International Business Machines Corporation (IBM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
International Business Machines Corporation (IBM): 1Y return -16.2%, Sharpe ratio -0.10, volatility 47.8%, max drawdown -37.5%. 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: 4.38, Volatility: 23.4%, Max Drawdown: -2.3%
- YTD
- Return: -21.8%, Sharpe: -0.31, Volatility: 52.4%, Max Drawdown: -37.5%
- 1Y
- Return: -16.2%, Sharpe: -0.10, Volatility: 47.8%, Max Drawdown: -37.5%
- 5Y
- Return: 104.7%, Sharpe: 0.62, Volatility: 29.8%, Max Drawdown: -37.5%
- 10Y
- Return: 133.4%, Sharpe: 0.44, Volatility: 27.8%, 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.