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

Key characteristics


KDIBM
YTD Return33.35%34.34%
1Y Return61.57%49.85%
3Y Return (Ann)10.01%26.13%
Sharpe Ratio1.282.26
Sortino Ratio2.362.98
Omega Ratio1.311.46
Calmar Ratio0.982.97
Martin Ratio5.747.14
Ulcer Index9.90%7.02%
Daily Std Dev44.52%22.20%
Max Drawdown-79.80%-97.34%
Current Drawdown-32.00%-9.16%

Fundamentals


KDIBM
Market Cap$6.44B$197.62B
EPS-$0.38$6.86
Total Revenue (TTM)$11.53B$62.58B
Gross Profit (TTM)$2.27B$35.38B
EBITDA (TTM)$934.00M$6.95B

Correlation

-0.50.00.51.00.4

The correlation between KD and IBM is 0.36, 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.

Performance

KD vs. IBM - Performance Comparison

The year-to-date returns for both investments are quite close, with KD having a 33.35% return and IBM slightly higher at 34.34%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
1.61%
28.98%
KD
IBM

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Risk-Adjusted Performance

KD vs. IBM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kyndryl Holdings, Inc. (KD) 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.


KD
Sharpe ratio
The chart of Sharpe ratio for KD, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.28
Sortino ratio
The chart of Sortino ratio for KD, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for KD, currently valued at 1.31, compared to the broader market0.501.001.502.001.31
Calmar ratio
The chart of Calmar ratio for KD, currently valued at 0.98, compared to the broader market0.002.004.006.000.98
Martin ratio
The chart of Martin ratio for KD, currently valued at 5.74, compared to the broader market0.0010.0020.0030.005.74
IBM
Sharpe ratio
The chart of Sharpe ratio for IBM, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.26
Sortino ratio
The chart of Sortino ratio for IBM, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for IBM, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for IBM, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Martin ratio
The chart of Martin ratio for IBM, currently valued at 7.14, compared to the broader market0.0010.0020.0030.007.14

KD vs. IBM - Sharpe Ratio Comparison

The current KD Sharpe Ratio is 1.28, which is lower than the IBM Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of KD 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.28
2.26
KD
IBM

Dividends

KD vs. IBM - Dividend Comparison

KD has not paid dividends to shareholders, while IBM's dividend yield for the trailing twelve months is around 2.34%.


TTM20232022202120202019201820172016201520142013
KD
Kyndryl Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBM
International Business Machines Corporation
2.34%4.05%4.68%4.74%4.94%4.59%5.46%3.68%3.31%3.47%2.65%1.97%

Drawdowns

KD vs. IBM - Drawdown Comparison

The maximum KD drawdown since its inception was -79.80%, smaller than the maximum IBM drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for KD and IBM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.00%
-9.16%
KD
IBM

Volatility

KD vs. IBM - Volatility Comparison

Kyndryl Holdings, Inc. (KD) has a higher volatility of 15.50% compared to International Business Machines Corporation (IBM) at 8.07%. This indicates that KD'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.50%
8.07%
KD
IBM

Financials

KD vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Kyndryl Holdings, 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