IBM vs. ADX
IBM (International Business Machines Corporation) is a stock, while ADX (Adams Diversified Equity Fund, Inc.) is Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, IBM returned 7.64%/yr vs 18.32%/yr for ADX. At a 0.40 correlation, their price movements are largely independent.
Performance
IBM vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, IBM achieves a -27.15% return, which is significantly lower than ADX's 16.28% return. Over the past 10 years, IBM has underperformed ADX with an annualized return of 7.64%, while ADX has yielded a comparatively higher 18.32% annualized return.
IBM
- 1D
- 0.16%
- 1M
- -14.49%
- 6M
- -29.40%
- YTD
- -27.15%
- 1Y
- -23.58%
- 3Y*
- 19.09%
- 5Y*
- 13.91%
- 10Y*
- 7.64%
- ALL TIME*
- 7.00%
ADX
- 1D
- 0.35%
- 1M
- 3.04%
- 6M
- 17.28%
- YTD
- 16.28%
- 1Y
- 28.46%
- 3Y*
- 27.33%
- 5Y*
- 17.29%
- 10Y*
- 18.32%
- ALL TIME*
- 8.65%
IBM vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -27.15% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
ADX Adams Diversified Equity Fund, Inc. | 16.28% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between IBM and ADX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.40 |
Over the past year, the correlation between IBM and ADX has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
IBM vs. ADX — Risk / Return Rank
IBM
ADX
IBM vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Adams Diversified Equity Fund, Inc. (ADX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBM | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.34 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.81 | -3.47 |
| Martin ratioReturn relative to average drawdown | -1.53 | 14.11 | -15.65 |
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Drawdowns
IBM vs. ADX - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, roughly equal to the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for IBM and ADX.
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Drawdown Indicators
| IBM | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -71.60% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -35.85% | -10.16% | -25.69% |
Max Drawdown (3Y)Largest decline over 3 years | -35.85% | -18.29% | -17.56% |
Max Drawdown (5Y)Largest decline over 5 years | -35.85% | -25.07% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -37.17% | -3.42% |
Current DrawdownCurrent decline from peak | -35.30% | -0.53% | -34.77% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -22.07% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.44% | 2.02% | +13.42% |
Volatility
IBM vs. ADX - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 32.02% compared to Adams Diversified Equity Fund, Inc. (ADX) at 3.46%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBM | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 32.02% | 3.46% | +28.56% |
Volatility (6M)Calculated over the trailing 6-month period | 46.34% | 11.29% | +35.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.36% | 14.36% | +34.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.86% | 17.41% | +12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.97% | 18.03% | +9.94% |
Dividends
IBM vs. ADX - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 3.16%, less than ADX's 7.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.18% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
IBM International Business Machines Corporation | 3.16% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Frequently Asked Questions
IBM and ADX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (32.02%) compared to ADX (3.46%). In terms of maximum drawdown, IBM dropped -69.40% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (2.00 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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