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

Key characteristics


IBMTXN
YTD Return17.73%2.21%
1Y Return54.36%0.53%
3Y Return (Ann)19.05%-0.04%
5Y Return (Ann)12.51%13.40%
10Y Return (Ann)4.82%17.14%
Sharpe Ratio2.930.03
Daily Std Dev18.58%23.41%
Max Drawdown-69.40%-85.81%
Current Drawdown-3.53%-7.64%

Fundamentals


IBMTXN
Market Cap$174.95B$156.97B
EPS$8.15$7.07
PE Ratio23.4224.40
PEG Ratio4.413.32
Revenue (TTM)$61.86B$17.52B
Gross Profit (TTM)$32.69B$13.77B
EBITDA (TTM)$14.29B$8.49B

Correlation

0.46
-1.001.00

The correlation between IBM and TXN is 0.46, 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. TXN - Performance Comparison

In the year-to-date period, IBM achieves a 17.73% return, which is significantly higher than TXN's 2.21% return. Over the past 10 years, IBM has underperformed TXN with an annualized return of 4.82%, while TXN has yielded a comparatively higher 17.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%OctoberNovemberDecember2024FebruaryMarch
4,347.24%
17,692.30%
IBM
TXN

Compare stocks, funds, or ETFs


International Business Machines Corporation

Texas Instruments Incorporated

Risk-Adjusted Performance

IBM vs. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Texas Instruments Incorporated (TXN). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IBM
International Business Machines Corporation
2.93
TXN
Texas Instruments Incorporated
0.03

IBM vs. TXN - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 2.93, which is higher than the TXN Sharpe Ratio of 0.03. The chart below compares the 12-month rolling Sharpe Ratio of IBM and TXN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.93
0.03
IBM
TXN

Dividends

IBM vs. TXN - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 3.48%, more than TXN's 2.94% yield.


TTM20232022202120202019201820172016201520142013
IBM
International Business Machines Corporation
3.48%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
TXN
Texas Instruments Incorporated
2.94%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

Drawdowns

IBM vs. TXN - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum TXN drawdown of -85.81%. The drawdown chart below compares losses from any high point along the way for IBM and TXN


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.53%
-7.64%
IBM
TXN

Volatility

IBM vs. TXN - Volatility Comparison

The current volatility for International Business Machines Corporation (IBM) is 6.33%, while Texas Instruments Incorporated (TXN) has a volatility of 7.20%. This indicates that IBM experiences smaller price fluctuations and is considered to be less risky than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
6.33%
7.20%
IBM
TXN