IBM vs. IUSB
IBM (International Business Machines Corporation) is a stock, while IUSB (iShares Core Universal USD Bond ETF) is Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Universal Index. Over the past 10 years, IBM returned 11.09%/yr vs 1.97%/yr for IUSB. At a 0.01 correlation, their price movements are largely independent.
Performance
IBM vs. IUSB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBM achieves a -6.89% return, which is significantly lower than IUSB's 0.67% return. Over the past 10 years, IBM has outperformed IUSB with an annualized return of 11.09%, while IUSB has yielded a comparatively lower 1.97% annualized return.
IBM
- 1D
- -0.95%
- 1M
- 24.14%
- YTD
- -6.89%
- 6M
- -10.81%
- 1Y
- 0.72%
- 3Y*
- 29.65%
- 5Y*
- 18.01%
- 10Y*
- 11.09%
IUSB
- 1D
- -0.07%
- 1M
- 1.10%
- YTD
- 0.67%
- 6M
- 1.05%
- 1Y
- 5.21%
- 3Y*
- 4.70%
- 5Y*
- 0.39%
- 10Y*
- 1.97%
IBM vs. IUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -6.89% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
IUSB iShares Core Universal USD Bond ETF | 0.67% | 7.38% | 2.11% | 6.23% | -13.04% | -1.33% | 7.62% | 9.13% | -0.27% | 3.82% |
Correlation
The correlation between IBM and IUSB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.01 |
Over the past year, IBM and IUSB have become more correlated (0.22) than their long-term average of 0.01, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBM vs. IUSB — Risk / Return Rank
IBM
IUSB
IBM vs. IUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and iShares Core Universal USD Bond ETF (IUSB). 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 | IUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.92 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.05 | 5.62 | -5.66 |
Loading charts...
Drawdowns
IBM vs. IUSB - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for IBM and IUSB.
Loading charts...
Drawdown Indicators
| IBM | IUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -17.90% | -51.50% |
Max Drawdown (1Y)Largest decline over 1 year | -30.96% | -2.53% | -28.43% |
Max Drawdown (3Y)Largest decline over 3 years | -30.96% | -5.82% | -25.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -17.87% | -13.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -17.90% | -22.69% |
Current DrawdownCurrent decline from peak | -17.31% | -1.09% | -16.22% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -3.58% | -16.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 0.86% | +13.52% |
Volatility
IBM vs. IUSB - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 21.43% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.30%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBM | IUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.43% | 1.30% | +20.13% |
Volatility (6M)Calculated over the trailing 6-month period | 34.62% | 2.69% | +31.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 3.59% | +35.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 5.80% | +21.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.59% | 5.04% | +21.55% |
Dividends
IBM vs. IUSB - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 2.47%, less than IUSB's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 2.47% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
IUSB iShares Core Universal USD Bond ETF | 4.22% | 4.17% | 4.04% | 3.46% | 2.53% | 1.74% | 2.68% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% |
Frequently Asked Questions
IBM and IUSB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.43%) compared to IUSB (1.30%). In terms of maximum drawdown, IBM dropped -69.40% vs IUSB's -17.90%.
IUSB currently has the higher Sharpe Ratio (1.35 vs -0.02), 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.
Find the right allocation for IBM and IUSB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer