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

Key characteristics


IBMVOO
YTD Return26.18%14.47%
1Y Return41.48%23.28%
3Y Return (Ann)20.46%7.84%
5Y Return (Ann)13.63%14.52%
10Y Return (Ann)5.45%12.57%
Sharpe Ratio1.911.81
Daily Std Dev21.44%12.65%
Max Drawdown-69.40%-33.99%
Current Drawdown-1.65%-4.32%

Correlation

-0.50.00.51.00.6

The correlation between IBM and VOO 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. VOO - Performance Comparison

In the year-to-date period, IBM achieves a 26.18% return, which is significantly higher than VOO's 14.47% return. Over the past 10 years, IBM has underperformed VOO with an annualized return of 5.45%, while VOO has yielded a comparatively higher 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.37%
6.30%
IBM
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


IBM
Sharpe ratio
The chart of Sharpe ratio for IBM, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.91
Sortino ratio
The chart of Sortino ratio for IBM, currently valued at 2.76, compared to the broader market-6.00-4.00-2.000.002.004.002.76
Omega ratio
The chart of Omega ratio for IBM, currently valued at 1.39, compared to the broader market0.501.001.501.39
Calmar ratio
The chart of Calmar ratio for IBM, currently valued at 2.43, compared to the broader market0.001.002.003.004.005.002.43
Martin ratio
The chart of Martin ratio for IBM, currently valued at 5.91, compared to the broader market-5.000.005.0010.0015.0020.005.91
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.81, compared to the broader market-4.00-2.000.002.001.81
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.47, compared to the broader market-6.00-4.00-2.000.002.004.002.47
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.97, compared to the broader market0.001.002.003.004.005.001.97
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.80, compared to the broader market-5.000.005.0010.0015.0020.008.80

IBM vs. VOO - Sharpe Ratio Comparison

The current IBM Sharpe Ratio is 1.91, which roughly equals the VOO Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of IBM and VOO.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.91
1.81
IBM
VOO

Dividends

IBM vs. VOO - Dividend Comparison

IBM's dividend yield for the trailing twelve months is around 3.32%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
IBM
International Business Machines Corporation
3.32%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%. Use the drawdown chart below to compare losses from any high point for IBM and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.65%
-4.32%
IBM
VOO

Volatility

IBM vs. VOO - Volatility Comparison

The current volatility for International Business Machines Corporation (IBM) is 4.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.78%. This indicates that IBM experiences smaller price fluctuations and is considered to be less risky 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%AprilMayJuneJulyAugustSeptember
4.34%
4.78%
IBM
VOO