MPFRY vs. IBM
Compare and contrast key facts about Mapfre SA ADR (MPFRY) and International Business Machines Corporation (IBM).
Performance
MPFRY vs. IBM - Performance Comparison
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MPFRY vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPFRY Mapfre SA ADR | -3.97% | 87.16% | 23.10% | 25.29% | 1.27% | 7.26% | -22.27% | 6.23% | -2.87% | 19.56% |
IBM International Business Machines Corporation | -17.70% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Fundamentals
MPFRY:
$0.72
IBM:
$11.16
MPFRY:
12.13
IBM:
21.72
MPFRY:
0.56
IBM:
0.26
MPFRY:
0.42
IBM:
3.41
MPFRY:
$31.61B
IBM:
$67.54B
MPFRY:
$31.61B
IBM:
$39.53B
MPFRY:
$0.00
IBM:
$16.95B
Returns By Period
In the year-to-date period, MPFRY achieves a -3.97% return, which is significantly higher than IBM's -17.70% return. Over the past 10 years, MPFRY has outperformed IBM with an annualized return of 14.17%, while IBM has yielded a comparatively lower 9.73% annualized return.
MPFRY
- 1D
- 0.00%
- 1M
- -9.38%
- YTD
- -3.97%
- 6M
- -8.09%
- 1Y
- 69.22%
- 3Y*
- 36.43%
- 5Y*
- 23.75%
- 10Y*
- 14.17%
IBM
- 1D
- 2.17%
- 1M
- 0.91%
- YTD
- -17.70%
- 6M
- -13.13%
- 1Y
- -0.10%
- 3Y*
- 27.02%
- 5Y*
- 18.36%
- 10Y*
- 9.73%
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Return for Risk
MPFRY vs. IBM — Risk / Return Rank
MPFRY
IBM
MPFRY vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mapfre SA ADR (MPFRY) 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.
| MPFRY | IBM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | -0.00 | +1.47 |
Sortino ratioReturn per unit of downside risk | 2.14 | 0.22 | +1.92 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.03 | +0.50 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 0.06 | +3.27 |
Martin ratioReturn relative to average drawdown | 9.72 | 0.17 | +9.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPFRY | IBM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | -0.00 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.74 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.38 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.29 | -0.23 |
Correlation
The correlation between MPFRY and IBM is 0.01, 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.
Dividends
MPFRY vs. IBM - Dividend Comparison
MPFRY's dividend yield for the trailing twelve months is around 4.32%, more than IBM's 2.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPFRY Mapfre SA ADR | 4.32% | 4.19% | 6.62% | 7.11% | 8.00% | 6.72% | 6.37% | 4.88% | 5.49% | 7.43% | 6.33% | 4.42% |
IBM International Business Machines Corporation | 2.77% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Drawdowns
MPFRY vs. IBM - Drawdown Comparison
The maximum MPFRY drawdown since its inception was -89.13%, which is greater than IBM's maximum drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for MPFRY and IBM.
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Drawdown Indicators
| MPFRY | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.13% | -69.40% | -19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -20.76% | -28.69% | +7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -32.07% | -28.69% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -57.60% | -40.59% | -17.01% |
Current DrawdownCurrent decline from peak | -54.01% | -22.61% | -31.40% |
Average DrawdownAverage peak-to-trough decline | -61.58% | -20.11% | -41.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 10.44% | -3.32% |
Volatility
MPFRY vs. IBM - Volatility Comparison
Mapfre SA ADR (MPFRY) has a higher volatility of 17.80% compared to International Business Machines Corporation (IBM) at 8.93%. This indicates that MPFRY'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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Volatility by Period
| MPFRY | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.80% | 8.93% | +8.87% |
Volatility (6M)Calculated over the trailing 6-month period | 35.09% | 27.13% | +7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.56% | 33.70% | +13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.43% | 24.97% | +20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.85% | 25.49% | +19.36% |
Financials
MPFRY vs. IBM - Financials Comparison
This section allows you to compare key financial metrics between Mapfre SA ADR 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.
Total Revenue: Total amount of money received from sales and other business activities