PortfoliosLab logoPortfoliosLab logo
AJG vs. IBKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AJG vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arthur J. Gallagher & Co. (AJG) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AJG achieves a -14.95% return, which is significantly lower than IBKR's 41.50% return. Over the past 10 years, AJG has underperformed IBKR with an annualized return of 18.56%, while IBKR has yielded a comparatively higher 26.54% annualized return.


AJG

1D
-1.00%
1M
9.74%
YTD
-14.95%
6M
-13.82%
1Y
-30.16%
3Y*
2.53%
5Y*
9.77%
10Y*
18.56%

IBKR

1D
2.23%
1M
4.48%
YTD
41.50%
6M
41.85%
1Y
80.51%
3Y*
67.33%
5Y*
41.64%
10Y*
26.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AJG vs. IBKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AJG
Arthur J. Gallagher & Co.
-14.95%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%
IBKR
Interactive Brokers Group, Inc.
41.50%46.37%114.43%15.14%-8.35%31.12%31.71%-14.01%-7.13%63.75%

Correlation

The correlation between AJG and IBKR is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

0.36

The correlation between AJG and IBKR shifts across timeframes, from -0.04 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

AJG:

$5.74

IBKR:

$3.76

PE Ratio

AJG:

38.12

IBKR:

24.18

PEG Ratio

AJG:

3.95

IBKR:

0.83

PS Ratio

AJG:

4.08

IBKR:

4.66

Total Revenue (TTM)

AJG:

$13.94B

IBKR:

$8.69B

Gross Profit (TTM)

AJG:

$7.63B

IBKR:

$7.75B

EBITDA (TTM)

AJG:

$3.66B

IBKR:

$7.07B

Compare stocks, funds, or ETFs

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


Return for Risk

AJG vs. IBKR — Risk / Return Rank

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

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1414
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
Martin Ratio Rank

IBKR
IBKR Risk / Return Rank: 8888
Overall Rank
IBKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8484
Omega Ratio Rank
IBKR Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8989
Martin Ratio Rank
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.

AJG vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AJGIBKRDifference
Sharpe ratioReturn per unit of total volatility

-3.20

Sortino ratioReturn per unit of downside risk

-4.16

Omega ratioGain probability vs. loss probability

0.81

1.33

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.76

4.20

-4.96

Martin ratioReturn relative to average drawdown

-1.30

10.65

-11.95

AJG vs. IBKR - Sharpe Ratio Comparison

The current AJG Sharpe Ratio is -1.12, which is lower than the IBKR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of AJG and IBKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AJG vs. IBKR - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.49%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for AJG and IBKR.


Loading charts...

Drawdown Indicators


AJGIBKRDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-63.66%

+6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-40.64%

-18.70%

-21.94%

Max Drawdown (3Y)

Largest decline over 3 years

-44.40%

-38.66%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-44.40%

-38.66%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.40%

-55.09%

+10.69%

Current Drawdown

Current decline from peak

-36.46%

0.00%

-36.46%

Average Drawdown

Average peak-to-trough decline

-12.83%

-24.85%

+12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.87%

7.35%

+16.52%

Volatility

AJG vs. IBKR - Volatility Comparison

The current volatility for Arthur J. Gallagher & Co. (AJG) is 8.37%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.31%. This indicates that AJG experiences smaller price fluctuations and is considered to be less risky than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AJGIBKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

11.31%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

27.82%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.85%

37.67%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

34.50%

-11.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

33.37%

-10.29%

Dividends

AJG vs. IBKR - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 1.23%, more than IBKR's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
IBKR
Interactive Brokers Group, Inc.
0.36%0.47%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%

Financials

AJG vs. IBKR - Financials Comparison

This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. and Interactive Brokers Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
3.63B
765.00M
(AJG) Total Revenue
(IBKR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AJG and IBKR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBKR has higher volatility (11.31%) compared to AJG (8.37%). In terms of maximum drawdown, AJG dropped -57.49% vs IBKR's -63.66%.

IBKR currently has the higher Sharpe Ratio (2.08 vs -1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AJG and IBKR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer