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

Performance

IBM vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines Corporation (IBM) and Oracle Corporation (ORCL). 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 -7.38% return, which is significantly lower than ORCL's -2.78% return. Over the past 10 years, IBM has underperformed ORCL with an annualized return of 10.97%, while ORCL has yielded a comparatively higher 18.61% annualized return.


IBM

1D
0.78%
1M
23.49%
YTD
-7.38%
6M
-9.51%
1Y
-1.45%
3Y*
29.46%
5Y*
18.79%
10Y*
10.97%

ORCL

1D
-2.24%
1M
-2.39%
YTD
-2.78%
6M
0.44%
1Y
-9.89%
3Y*
15.86%
5Y*
21.04%
10Y*
18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBM vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBM
International Business Machines Corporation
-7.38%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%
ORCL
Oracle Corporation
-2.78%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between IBM and ORCL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.31

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

0.35

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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 12, 1986

0.40

The correlation between IBM and ORCL shifts across timeframes, from 0.23 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IBM:

$257.84B

ORCL:

$548.98B

EPS

IBM:

$11.32

ORCL:

$5.86

PE Ratio

IBM:

23.92

ORCL:

32.13

PEG Ratio

IBM:

0.29

ORCL:

1.32

PS Ratio

IBM:

3.73

ORCL:

8.15

PB Ratio

IBM:

7.82

ORCL:

12.75

Total Revenue (TTM)

IBM:

$68.91B

ORCL:

$67.36B

Gross Profit (TTM)

IBM:

$40.64B

ORCL:

$79.58B

EBITDA (TTM)

IBM:

$15.71B

ORCL:

$6.20B

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Return for Risk

IBM vs. ORCL — Risk / Return Rank

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

IBM
IBM Risk / Return Rank: 3838
Overall Rank
IBM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBM Omega Ratio Rank: 3636
Omega Ratio Rank
IBM Calmar Ratio Rank: 3939
Calmar Ratio Rank
IBM Martin Ratio Rank: 3939
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 3636
Overall Rank
ORCL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 3636
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3535
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3636
Calmar Ratio Rank
ORCL Martin Ratio Rank: 3737
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. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Oracle Corporation (ORCL). 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.


IBMORCLDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.17

+0.12

Martin ratioReturn relative to average drawdown

-0.10

-0.28

+0.18

IBM vs. ORCL - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is -0.04, which is higher than the ORCL Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IBM and ORCL, 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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Drawdowns

IBM vs. ORCL - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for IBM and ORCL.


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Drawdown Indicators


IBMORCLDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-84.19%

+14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-30.96%

-58.25%

+27.29%

Max Drawdown (3Y)

Largest decline over 3 years

-30.96%

-58.25%

+27.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-58.25%

+27.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

-58.25%

+17.66%

Current Drawdown

Current decline from peak

-17.74%

-42.19%

+24.45%

Average Drawdown

Average peak-to-trough decline

-20.12%

-29.11%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.47%

35.60%

-21.13%

Volatility

IBM vs. ORCL - Volatility Comparison

The current volatility for International Business Machines Corporation (IBM) is 21.55%, while Oracle Corporation (ORCL) has a volatility of 23.76%. This indicates that IBM experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.55%

23.76%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

41.95%

-7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

39.45%

64.31%

-24.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

42.15%

-14.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.60%

35.16%

-8.56%

Dividends

IBM vs. ORCL - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 2.49%, more than ORCL's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IBM
International Business Machines Corporation
2.49%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
ORCL
Oracle Corporation
1.06%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%

Financials

IBM vs. ORCL - Financials Comparison

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


10.00B12.00B14.00B16.00B18.00B20.00B20222023202420252026
15.92B
19.18B
(IBM) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IBM and ORCL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (23.76%) compared to IBM (21.55%). In terms of maximum drawdown, IBM dropped -69.40% vs ORCL's -84.19%.

IBM currently has the higher Sharpe Ratio (-0.04 vs -0.15), 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.

Portfolio Optimizer

Find the right allocation for IBM and ORCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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