International Business Machines Corporation (IBM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
International Business Machines Corporation (IBM): 1Y return 5.0%, Sharpe ratio 0.32, volatility 40.1%, max drawdown -31.0%. A Stock in the Equity asset class. Compare IBM with other assets and invest through your own broker with pfolio.
International Business Machines Corporation (IBM) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
IBM Performance
- MTD
- Return: 3.2%, Sharpe: 2.83, Volatility: 33.0%, Max Drawdown: -6.1%
- YTD
- Return: -0.7%, Sharpe: 0.22, Volatility: 49.2%, Max Drawdown: -30.9%
- 1Y
- Return: 5.0%, Sharpe: 0.32, Volatility: 40.1%, Max Drawdown: -31.0%
- 5Y
- Return: 163.2%, Sharpe: 0.83, Volatility: 27.0%, Max Drawdown: -31.0%
- 10Y
- Return: 191.8%, Sharpe: 0.53, Volatility: 26.3%, Max Drawdown: -40.6%
Frequently Asked Questions
- What is International Business Machines Corporation (IBM)?
- International Business Machines Corporation (IBM) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does IBM compare to other assets?
- You can compare IBM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IBM through pfolio?
- pfolio helps you build diversified portfolios that may include IBM. You invest through your own broker — pfolio provides the analytics.