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IDCC vs. IBM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IDCC and IBM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

IDCC vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterDigital, Inc. (IDCC) and International Business Machines Corporation (IBM). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
39.99%
24.14%
IDCC
IBM

Key characteristics

Sharpe Ratio

IDCC:

2.29

IBM:

1.73

Sortino Ratio

IDCC:

3.27

IBM:

2.35

Omega Ratio

IDCC:

1.49

IBM:

1.35

Calmar Ratio

IDCC:

3.78

IBM:

2.39

Martin Ratio

IDCC:

9.84

IBM:

5.35

Ulcer Index

IDCC:

7.01%

IBM:

7.52%

Daily Std Dev

IDCC:

30.07%

IBM:

23.32%

Max Drawdown

IDCC:

-94.15%

IBM:

-69.40%

Current Drawdown

IDCC:

-15.36%

IBM:

-5.57%

Fundamentals

Market Cap

IDCC:

$4.35B

IBM:

$207.85B

EPS

IDCC:

$9.27

IBM:

$6.86

PE Ratio

IDCC:

18.52

IBM:

32.77

PEG Ratio

IDCC:

1.68

IBM:

7.44

Total Revenue (TTM)

IDCC:

$615.71M

IBM:

$45.20B

Gross Profit (TTM)

IDCC:

$466.50M

IBM:

$24.91B

EBITDA (TTM)

IDCC:

$362.63M

IBM:

$7.28B

Returns By Period

In the year-to-date period, IDCC achieves a -11.16% return, which is significantly lower than IBM's 2.26% return. Over the past 10 years, IDCC has outperformed IBM with an annualized return of 14.84%, while IBM has yielded a comparatively lower 8.82% annualized return.


IDCC

YTD

-11.16%

1M

-9.15%

6M

40.08%

1Y

63.44%

5Y*

26.59%

10Y*

14.84%

IBM

YTD

2.26%

1M

0.64%

6M

24.11%

1Y

35.83%

5Y*

15.64%

10Y*

8.82%

*Annualized

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Risk-Adjusted Performance

IDCC vs. IBM — Risk-Adjusted Performance Rank

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

IDCC
The Risk-Adjusted Performance Rank of IDCC is 9494
Overall Rank
The Sharpe Ratio Rank of IDCC is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IDCC is 9393
Sortino Ratio Rank
The Omega Ratio Rank of IDCC is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IDCC is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IDCC is 9191
Martin Ratio Rank

IBM
The Risk-Adjusted Performance Rank of IBM is 8787
Overall Rank
The Sharpe Ratio Rank of IBM is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDCC vs. IBM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) and International Business Machines Corporation (IBM). 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 ratio
The chart of Sharpe ratio for IDCC, currently valued at 2.29, compared to the broader market-2.000.002.004.002.291.73
The chart of Sortino ratio for IDCC, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.272.35
The chart of Omega ratio for IDCC, currently valued at 1.49, compared to the broader market0.501.001.502.001.491.35
The chart of Calmar ratio for IDCC, currently valued at 3.78, compared to the broader market0.002.004.006.003.782.39
The chart of Martin ratio for IDCC, currently valued at 9.84, compared to the broader market-10.000.0010.0020.0030.009.845.35
IDCC
IBM

The current IDCC Sharpe Ratio is 2.29, which is higher than the IBM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IDCC and IBM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
2.29
1.73
IDCC
IBM

Dividends

IDCC vs. IBM - Dividend Comparison

IDCC's dividend yield for the trailing twelve months is around 0.99%, less than IBM's 2.97% yield.


TTM20242023202220212020201920182017201620152014
IDCC
InterDigital, Inc.
0.99%0.85%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%1.13%
IBM
International Business Machines Corporation
2.97%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

Drawdowns

IDCC vs. IBM - Drawdown Comparison

The maximum IDCC drawdown since its inception was -94.15%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for IDCC and IBM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.36%
-5.57%
IDCC
IBM

Volatility

IDCC vs. IBM - Volatility Comparison

InterDigital, Inc. (IDCC) has a higher volatility of 10.72% compared to International Business Machines Corporation (IBM) at 5.70%. This indicates that IDCC's price experiences larger fluctuations and is considered to be riskier than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.72%
5.70%
IDCC
IBM

Financials

IDCC vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between InterDigital, Inc. and International Business Machines 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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