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Interactive Brokers Group, Inc. (IBKR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS45841N1072
CUSIP45841N107
SectorFinancial Services
IndustryCapital Markets

Highlights

Market Cap$50.97B
EPS (TTM)$5.86
PE Ratio20.66
PEG Ratio2.58
Total Revenue (TTM)$5.50B
Gross Profit (TTM)$4.14B
EBITDA (TTM)$2.18B
Year Range$72.30 - $129.00
Target Price$146.22
Short %2.84%
Short Ratio3.79

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Interactive Brokers Group, Inc.

Popular comparisons: IBKR vs. SCHW, IBKR vs. BRK-B, IBKR vs. JEPI, IBKR vs. MKTX, IBKR vs. VOO, IBKR vs. SPY, IBKR vs. QQQ, IBKR vs. QQQM, IBKR vs. SCHD, IBKR vs. MS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Interactive Brokers Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%450.00%FebruaryMarchAprilMayJuneJuly
434.65%
270.91%
IBKR (Interactive Brokers Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Interactive Brokers Group, Inc. had a return of 46.44% year-to-date (YTD) and 42.93% in the last 12 months. Over the past 10 years, Interactive Brokers Group, Inc. had an annualized return of 18.87%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date46.44%17.08%
1 month-1.86%3.89%
6 months38.21%16.83%
1 year42.93%24.87%
5 years (annualized)19.11%13.16%
10 years (annualized)18.87%10.96%

Monthly Returns

The table below presents the monthly returns of IBKR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.06%22.61%2.75%3.05%9.42%-2.48%46.44%
202310.49%7.84%-4.12%-5.70%-0.67%7.56%5.13%4.41%-4.96%-7.50%-2.66%6.50%15.14%
2022-14.14%-2.81%-0.41%-9.63%3.49%-10.61%6.69%5.11%3.77%25.41%0.31%-9.90%-8.35%
20210.44%18.46%0.90%-2.08%-5.82%-2.27%-5.89%4.66%-3.56%13.65%4.33%7.59%31.12%
20200.81%8.92%-15.52%-5.03%3.53%-1.37%18.75%7.10%-8.85%-1.57%11.12%15.47%31.71%
2019-7.78%9.78%-6.07%4.55%-6.16%6.69%-5.42%-7.72%13.94%-11.55%2.00%-3.72%-14.01%
20188.07%8.61%-3.11%10.35%-1.78%-11.50%-7.06%4.01%-11.02%-10.67%17.29%-5.53%-7.13%
20172.27%-1.42%-5.42%0.32%0.43%7.28%7.03%4.95%7.42%19.94%5.81%3.77%63.75%
2016-25.99%6.20%15.07%-3.36%6.01%-11.90%-1.58%3.27%-1.70%-5.90%10.94%-0.57%-15.34%
20155.04%4.37%6.75%-0.21%5.45%16.41%-3.39%-0.32%-1.13%4.23%5.64%0.55%51.12%
2014-12.90%5.38%-2.56%10.29%-3.27%1.17%-1.18%2.27%6.44%3.49%6.19%6.73%21.81%
20134.53%3.54%1.39%1.01%5.39%1.27%1.44%4.19%11.86%9.99%17.95%0.37%82.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IBKR is 87, placing it in the top 13% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IBKR is 8787
IBKR (Interactive Brokers Group, Inc.)
The Sharpe Ratio Rank of IBKR is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 8686Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 8383Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 9292Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IBKR
Sharpe ratio
The chart of Sharpe ratio for IBKR, currently valued at 1.77, compared to the broader market-2.00-1.000.001.002.003.001.77
Sortino ratio
The chart of Sortino ratio for IBKR, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.002.36
Omega ratio
The chart of Omega ratio for IBKR, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for IBKR, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Martin ratio
The chart of Martin ratio for IBKR, currently valued at 5.57, compared to the broader market-10.000.0010.0020.005.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market-10.000.0010.0020.008.58

Sharpe Ratio

The current Interactive Brokers Group, Inc. Sharpe ratio is 1.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Interactive Brokers Group, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.77
2.31
IBKR (Interactive Brokers Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Interactive Brokers Group, Inc. granted a 0.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.55 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.55$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40$0.40

Dividend yield

0.45%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Interactive Brokers Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.10$0.00$0.00$0.25$0.00$0.00$0.35
2023$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2022$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2021$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2020$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2019$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2018$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2017$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2016$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2015$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2014$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40
2013$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.40

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.5%
Interactive Brokers Group, Inc. has a dividend yield of 0.45%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%9.1%
Interactive Brokers Group, Inc. has a payout ratio of 9.12%, which is below the market average. This means Interactive Brokers Group, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.69%
-0.88%
IBKR (Interactive Brokers Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Interactive Brokers Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Interactive Brokers Group, Inc. was 63.66%, occurring on Mar 9, 2009. Recovery took 1448 trading sessions.

The current Interactive Brokers Group, Inc. drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.66%Feb 4, 2008276Mar 9, 20091448Dec 5, 20141724
-55.09%May 14, 2018468Mar 23, 2020242Mar 9, 2021710
-35.29%Dec 29, 202191May 9, 2022184Feb 1, 2023275
-33.31%Jul 7, 2015150Feb 8, 2016413Sep 27, 2017563
-30.35%May 7, 200756Jul 25, 200796Dec 10, 2007152

Volatility

Volatility Chart

The current Interactive Brokers Group, Inc. volatility is 6.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
6.22%
2.07%
IBKR (Interactive Brokers Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Interactive Brokers Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

P/E Ratio

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Interactive Brokers Group, Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items