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

Performance

IBM vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Business Machines Corporation (IBM) and AT&T Inc. (T). 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 -6.89% return, which is significantly lower than T's -2.96% return. Over the past 10 years, IBM has outperformed T with an annualized return of 11.09%, while T has yielded a comparatively lower 3.33% 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%

T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBM vs. T - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
T
AT&T Inc.
-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between IBM and T is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.14

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

0.29

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 19, 1984

0.32

Over the past year, the correlation between IBM and T has dropped to 0.05 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

Fundamentals

EPS

IBM:

$11.32

T:

$3.04

PE Ratio

IBM:

24.05

T:

7.74

PEG Ratio

IBM:

0.29

T:

0.32

PS Ratio

IBM:

3.75

T:

1.35

Total Revenue (TTM)

IBM:

$68.91B

T:

$125.65B

Gross Profit (TTM)

IBM:

$40.64B

T:

$105.41B

EBITDA (TTM)

IBM:

$15.71B

T:

$54.70B

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Return for Risk

IBM vs. T — Risk / Return Rank

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

IBM
IBM Risk / Return Rank: 4141
Overall Rank
IBM Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 3838
Sortino Ratio Rank
IBM Omega Ratio Rank: 3838
Omega Ratio Rank
IBM Calmar Ratio Rank: 4242
Calmar Ratio Rank
IBM Martin Ratio Rank: 4242
Martin Ratio Rank

T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and AT&T Inc. (T). 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.


IBMTDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.04

0.92

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.59

+0.57

Martin ratioReturn relative to average drawdown

-0.05

-1.22

+1.18

IBM vs. T - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is -0.02, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of IBM and T, 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. T - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for IBM and T.


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Drawdown Indicators


IBMTDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-64.15%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-30.96%

-21.87%

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-30.96%

-21.87%

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-32.01%

+1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

-42.35%

+1.76%

Current Drawdown

Current decline from peak

-17.31%

-18.12%

+0.81%

Average Drawdown

Average peak-to-trough decline

-20.12%

-15.72%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.38%

10.64%

+3.74%

Volatility

IBM vs. T - Volatility Comparison

International Business Machines Corporation (IBM) has a higher volatility of 21.43% compared to AT&T Inc. (T) at 8.21%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.43%

8.21%

+13.22%

Volatility (6M)

Calculated over the trailing 6-month period

34.62%

17.80%

+16.82%

Volatility (1Y)

Calculated over the trailing 1-year period

39.45%

22.13%

+17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

24.01%

+3.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.59%

23.73%

+2.86%

Dividends

IBM vs. T - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 2.47%, less than T's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
T
AT&T Inc.
4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

IBM vs. T - Financials Comparison

This section allows you to compare key financial metrics between International Business Machines Corporation and AT&T 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


10.00B15.00B20.00B25.00B30.00B35.00B40.00B45.00B20222023202420252026
15.92B
33.47B
(IBM) Total Revenue
(T) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IBM and T have a correlation of 0.05, 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 T (8.21%). In terms of maximum drawdown, IBM dropped -69.40% vs T's -64.15%.

IBM currently has the higher Sharpe Ratio (-0.02 vs -0.59), 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 T

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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