DFIN vs. IBKR

Last updated Jun 6, 2026

DFIN (Donnelley Financial Solutions, Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 5 years, DFIN returned 3.46%/yr vs 38.44%/yr for IBKR. At a 0.33 correlation, their price movements are largely independent.

Performance

DFIN vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Donnelley Financial Solutions, Inc. (DFIN) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFIN achieves a -21.31% return, which is significantly lower than IBKR's 31.51% return.

DFIN

• 1D: -4.60%
• 1M: -14.50%
• YTD: -21.31%
• 6M: -19.80%
• 1Y: -34.18%
• 3Y*: -7.31%
• 5Y*: 3.46%
• 10Y*: —

IBKR

• 1D: -3.06%
• 1M: -2.94%
• YTD: 31.51%
• 6M: 31.13%
• 1Y: 63.98%
• 3Y*: 61.67%
• 5Y*: 38.44%
• 10Y*: 24.54%

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

DFIN vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFIN Donnelley Financial Solutions, Inc.	-21.31%	-25.57%	0.58%	61.37%	-18.01%	177.78%	62.08%	-25.37%	-28.01%	-15.19%
IBKR Interactive Brokers Group, Inc.	31.51%	46.37%	114.43%	15.14%	-8.35%	31.12%	31.71%	-14.01%	-7.13%	63.75%

Correlation

The correlation between DFIN and IBKR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Oct 4, 2016	0.33

The correlation between DFIN and IBKR shifts across timeframes, from 0.22 (3 years) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DFIN : $966.26M IBKR : $37.84B
EPS DFIN : $1.26 IBKR : $3.76
PE Ratio DFIN : 29.27 IBKR : 22.48
PS Ratio DFIN : 1.32 IBKR : 4.33
PB Ratio DFIN : 2.57 IBKR : 1.78
Total Revenue (TTM) DFIN : $771.40M IBKR : $8.69B
Gross Profit (TTM) DFIN : $358.50M IBKR : $7.75B
EBITDA (TTM) DFIN : $125.10M IBKR : $7.07B

Return for Risk

DFIN vs. IBKR — Risk / Return Rank

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

DFIN

DFIN Risk / Return Rank: 12
DFIN Sharpe Ratio Rank: 11
DFIN Sortino Ratio Rank: 15
DFIN Omega Ratio Rank: 13
DFIN Calmar Ratio Rank: 12
DFIN Martin Ratio Rank: 8

IBKR

IBKR Risk / Return Rank: 83
IBKR Sharpe Ratio Rank: 85
IBKR Sortino Ratio Rank: 80
IBKR Omega Ratio Rank: 78
IBKR Calmar Ratio Rank: 85
IBKR Martin Ratio Rank: 85

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.

DFIN vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Donnelley Financial Solutions, Inc. (DFIN) 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.

	DFIN	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	-0.72	1.72	-2.44
Sortino ratio: Return per unit of downside risk	-0.79	2.31	-3.11
Omega ratio: Gain probability vs. loss probability	0.88	1.28	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.78	3.44	-4.22
Martin ratio: Return relative to average drawdown	-1.41	8.72	-10.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFIN vs. IBKR - Sharpe Ratio Comparison

The current DFIN Sharpe Ratio is -0.72, which is lower than the IBKR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DFIN 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.

Sharpe Ratios by Period

	DFIN	IBKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.72	1.72	-2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	1.12	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.44	-0.33

Drawdowns

DFIN vs. IBKR - Drawdown Comparison

The maximum DFIN drawdown since its inception was -84.38%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for DFIN and IBKR.

Drawdown Indicators

	DFIN	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-84.38%	-63.66%	-20.72%
Max Drawdown (1Y) Largest decline over 1 year	-43.93%	-18.70%	-25.23%
Max Drawdown (3Y) Largest decline over 3 years	-47.44%	-38.66%	-8.78%
Max Drawdown (5Y) Largest decline over 5 years	-50.29%	-38.66%	-11.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-55.09%	—
Current Drawdown Current decline from peak	-47.44%	-4.87%	-42.57%
Average Drawdown Average peak-to-trough decline	-26.64%	-24.73%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.21%	7.36%	+16.85%

Volatility

DFIN vs. IBKR - Volatility Comparison

Donnelley Financial Solutions, Inc. (DFIN) and Interactive Brokers Group, Inc. (IBKR) have volatilities of 10.84% and 10.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFIN	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	10.53%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	36.71%	27.49%	+9.22%
Volatility (1Y) Calculated over the trailing 1-year period	47.69%	37.48%	+10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.42%	34.43%	+7.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.18%	33.34%	+13.84%

Dividends

DFIN vs. IBKR - Dividend Comparison

DFIN has not paid dividends to shareholders, while IBKR's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIN Donnelley Financial Solutions, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBKR Interactive Brokers Group, Inc.	0.39%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%

Financials

Frequently Asked Questions

Can I hold both DFIN and IBKR in my portfolio?

DFIN and IBKR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFIN or IBKR?

DFIN has higher volatility (10.84%) compared to IBKR (10.53%). In terms of maximum drawdown, DFIN dropped -84.38% vs IBKR's -63.66%.

Which has better risk-adjusted returns?

IBKR currently has the higher Sharpe Ratio (1.72 vs -0.72), 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.