IBM vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +19.23% against -18.25% for IBM. Over five years, SPY averaged +11.83% a year, compared with +10.47% for IBM. SPY had the higher Sharpe ratio over the past year (1.11 vs -0.25), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -37.50% for IBM.