IBM (IBM): analysis and statistics
Return, volatility, Sharpe ratio and risk for IBM, a component of the S&P 500 in the Information Technology sector. Data as of 2026-09-13.
| Last close price | $243.29 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +21.98% |
| Total return over period | +80.80% |
| Annualized volatility | 35.06% |
| Period volatility | 60.53% |
| Sharpe ratio | 0.52 |
| Sortino ratio | 0.70 |
| Max drawdown | -37.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.14% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $125.23 – $329.23 |
| Trading days analyzed | 751 |
Over the last 3.0 years, IBM (IBM) has posted an annualized return of +21.98% with annual volatility of 35.06%, a Sharpe ratio of 0.52. Its worst stretch (max drawdown from a peak) was -37.50%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how IBM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, IBM (IBM) is of the S&P 500.
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