DGII vs. IBKR

Last updated Jun 23, 2026

DGII (Digi International Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. DGII operates in Communication Equipment (Technology), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, DGII returned 20.79%/yr vs 27.83%/yr for IBKR. At a 0.34 correlation, their price movements are largely independent.

Performance

DGII vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Digi International Inc. (DGII) 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, DGII achieves a 58.88% return, which is significantly higher than IBKR's 50.87% return. Over the past 10 years, DGII has underperformed IBKR with an annualized return of 20.79%, while IBKR has yielded a comparatively higher 27.83% annualized return.

DGII

• 1D: -0.41%
• 1M: 3.96%
• YTD: 58.88%
• 6M: 53.80%
• 1Y: 108.93%
• 3Y*: 21.60%
• 5Y*: 28.69%
• 10Y*: 20.79%

IBKR

• 1D: 0.85%
• 1M: 19.14%
• YTD: 50.87%
• 6M: 47.46%
• 1Y: 89.45%
• 3Y*: 70.06%
• 5Y*: 43.64%
• 10Y*: 27.83%

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

DGII vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGII Digi International Inc.	58.88%	43.20%	16.27%	-28.86%	48.76%	30.00%	6.66%	75.62%	5.65%	-30.55%
IBKR Interactive Brokers Group, Inc.	50.87%	46.37%	114.43%	15.14%	-8.35%	31.12%	31.71%	-14.01%	-7.13%	63.75%

Correlation

The correlation between DGII and IBKR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since May 4, 2007	0.34

Fundamentals

Market Cap DGII : $2.65B IBKR : $43.41B
EPS DGII : $1.14 IBKR : $3.76
PE Ratio DGII : 60.58 IBKR : 25.78
PEG Ratio DGII : 1.47 IBKR : 0.88
PS Ratio DGII : 5.51 IBKR : 4.97
PB Ratio DGII : 3.97 IBKR : 2.04
Total Revenue (TTM) DGII : $475.06M IBKR : $8.69B
Gross Profit (TTM) DGII : $301.41M IBKR : $7.75B
EBITDA (TTM) DGII : $88.69M IBKR : $7.07B

Return for Risk

DGII vs. IBKR — Risk / Return Rank

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

DGII

DGII Risk / Return Rank: 94
DGII Sharpe Ratio Rank: 95
DGII Sortino Ratio Rank: 93
DGII Omega Ratio Rank: 90
DGII Calmar Ratio Rank: 96
DGII Martin Ratio Rank: 96

IBKR

IBKR Risk / Return Rank: 90
IBKR Sharpe Ratio Rank: 92
IBKR Sortino Ratio Rank: 89
IBKR Omega Ratio Rank: 87
IBKR Calmar Ratio Rank: 92
IBKR Martin Ratio Rank: 91

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.

DGII vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digi International Inc. (DGII) 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.

	DGII	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	2.99	2.40	+0.59
Sortino ratio: Return per unit of downside risk	3.52	2.94	+0.58
Omega ratio: Gain probability vs. loss probability	1.42	1.37	+0.05
Calmar ratio: Return relative to maximum drawdown	8.12	4.81	+3.31
Martin ratio: Return relative to average drawdown	21.33	12.23	+9.11

DGII vs. IBKR - Sharpe Ratio Comparison

The current DGII Sharpe Ratio is 2.99, which is comparable to the IBKR Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DGII 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.

Drawdowns

DGII vs. IBKR - Drawdown Comparison

The maximum DGII drawdown since its inception was -94.61%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for DGII and IBKR.

Drawdown Indicators

	DGII	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-94.61%	-63.66%	-30.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.49%	-18.70%	+5.21%
Max Drawdown (3Y) Largest decline over 3 years	-48.60%	-38.66%	-9.94%
Max Drawdown (5Y) Largest decline over 5 years	-48.60%	-38.66%	-9.94%
Max Drawdown (10Y) Largest decline over 10 years	-65.74%	-55.09%	-10.65%
Current Drawdown Current decline from peak	-1.49%	0.00%	-1.49%
Average Drawdown Average peak-to-trough decline	-50.31%	-24.82%	-25.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	7.34%	-2.22%

Volatility

DGII vs. IBKR - Volatility Comparison

Digi International Inc. (DGII) has a higher volatility of 12.29% compared to Interactive Brokers Group, Inc. (IBKR) at 10.14%. This indicates that DGII'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

	DGII	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.29%	10.14%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	26.79%	27.61%	-0.82%
Volatility (1Y) Calculated over the trailing 1-year period	36.70%	37.54%	-0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.25%	34.51%	+6.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.13%	33.37%	+10.76%

Dividends

DGII vs. IBKR - Dividend Comparison

DGII has not paid dividends to shareholders, while IBKR's dividend yield for the trailing twelve months is around 0.34%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGII Digi International 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.	0.34%	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 DGII and IBKR in my portfolio?

DGII and IBKR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGII or IBKR?

DGII has higher volatility (12.29%) compared to IBKR (10.14%). In terms of maximum drawdown, DGII dropped -94.61% vs IBKR's -63.66%.

Which has better risk-adjusted returns?

DGII currently has the higher Sharpe Ratio (2.99 vs 2.40), 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.