IBM vs. KD

In the year-to-date period, IBM achieves a 6.43% return, which is significantly higher than KD's -7.37% return.

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This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Kyndryl Holdings, Inc. (KD). 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.

The current IBM Sharpe Ratio is 1.12, which is comparable to the KD Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IBM and KD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IBM's dividend yield for the trailing twelve months is around 2.87%, while KD has not paid dividends to shareholders.

The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum KD drawdown of -79.80%. Use the drawdown chart below to compare losses from any high point for IBM and KD. For additional features, visit the drawdowns tool.

The current volatility for International Business Machines Corporation (IBM) is 13.57%, while Kyndryl Holdings, Inc. (KD) has a volatility of 19.97%. This indicates that IBM experiences smaller price fluctuations and is considered to be less risky than KD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between International Business Machines Corporation and Kyndryl Holdings, 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.