006800.KS vs. IBKR

Last updated Apr 2, 2026

Compare and contrast key facts about Mirae Asset Daewoo Securities Co Ltd (006800.KS) and Interactive Brokers Group, Inc. (IBKR).

Performance

006800.KS vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a ₩10,000 investment in Mirae Asset Daewoo Securities Co Ltd (006800.KS) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

006800.KS vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
006800.KS Mirae Asset Daewoo Securities Co Ltd	186.46%	198.22%	7.21%	25.49%	-27.52%	-5.20%	27.70%	19.59%	-26.53%	30.12%
IBKR Interactive Brokers Group, Inc.	11.68%	43.01%	144.48%	18.42%	-3.17%	43.65%	23.98%	-10.75%	-3.12%	44.68%

Different Trading Currencies

006800.KS is traded in KRW, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to KRW using the latest available exchange rates.

Returns By Period

In the year-to-date period, 006800.KS achieves a 186.46% return, which is significantly higher than IBKR's 11.68% return. Both investments have delivered pretty close results over the past 10 years, with 006800.KS having a 26.42% annualized return and IBKR not far behind at 25.44%.

006800.KS

• 1D: 8.12%
• 1M: -7.10%
• YTD: 186.46%
• 6M: 218.52%
• 1Y: 615.39%
• 3Y*: 121.16%
• 5Y*: 50.33%
• 10Y*: 26.42%

IBKR

• 1D: 2.40%
• 1M: 0.61%
• YTD: 11.68%
• 6M: 3.82%
• 1Y: 63.13%
• 3Y*: 57.47%
• 5Y*: 38.59%
• 10Y*: 25.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

006800.KS vs. IBKR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

006800.KS

006800.KS Risk / Return Rank: 99
006800.KS Sharpe Ratio Rank: 100
006800.KS Sortino Ratio Rank: 99
006800.KS Omega Ratio Rank: 98
006800.KS Calmar Ratio Rank: 100
006800.KS Martin Ratio Rank: 100

IBKR

IBKR Risk / Return Rank: 82
IBKR Sharpe Ratio Rank: 82
IBKR Sortino Ratio Rank: 76
IBKR Omega Ratio Rank: 76
IBKR Calmar Ratio Rank: 88
IBKR Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

006800.KS vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirae Asset Daewoo Securities Co Ltd (006800.KS) and Interactive Brokers Group, Inc. (IBKR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	006800.KS	IBKR	Difference
Sharpe ratio Return per unit of total volatility	8.37	1.52	+6.85
Sortino ratio Return per unit of downside risk	6.24	2.05	+4.19
Omega ratio Gain probability vs. loss probability	1.77	1.27	+0.50
Calmar ratio Return relative to maximum drawdown	23.69	4.17	+19.52
Martin ratio Return relative to average drawdown	51.43	9.86	+41.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

006800.KS vs. IBKR - Sharpe Ratio Comparison

The current 006800.KS Sharpe Ratio is 8.37, which is higher than the IBKR Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of 006800.KS and IBKR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	006800.KS	IBKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.37	1.52	+6.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.15	1.14	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.78	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.49	-0.37

Correlation

The correlation between 006800.KS and IBKR is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

006800.KS vs. IBKR - Dividend Comparison

006800.KS's dividend yield for the trailing twelve months is around 0.45%, less than IBKR's 0.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
006800.KS Mirae Asset Daewoo Securities Co Ltd	0.45%	1.06%	1.85%	0.00%	3.27%	3.44%	2.10%	3.42%	3.34%	2.38%	0.69%	3.46%
IBKR Interactive Brokers Group, Inc.	0.47%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%

Drawdowns

006800.KS vs. IBKR - Drawdown Comparison

The maximum 006800.KS drawdown since its inception was -90.95%, which is greater than IBKR's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for 006800.KS and IBKR.

Drawdown Indicators

	006800.KS	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-90.95%	-63.66%	-27.29%
Max Drawdown (1Y) Largest decline over 1 year	-25.64%	-18.70%	-6.94%
Max Drawdown (5Y) Largest decline over 5 years	-42.71%	-38.66%	-4.05%
Max Drawdown (10Y) Largest decline over 10 years	-66.27%	-55.09%	-11.18%
Current Drawdown Current decline from peak	-9.12%	-13.31%	+4.19%
Average Drawdown Average peak-to-trough decline	-59.70%	-24.93%	-34.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.81%	7.40%	+4.41%

Volatility

006800.KS vs. IBKR - Volatility Comparison

Mirae Asset Daewoo Securities Co Ltd (006800.KS) has a higher volatility of 30.92% compared to Interactive Brokers Group, Inc. (IBKR) at 10.33%. This indicates that 006800.KS's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	006800.KS	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.92%	10.33%	+20.59%
Volatility (6M) Calculated over the trailing 6-month period	62.64%	27.27%	+35.37%
Volatility (1Y) Calculated over the trailing 1-year period	79.97%	42.21%	+37.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.22%	34.13%	+11.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.03%	32.63%	+8.40%

Financials