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IBM vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IBM vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines Corporation (IBM) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBM achieves a 4.53% return, which is significantly higher than NFLX's -13.05% return. Over the past 10 years, IBM has underperformed NFLX with an annualized return of 12.25%, while NFLX has yielded a comparatively higher 23.40% annualized return.


IBM

1D
-7.17%
1M
34.16%
YTD
4.53%
6M
2.32%
1Y
18.19%
3Y*
36.49%
5Y*
21.40%
10Y*
12.25%

NFLX

1D
-2.17%
1M
-10.44%
YTD
-13.05%
6M
-21.59%
1Y
-33.07%
3Y*
26.74%
5Y*
10.50%
10Y*
23.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBM vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBM
International Business Machines Corporation
4.53%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%
NFLX
Netflix, Inc.
-13.05%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between IBM and NFLX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 24, 2002

0.24

Fundamentals

Market Cap

IBM:

$290.99B

NFLX:

$350.41B

EPS

IBM:

$11.32

NFLX:

$3.09

PE Ratio

IBM:

27.00

NFLX:

26.37

PEG Ratio

IBM:

0.32

NFLX:

1.04

PS Ratio

IBM:

4.21

NFLX:

7.52

PB Ratio

IBM:

8.82

NFLX:

11.26

Total Revenue (TTM)

IBM:

$68.91B

NFLX:

$46.89B

Gross Profit (TTM)

IBM:

$40.64B

NFLX:

$22.99B

EBITDA (TTM)

IBM:

$15.71B

NFLX:

$26.91B

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Return for Risk

IBM vs. NFLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBM
IBM Risk / Return Rank: 5353
Overall Rank
IBM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBM Omega Ratio Rank: 5353
Omega Ratio Rank
IBM Calmar Ratio Rank: 5353
Calmar Ratio Rank
IBM Martin Ratio Rank: 5353
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 66
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1212
Calmar Ratio Rank
NFLX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBM vs. NFLX - Risk-Adjusted Trends Comparison

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


IBMNFLXDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.13

0.82

+0.31

Calmar ratioReturn relative to maximum drawdown

0.59

-0.77

+1.36

Martin ratioReturn relative to average drawdown

1.29

-1.36

+2.65

IBM vs. NFLX - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 0.47, which is higher than the NFLX Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of IBM and NFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBMNFLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

-1.00

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.24

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.57

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.57

-0.27

Drawdowns

IBM vs. NFLX - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IBM and NFLX.


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Drawdown Indicators


IBMNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-81.99%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-30.96%

-43.35%

+12.39%

Max Drawdown (3Y)

Largest decline over 3 years

-30.96%

-43.35%

+12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-75.95%

+44.99%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

-75.95%

+35.36%

Current Drawdown

Current decline from peak

-7.17%

-39.12%

+31.95%

Average Drawdown

Average peak-to-trough decline

-20.12%

-24.89%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.16%

24.34%

-10.18%

Volatility

IBM vs. NFLX - Volatility Comparison

International Business Machines Corporation (IBM) has a higher volatility of 20.58% compared to Netflix, Inc. (NFLX) at 7.24%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.58%

7.24%

+13.34%

Volatility (6M)

Calculated over the trailing 6-month period

34.08%

25.66%

+8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

38.99%

33.14%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

43.11%

-16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.51%

41.52%

-15.01%

Dividends

IBM vs. NFLX - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 2.20%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBM
International Business Machines Corporation
2.20%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

IBM vs. NFLX - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


8.00B10.00B12.00B14.00B16.00B18.00B20.00B20222023202420252026
15.92B
12.25B
(IBM) Total Revenue
(NFLX) Total Revenue
Values in USD except per share items

IBM vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between International Business Machines Corporation and Netflix, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%60.0%65.0%20222023202420252026
56.2%
51.9%
Portfolio components
IBM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported a gross profit of 8.95B and revenue of 15.92B. Therefore, the gross margin over that period was 56.2%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

IBM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported an operating income of 1.22B and revenue of 15.92B, resulting in an operating margin of 7.6%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

IBM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, International Business Machines Corporation reported a net income of 1.22B and revenue of 15.92B, resulting in a net margin of 7.6%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.


Frequently Asked Questions


IBM and NFLX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBM has higher volatility (20.58%) compared to NFLX (7.24%). In terms of maximum drawdown, IBM dropped -69.40% vs NFLX's -81.99%.

IBM currently has the higher Sharpe Ratio (0.47 vs -1.00), 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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