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VACNY vs. IBM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VACNY vs. IBM - Performance Comparison

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

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Returns By Period

In the year-to-date period, VACNY achieves a 56.47% return, which is significantly higher than IBM's -23.51% return.


VACNY

1D
-0.61%
1M
-12.72%
6M
17.47%
YTD
56.47%
1Y
122.07%
3Y*
23.08%
5Y*
15.22%
10Y*
ALL TIME*
39.93%

IBM

1D
0.86%
1M
-22.75%
6M
-26.12%
YTD
-23.51%
1Y
-8.27%
3Y*
19.79%
5Y*
15.08%
10Y*
8.27%
ALL TIME*
7.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.40B$3.19B$2.85B
$954.76K$1.32M$880.12K

VACNY vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VACNY
VAT Group AG
56.47%31.66%-24.10%86.29%-45.24%113.59%122.02%
IBM
International Business Machines Corporation
-23.51%38.23%39.27%21.85%10.64%16.65%2.63%

Correlation

The correlation between VACNY and IBM is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2020

0.13

Fundamentals

Market Cap

VACNY:

$22.51B

IBM:

$210.71B

EPS

VACNY:

CHF 1.44

IBM:

$11.27

PE Ratio

VACNY:

42.10

IBM:

19.84

PEG Ratio

VACNY:

16.90

IBM:

0.24

PS Ratio

VACNY:

8.72

IBM:

3.08

PB Ratio

VACNY:

26.66

IBM:

6.18

Total Revenue (TTM)

VACNY:

CHF 2.08B

IBM:

$69.10B

Gross Profit (TTM)

VACNY:

CHF 1.05B

IBM:

$40.57B

EBITDA (TTM)

VACNY:

CHF 620.75M

IBM:

$14.95B

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Return for Risk

VACNY vs. IBM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VACNY
VACNY Risk / Return Rank: 9595
Overall Rank
VACNY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VACNY Sortino Ratio Rank: 9595
Sortino Ratio Rank
VACNY Omega Ratio Rank: 9191
Omega Ratio Rank
VACNY Calmar Ratio Rank: 9797
Calmar Ratio Rank
VACNY Martin Ratio Rank: 9797
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 3535
Overall Rank
IBM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBM Omega Ratio Rank: 3535
Omega Ratio Rank
IBM Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBM Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VACNY vs. IBM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VAT Group AG (VACNY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VACNYIBMDifference
Sharpe ratioReturn per unit of total volatility

+2.77

Sortino ratioReturn per unit of downside risk

+3.34

Omega ratioGain probability vs. loss probability

1.38

1.01

+0.37

Calmar ratioReturn relative to maximum drawdown

6.21

-0.25

+6.46

Martin ratioReturn relative to average drawdown

18.89

-0.59

+19.48

VACNY vs. IBM - Sharpe Ratio Comparison

The current VACNY Sharpe Ratio is 2.58, which is higher than the IBM Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of VACNY and IBM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VACNY vs. IBM - Drawdown Comparison

The maximum VACNY drawdown since its inception was -63.55%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for VACNY and IBM.


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Drawdown Indicators


VACNYIBMDifference

Max Drawdown

Largest peak-to-trough decline

-63.55%

-69.40%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-18.76%

-37.50%

+18.74%

Max Drawdown (3Y)

Largest decline over 3 years

-48.87%

-37.50%

-11.37%

Max Drawdown (5Y)

Largest decline over 5 years

-63.55%

-37.50%

-26.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

Current Drawdown

Current decline from peak

-14.66%

-32.07%

+17.41%

Average Drawdown

Average peak-to-trough decline

-20.34%

-20.13%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

15.98%

-9.82%

Volatility

VACNY vs. IBM - Volatility Comparison

The current volatility for VAT Group AG (VACNY) is 15.33%, while International Business Machines Corporation (IBM) has a volatility of 31.22%. This indicates that VACNY 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.


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Volatility by Period


VACNYIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.33%

31.22%

-15.89%

Volatility (6M)

Calculated over the trailing 6-month period

30.84%

46.22%

-15.38%

Volatility (1Y)

Calculated over the trailing 1-year period

45.32%

48.19%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.27%

30.02%

+19.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.11%

28.05%

+26.06%

Dividends

VACNY vs. IBM - Dividend Comparison

VACNY's dividend yield for the trailing twelve months is around 1.18%, less than IBM's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IBM
International Business Machines Corporation
3.01%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
VACNY
VAT Group AG
1.18%1.58%1.82%1.39%1.97%0.43%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

VACNY vs. IBM - Financials Comparison

This section allows you to compare key financial metrics between VAT Group AG 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

VACNY vs. IBM - Profitability Comparison

The chart below illustrates the profitability comparison between VAT Group AG 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

VACNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, VAT Group AG reported a gross profit of 179.03M and revenue of 522.90M. Therefore, the gross margin over that period was 34.2%.

IBM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, International Business Machines Corporation reported a gross profit of 9.91B and revenue of 17.16B. Therefore, the gross margin over that period was 57.7%.

VACNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, VAT Group AG reported an operating income of 124.70M and revenue of 522.90M, resulting in an operating margin of 23.9%.

IBM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, International Business Machines Corporation reported an operating income of 1.16B and revenue of 17.16B, resulting in an operating margin of 6.8%.

VACNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, VAT Group AG reported a net income of 100.91M and revenue of 522.90M, resulting in a net margin of 19.3%.

IBM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, International Business Machines Corporation reported a net income of 2.17B and revenue of 17.16B, resulting in a net margin of 12.6%.


Frequently Asked Questions


VACNY and IBM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBM has higher volatility (31.22%) compared to VACNY (15.33%). In terms of maximum drawdown, VACNY dropped -63.55% vs IBM's -69.40%.

VACNY currently has the higher Sharpe Ratio (2.58 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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