International Business Machines

10-Year Study

IBM.XETRA · Technology · DE · Common Stock

Executive Summary: International Business Machines has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 36.5% and an annualized volatility of 50.3%.

1Y CAGR
+13.3%
3Y CAGR
+28.8%
5Y CAGR
+21.7%
10Y CAGR
+10.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
36.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +47.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.5-20.52.3-5.828.4-1.1——————-4.2%
202516.1-1.8-4.2-8.38.99.5-9.8-7.316.59.40.7-1.826.2%
202415.81.02.7-12.3-1.26.310.81.610.1-3.814.1-2.147.5%
2023-6.40.1-2.0-4.26.31.76.55.0-1.51.89.02.319.0%
20220.7-6.57.88.02.54.2-5.21.7-3.612.62.4-6.916.9%
2021-2.31.714.53.12.74.0-3.51.01.3-10.01.912.928.2%
20206.0-7.9-12.012.0-2.9-3.8-3.21.80.8-8.810.7-2.5-12.0%
201917.64.93.2-0.5-7.16.510.5-7.88.9-10.42.7-0.327.4%
20181.9-0.9-3.6-1.91.3-0.92.33.03.5-22.08.8-8.7-19.1%
20172.26.8-3.8-9.6-6.9-1.1-9.00.41.27.7-1.60.0-14.3%
2016—————-1.96.60.0-0.8-0.610.72.216.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 50.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.6% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019807.20688697842
2016-07-0110454.713888608165
2016-08-0110459.778526631746
2016-09-0110379.069570237582
2016-10-0110314.054022031174
2016-11-0111419.237028544347
2016-12-0111670.935598945718
2017-01-0111922.645785489345
2017-02-0112736.41463122814
2017-03-0112255.227554418721
2017-04-0111078.570424604848
2017-05-0110319.130276197015
2017-06-0110209.067328322128
2017-07-019290.625424715201
2017-08-019324.370317968662
2017-09-019431.819633835963
2017-10-0110160.883570244554
2017-11-0110001.521714635526
2017-12-0110001.521714635526
2018-01-0110187.589081290924
2018-02-0110094.264994406827
2018-03-019725.998436467253
2018-04-019537.166427954942
2018-05-019664.003085247381
2018-06-019581.574939799342
2018-07-019803.512953741036
2018-08-0110094.578630247737
2018-09-0110448.836120626665
2018-10-018148.596014966237
2018-11-018861.629675061651
2018-12-018087.843590967752
2019-01-019509.566473954867
2019-02-019972.51620742248
2019-03-0110291.274767067307
2019-04-0110242.800605433333
2019-05-019515.595251785691
2019-06-0110130.68160037915
2019-07-0111192.11821515651
2019-08-0110323.683803961336
2019-09-0111240.406518514388
2019-10-0110071.381194162655
2019-11-0110341.491350039669
2019-12-0110307.456053229811
2020-01-0110928.536331227326
2020-02-0110064.21403439075
2020-03-018856.669582318373
2020-04-019922.404169730424
2020-05-019632.174855466148
2020-06-019270.912831306896
2020-07-018974.945142768194
2020-08-019138.755980861242
2020-09-019209.358893492752
2020-10-018398.29660889959
2020-11-019296.398647416396
2020-12-019067.90912924236
2021-01-018858.237761522922
2021-02-019009.10821714287
2021-03-0110316.12169535273
2021-04-0110634.241367173478
2021-05-0110923.36714792344
2021-06-0111360.30833888004
2021-07-0110964.767078923554
2021-08-0111078.12901119912
2021-09-0111222.413114159961
2021-10-0110105.300329549955
2021-11-0110293.783853794586
2021-12-0111626.794258373206
2022-01-0111710.72088617226
2022-02-0110948.806499463915
2022-03-0111802.941439542043
2022-04-0112750.969657474814
2022-05-0113065.650951187807
2022-06-0113610.98236553444
2022-07-0112902.049203655366
2022-08-0113126.356910617269
2022-09-0112654.71830274222
2022-10-0114249.312614782004
2022-11-0114597.42516590755
2022-12-0113588.92331139044
2023-01-0112720.674758471361
2023-02-0112728.68989662795
2023-03-0112476.375670687012
2023-04-0111948.793721707432
2023-05-0112703.180848233938
2023-06-0112914.373930588903
2023-07-0113759.134643866502
2023-08-0114446.008751601576
2023-09-0114227.207096068982
2023-10-0114488.698074392098
2023-11-0115796.176198292193
2023-12-0116167.219014230934
2024-01-0118720.795566350822
2024-02-0118915.52857512914
2024-03-0119421.71359007331
2024-04-0117029.48525388821
2024-05-0116830.66336303581
2024-06-0117887.709076040428
2024-07-0119821.936155358933
2024-08-0120147.199754667072
2024-09-0122186.762011962302
2024-10-0121338.24928473604
2024-11-0124351.070020943902
2024-12-0123843.75824020091
2025-01-0127671.16095210548
2025-02-0127168.309769988762
2025-03-0126034.41165981895
2025-04-0123879.988987897137
2025-05-0126011.92280841148
2025-06-0128493.874227381337
2025-07-0125703.827867357595
2025-08-0123840.11077153255
2025-09-0127779.957740474467
2025-10-0130404.61346705836
2025-11-0130628.259053911675
2025-12-0130085.448342434574
2026-01-0129623.48598105872
2026-02-0123540.11228163104
2026-03-0124091.879038787458
2026-04-0122704.91165343007
2026-05-0129150.708991242587
2026-06-0128819.64893694874
Annual Return Matrix
YearAnnual Return
2017-0.14304027900393845
2018-0.19133869607736098
20190.2744381042112203
2020-0.12025730864979456
20210.28219130702125206
20220.168759247769795
20230.18973509848858505
20240.4748212552333724
20250.26177459271961956
2026-0.04207347655512472
Total Factor Risk
0.503469669100108
VTI.US Exposure
0.2902971984585966
VEA.US Exposure
-0.0025058892002541504
VWO.US Exposure
0.0029112956105209527
QQQ.US Exposure
-0.01624603199174713
VTV.US Exposure
-0.0034174719725911487
IJR.US Exposure
-0.007188672417353048
QUAL.US Exposure
0.023545665810362635
SHV.US Exposure
0.34553020226436526
TLT.US Exposure
0.0012857370531344735
LQD.US Exposure
0.05687074052427513
HYG.US Exposure
-0.0006056511226561829
GLD.US Exposure
0.000021183655610104336
USO.US Exposure
0.000008754528581413331
VNQ.US Exposure
-0.005600764860494062
BTC-USD.CC Exposure
0.0010616520491651467
CPER.US Exposure
0.002866863890545886
VIX.INDX Exposure
-0.009993069324378644
UUP.US Exposure
0.04754771262738368
TIP.US Exposure
0.09948204607375903
Idiosyncratic Exposure
0.17412849834317407
Value Score
19.8
Growth Score
54.8
Profit Score
51.3
Health Score
28.5
Yield Score
35.3
Moat Score
100

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →25.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated23.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.94%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Medium
Market Cap$235.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
4.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.43
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$333
Avg Yield on Cost
3.33%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$332.633.33%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.58
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+2.0%
50.0% retracement+7.2%
61.8% retracement+13.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is International Business Machines a high-risk investment?

International Business Machines (IBM.XETRA) has an annualized volatility of 50.3% and experienced a maximum drawdown of 36.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of IBM.XETRA?

Over the past 10 years, IBM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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