International Business Machines Corporation (IBM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
International Business Machines Corporation (IBM): 1Y return 4.2%, Sharpe ratio 0.29, volatility 31.8%, max drawdown -28.7%. 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: 1.0%, Sharpe: 0.93, Volatility: 28.3%, Max Drawdown: -7.0%
- YTD
- Return: -16.9%, Sharpe: -1.21, Volatility: 43.4%, Max Drawdown: -28.6%
- 1Y
- Return: 4.2%, Sharpe: 0.29, Volatility: 31.8%, Max Drawdown: -28.7%
- 5Y
- Return: 135.8%, Sharpe: 0.80, Volatility: 24.6%, Max Drawdown: -28.7%
- 10Y
- Return: 156.9%, Sharpe: 0.49, Volatility: 25.1%, 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.