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

Key characteristics


IBMVOO
YTD Return17.73%10.42%
1Y Return54.36%34.26%
3Y Return (Ann)19.05%11.43%
5Y Return (Ann)12.51%15.04%
10Y Return (Ann)4.82%13.04%
Sharpe Ratio2.932.94
Daily Std Dev18.58%11.59%
Max Drawdown-69.40%-33.99%
Current Drawdown-3.53%-0.12%

Correlation

0.64
-1.001.00

The correlation between IBM and VOO is 0.64, 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. VOO - Performance Comparison

In the year-to-date period, IBM achieves a 17.73% return, which is significantly higher than VOO's 10.42% return. Over the past 10 years, IBM has underperformed VOO with an annualized return of 4.82%, while VOO has yielded a comparatively higher 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
156.68%
515.91%
IBM
VOO

Compare stocks, funds, or ETFs


International Business Machines Corporation

Vanguard S&P 500 ETF

Risk-Adjusted Performance

IBM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and Vanguard S&P 500 ETF (VOO). 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
VOO
Vanguard S&P 500 ETF
2.94

IBM vs. VOO - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 2.93, which roughly equals the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of IBM and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
2.93
2.94
IBM
VOO

Dividends

IBM vs. VOO - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 3.48%, more than VOO's 1.33% 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%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IBM vs. VOO - Drawdown Comparison

The maximum IBM drawdown since its inception was -69.40%, which is greater than VOO's maximum drawdown of -33.99%. The drawdown chart below compares losses from any high point along the way for IBM and VOO


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.53%
-0.12%
IBM
VOO

Volatility

IBM vs. VOO - Volatility Comparison

International Business Machines Corporation (IBM) has a higher volatility of 6.33% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than VOO 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%
2.90%
IBM
VOO