PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KD vs. IBM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KD vs. IBM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.96%
27.83%
KD
IBM

Returns By Period

The year-to-date returns for both stocks are quite close, with KD having a 37.30% return and IBM slightly lower at 35.96%.


KD

YTD

37.30%

1M

16.88%

6M

2.22%

1Y

57.80%

5Y (annualized)

N/A

10Y (annualized)

N/A

IBM

YTD

35.96%

1M

-6.67%

6M

25.62%

1Y

44.47%

5Y (annualized)

16.14%

10Y (annualized)

7.96%

Fundamentals


KDIBM
Market Cap$6.63B$198.43B
EPS-$0.38$7.00
Total Revenue (TTM)$11.53B$62.58B
Gross Profit (TTM)$2.27B$35.17B
EBITDA (TTM)$934.00M$12.46B

Key characteristics


KDIBM
Sharpe Ratio1.271.97
Sortino Ratio2.362.67
Omega Ratio1.311.40
Calmar Ratio1.002.61
Martin Ratio5.676.08
Ulcer Index9.90%7.24%
Daily Std Dev44.38%22.31%
Max Drawdown-79.80%-69.40%
Current Drawdown-29.99%-8.06%

Compare stocks, funds, or ETFs

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


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.

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.


Sharpe ratio
The chart of Sharpe ratio for KD, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.271.97
The chart of Sortino ratio for KD, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.362.67
The chart of Omega ratio for KD, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.40
The chart of Calmar ratio for KD, currently valued at 1.00, compared to the broader market0.002.004.006.001.002.61
The chart of Martin ratio for KD, currently valued at 5.67, compared to the broader market-10.000.0010.0020.0030.005.676.08
KD
IBM

The current KD Sharpe Ratio is 1.27, which is lower than the IBM Sharpe Ratio of 1.97. 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
1.27
1.97
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 3.11%.


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
3.11%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%

Drawdowns

KD vs. IBM - Drawdown Comparison

The maximum KD drawdown since its inception was -79.80%, which is greater than IBM's maximum drawdown of -69.40%. 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
-29.99%
-8.06%
KD
IBM

Volatility

KD vs. IBM - Volatility Comparison

Kyndryl Holdings, Inc. (KD) has a higher volatility of 15.40% compared to International Business Machines Corporation (IBM) at 8.78%. 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
15.40%
8.78%
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