Return (Ann) | 1.76% | 27.44% |
| Sharpe Ratio | 1.07 | 0.53 |
| Daily Std Dev | 18.80% | 28.09% |
| Max Drawdown | -69.40% | -81.80% |
Fundamentals
| IBM | AAPL | |
|---|---|---|
| Market Cap | $127.81B | $2.68T |
| EPS | $2.34 | $5.96 |
| PE Ratio | 59.96 | 28.73 |
| PEG Ratio | 1.28 | 2.75 |
| Revenue (TTM) | $60.52B | $383.93B |
| Gross Profit (TTM) | $32.69B | $170.78B |
| EBITDA (TTM) | $12.98B | $123.96B |
Correlation
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.
Compare stocks, funds, or ETFs
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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IBM International Business Machines Corporation | 1.07 | ||||
AAPL Apple Inc. | 0.53 |
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
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.