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

Correlation

The correlation between KNX and IBM is 0.41, 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

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.

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Key characteristics

Sharpe Ratio

KNX:

-0.18

IBM:

2.31

Sortino Ratio

KNX:

-0.08

IBM:

3.12

Omega Ratio

KNX:

0.99

IBM:

1.45

Calmar Ratio

KNX:

-0.21

IBM:

3.90

Martin Ratio

KNX:

-0.56

IBM:

11.91

Ulcer Index

KNX:

14.02%

IBM:

5.40%

Daily Std Dev

KNX:

35.77%

IBM:

27.82%

Max Drawdown

KNX:

-60.91%

IBM:

-69.40%

Current Drawdown

KNX:

-26.27%

IBM:

0.00%

Fundamentals

Market Cap

KNX:

$7.40B

IBM:

$247.93B

EPS

KNX:

$0.94

IBM:

$5.84

PE Ratio

KNX:

48.56

IBM:

45.68

PEG Ratio

KNX:

0.80

IBM:

1.87

PS Ratio

KNX:

1.00

IBM:

3.95

PB Ratio

KNX:

1.04

IBM:

9.22

Total Revenue (TTM)

KNX:

$7.41B

IBM:

$62.83B

Gross Profit (TTM)

KNX:

$979.80M

IBM:

$35.84B

EBITDA (TTM)

KNX:

$1.04B

IBM:

$12.33B

Returns By Period

In the year-to-date period, KNX achieves a -14.07% return, which is significantly lower than IBM's 23.73% return. Over the past 10 years, KNX has underperformed IBM with an annualized return of 5.18%, while IBM has yielded a comparatively higher 9.62% annualized return.


KNX

YTD

-14.07%

1M

15.28%

6M

-18.67%

1Y

-6.38%

3Y*

0.45%

5Y*

4.18%

10Y*

5.18%

IBM

YTD

23.73%

1M

13.14%

6M

30.71%

1Y

63.60%

3Y*

33.13%

5Y*

23.63%

10Y*

9.62%

*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 3737
Overall Rank
The Sharpe Ratio Rank of KNX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of KNX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of KNX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of KNX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of KNX is 3939
Martin Ratio Rank

IBM
The Risk-Adjusted Performance Rank of IBM is 9696
Overall Rank
The Sharpe Ratio Rank of IBM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IBM is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IBM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IBM is 9696
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.


The current KNX Sharpe Ratio is -0.18, which is lower than the IBM Sharpe Ratio of 2.31. 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.


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Dividends

KNX vs. IBM - Dividend Comparison

KNX's dividend yield for the trailing twelve months is around 1.45%, less than IBM's 2.49% yield.


TTM20242023202220212020201920182017201620152014
KNX
Knight-Swift Transportation Holdings Inc.
1.45%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
2.49%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.


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Volatility

KNX vs. IBM - Volatility Comparison

Knight-Swift Transportation Holdings Inc. (KNX) has a higher volatility of 13.77% compared to International Business Machines Corporation (IBM) at 9.56%. This indicates that KNX'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.


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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


0.005.00B10.00B15.00B20.00B20212022202320242025
1.82B
14.54B
(KNX) Total Revenue
(IBM) Total Revenue
Values in USD except per share items

KNX vs. IBM - Profitability Comparison

The chart below illustrates the profitability comparison between Knight-Swift Transportation Holdings Inc. and International Business Machines Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20212022202320242025
13.5%
55.2%
(KNX) Gross Margin
(IBM) Gross Margin
KNX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Knight-Swift Transportation Holdings Inc. reported a gross profit of 246.20M and revenue of 1.82B. Therefore, the gross margin over that period was 13.5%.

IBM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported a gross profit of 8.03B and revenue of 14.54B. Therefore, the gross margin over that period was 55.2%.

KNX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Knight-Swift Transportation Holdings Inc. reported an operating income of 66.66M and revenue of 1.82B, resulting in an operating margin of 3.7%.

IBM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported an operating income of 1.77B and revenue of 14.54B, resulting in an operating margin of 12.1%.

KNX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Knight-Swift Transportation Holdings Inc. reported a net income of 30.64M and revenue of 1.82B, resulting in a net margin of 1.7%.

IBM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, International Business Machines Corporation reported a net income of 1.06B and revenue of 14.54B, resulting in a net margin of 7.3%.