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

Correlation

The correlation between KNX and IBM is 0.26, 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

KNX vs. IBM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-1.41%
35.99%
KNX
IBM

Key characteristics

Sharpe Ratio

KNX:

-0.28

IBM:

1.85

Sortino Ratio

KNX:

-0.22

IBM:

2.62

Omega Ratio

KNX:

0.98

IBM:

1.39

Calmar Ratio

KNX:

-0.31

IBM:

2.74

Martin Ratio

KNX:

-0.73

IBM:

6.11

Ulcer Index

KNX:

11.04%

IBM:

7.56%

Daily Std Dev

KNX:

28.70%

IBM:

25.06%

Max Drawdown

KNX:

-60.91%

IBM:

-69.40%

Current Drawdown

KNX:

-14.47%

IBM:

0.00%

Fundamentals

Market Cap

KNX:

$8.56B

IBM:

$244.40B

EPS

KNX:

$0.73

IBM:

$6.42

PE Ratio

KNX:

72.42

IBM:

41.17

PEG Ratio

KNX:

1.07

IBM:

1.44

Total Revenue (TTM)

KNX:

$7.41B

IBM:

$62.75B

Gross Profit (TTM)

KNX:

$1.27B

IBM:

$35.55B

EBITDA (TTM)

KNX:

$987.56M

IBM:

$10.26B

Returns By Period

In the year-to-date period, KNX achieves a -0.32% return, which is significantly lower than IBM's 21.04% return. Over the past 10 years, KNX has underperformed IBM with an annualized return of 5.69%, while IBM has yielded a comparatively higher 10.05% annualized return.


KNX

YTD

-0.32%

1M

-3.61%

6M

-1.41%

1Y

-5.77%

5Y*

7.18%

10Y*

5.69%

IBM

YTD

21.04%

1M

18.37%

6M

35.99%

1Y

48.94%

5Y*

18.41%

10Y*

10.05%

*Annualized

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Risk-Adjusted Performance

KNX vs. IBM — Risk-Adjusted Performance Rank

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

KNX
The Risk-Adjusted Performance Rank of KNX is 2929
Overall Rank
The Sharpe Ratio Rank of KNX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of KNX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of KNX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of KNX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of KNX is 3030
Martin Ratio Rank

IBM
The Risk-Adjusted Performance Rank of IBM is 8989
Overall Rank
The Sharpe Ratio Rank of IBM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 8484
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.

KNX vs. IBM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Knight-Swift Transportation Holdings Inc. (KNX) 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 KNX, currently valued at -0.28, compared to the broader market-2.000.002.00-0.281.85
The chart of Sortino ratio for KNX, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.006.00-0.222.62
The chart of Omega ratio for KNX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.39
The chart of Calmar ratio for KNX, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.312.74
The chart of Martin ratio for KNX, currently valued at -0.73, compared to the broader market0.0010.0020.0030.00-0.736.11
KNX
IBM

The current KNX Sharpe Ratio is -0.28, which is lower than the IBM Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of KNX 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.28
1.85
KNX
IBM

Dividends

KNX vs. IBM - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.21%, less than IBM's 2.53% yield.


TTM20242023202220212020201920182017201620152014
KNX
Knight-Swift Transportation Holdings Inc.
1.21%1.21%0.97%0.92%0.62%0.77%0.67%0.96%0.55%0.73%0.99%0.71%
IBM
International Business Machines Corporation
2.53%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

Drawdowns

KNX vs. IBM - Drawdown Comparison

The maximum KNX drawdown since its inception was -60.91%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for KNX and IBM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.47%
0
KNX
IBM

Volatility

KNX vs. IBM - Volatility Comparison

The current volatility for Knight-Swift Transportation Holdings Inc. (KNX) is 7.85%, while International Business Machines Corporation (IBM) has a volatility of 13.34%. This indicates that KNX experiences smaller price fluctuations and is considered to be less risky 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%14.00%SeptemberOctoberNovemberDecember2025February
7.85%
13.34%
KNX
IBM

Financials

KNX vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between Knight-Swift Transportation 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
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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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