IBM vs. HPQ
Compare and contrast key facts about International Business Machines Corporation (IBM) and HP Inc. (HPQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBM or HPQ.
Performance
IBM vs. HPQ - Performance Comparison
Returns By Period
In the year-to-date period, IBM achieves a 29.87% return, which is significantly higher than HPQ's 25.11% return. Over the past 10 years, IBM has underperformed HPQ with an annualized return of 7.40%, while HPQ has yielded a comparatively higher 11.51% annualized return.
IBM
29.87%
-11.58%
23.30%
38.77%
15.05%
7.40%
HPQ
25.11%
-1.24%
19.62%
34.66%
16.49%
11.51%
Fundamentals
| IBM | HPQ | |
|---|---|---|
| Market Cap | $197.48B | $35.75B |
| EPS | $6.77 | $2.85 |
| PE Ratio | 31.15 | 13.02 |
| PEG Ratio | 7.07 | 4.12 |
| Total Revenue (TTM) | $62.58B | $39.47B |
| Gross Profit (TTM) | $35.38B | $8.65B |
| EBITDA (TTM) | $6.95B | $3.67B |
Key characteristics
| IBM | HPQ | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.13 |
| Sortino Ratio | 2.43 | 1.90 |
| Omega Ratio | 1.36 | 1.23 |
| Calmar Ratio | 2.33 | 1.23 |
| Martin Ratio | 5.47 | 5.55 |
| Ulcer Index | 7.16% | 6.02% |
| Daily Std Dev | 22.19% | 29.65% |
| Max Drawdown | -69.40% | -82.89% |
| Current Drawdown | -12.18% | -2.85% |
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Correlation
The correlation between IBM and HPQ is 0.46, 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.
Risk-Adjusted Performance
IBM vs. HPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and HP Inc. (HPQ). 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.
Dividends
IBM vs. HPQ - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 3.25%, more than HPQ's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 3.25% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
HPQ HP Inc. | 3.01% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
Drawdowns
IBM vs. HPQ - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum HPQ drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for IBM and HPQ. For additional features, visit the drawdowns tool.
Volatility
IBM vs. HPQ - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 8.04% compared to HP Inc. (HPQ) at 6.92%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than HPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IBM vs. HPQ - Financials Comparison
This section allows you to compare key financial metrics between International Business Machines Corporation and HP 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.
Total Revenue: Total amount of money received from sales and other business activities