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IBM vs. ONEQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBM and ONEQ is 0.63, 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.


Performance

IBM vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines Corporation (IBM) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
445.19%
1,087.17%
IBM
ONEQ

Key characteristics

Sharpe Ratio

IBM:

2.07

ONEQ:

0.42

Sortino Ratio

IBM:

2.81

ONEQ:

0.73

Omega Ratio

IBM:

1.41

ONEQ:

1.10

Calmar Ratio

IBM:

3.39

ONEQ:

0.42

Martin Ratio

IBM:

10.39

ONEQ:

1.39

Ulcer Index

IBM:

5.39%

ONEQ:

7.29%

Daily Std Dev

IBM:

27.46%

ONEQ:

25.60%

Max Drawdown

IBM:

-69.40%

ONEQ:

-55.09%

Current Drawdown

IBM:

-4.00%

ONEQ:

-11.09%

Returns By Period

In the year-to-date period, IBM achieves a 16.38% return, which is significantly higher than ONEQ's -7.15% return. Over the past 10 years, IBM has underperformed ONEQ with an annualized return of 9.04%, while ONEQ has yielded a comparatively higher 14.79% annualized return.


IBM

YTD

16.38%

1M

14.98%

6M

20.66%

1Y

54.61%

5Y*

21.86%

10Y*

9.04%

ONEQ

YTD

-7.15%

1M

17.12%

6M

-6.82%

1Y

10.59%

5Y*

15.57%

10Y*

14.79%

*Annualized

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Risk-Adjusted Performance

IBM vs. ONEQ — Risk-Adjusted Performance Rank

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

IBM
The Risk-Adjusted Performance Rank of IBM is 9595
Overall Rank
The Sharpe Ratio Rank of IBM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 9595
Martin Ratio Rank

ONEQ
The Risk-Adjusted Performance Rank of ONEQ is 5252
Overall Rank
The Sharpe Ratio Rank of ONEQ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ONEQ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ONEQ is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ONEQ is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBM vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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 2.07, which is higher than the ONEQ Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IBM and ONEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
2.07
0.41
IBM
ONEQ

Dividends

IBM vs. ONEQ - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 3.29%, more than ONEQ's 0.68% yield.


TTM20242023202220212020201920182017201620152014
IBM
International Business Machines Corporation
3.29%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.68%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%

Drawdowns

IBM vs. ONEQ - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, which is greater than ONEQ's maximum drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for IBM and ONEQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.00%
-11.09%
IBM
ONEQ

Volatility

IBM vs. ONEQ - Volatility Comparison

International Business Machines Corporation (IBM) has a higher volatility of 9.57% compared to Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) at 8.67%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
9.57%
8.67%
IBM
ONEQ