EXE.TO vs. IBKR

Last updated Jun 9, 2026

EXE.TO (Extendicare Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. EXE.TO operates in Medical Care Facilities (Healthcare), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, EXE.TO returned 22.37%/yr vs 26.50%/yr for IBKR. At a 0.13 correlation, their price movements are largely independent.

Performance

EXE.TO vs. IBKR - Performance Comparison

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

Different Trading Currencies

EXE.TO is traded in CAD, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXE.TO achieves a 55.11% return, which is significantly higher than IBKR's 38.59% return. Over the past 10 years, EXE.TO has underperformed IBKR with an annualized return of 22.37%, while IBKR has yielded a comparatively higher 26.50% annualized return.

EXE.TO

• 1D: -0.88%
• 1M: -1.63%
• YTD: 55.11%
• 6M: 44.39%
• 1Y: 135.39%
• 3Y*: 73.18%
• 5Y*: 39.74%
• 10Y*: 22.37%

IBKR

• 1D: 3.78%
• 1M: 5.73%
• YTD: 38.59%
• 6M: 34.06%
• 1Y: 69.07%
• 3Y*: 66.82%
• 5Y*: 44.67%
• 10Y*: 26.50%

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

EXE.TO vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXE.TO Extendicare Inc.	55.11%	108.12%	54.90%	19.31%	-3.86%	17.26%	-14.91%	40.94%	-26.10%	-2.76%
IBKR Interactive Brokers Group, Inc.	38.59%	39.69%	132.59%	12.40%	-2.55%	31.05%	28.59%	-17.56%	0.68%	52.66%

Correlation

The correlation between EXE.TO and IBKR is -0.02, 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	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since May 4, 2007	0.13

The correlation between EXE.TO and IBKR shifts across timeframes, from -0.02 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap EXE.TO : CA$3.17B IBKR : $39.17B
EPS EXE.TO : CA$1.37 IBKR : $3.76
PE Ratio EXE.TO : 23.99 IBKR : 23.26
PEG Ratio EXE.TO : 0.33 IBKR : 0.80
PS Ratio EXE.TO : 1.68 IBKR : 4.49
PB Ratio EXE.TO : 8.07 IBKR : 1.84
Total Revenue (TTM) EXE.TO : CA$1.75B IBKR : $8.69B
Gross Profit (TTM) EXE.TO : CA$553.60M IBKR : $7.75B
EBITDA (TTM) EXE.TO : CA$205.13M IBKR : $7.07B

Return for Risk

EXE.TO vs. IBKR — Risk / Return Rank

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

EXE.TO

EXE.TO Risk / Return Rank: 98
EXE.TO Sharpe Ratio Rank: 98
EXE.TO Sortino Ratio Rank: 99
EXE.TO Omega Ratio Rank: 97
EXE.TO Calmar Ratio Rank: 97
EXE.TO Martin Ratio Rank: 98

IBKR

IBKR Risk / Return Rank: 84
IBKR Sharpe Ratio Rank: 86
IBKR Sortino Ratio Rank: 82
IBKR Omega Ratio Rank: 80
IBKR Calmar Ratio Rank: 87
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.

EXE.TO vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Extendicare Inc. (EXE.TO) 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.

	EXE.TO	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	4.04	1.85	+2.19
Sortino ratio: Return per unit of downside risk	5.77	2.46	+3.31
Omega ratio: Gain probability vs. loss probability	1.70	1.30	+0.40
Calmar ratio: Return relative to maximum drawdown	9.90	4.02	+5.87
Martin ratio: Return relative to average drawdown	28.62	9.38	+19.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXE.TO vs. IBKR - Sharpe Ratio Comparison

The current EXE.TO Sharpe Ratio is 4.04, which is higher than the IBKR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EXE.TO 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

	EXE.TO	IBKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.04	1.85	+2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.66	1.29	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.79	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.49	-0.10

Drawdowns

EXE.TO vs. IBKR - Drawdown Comparison

The maximum EXE.TO drawdown since its inception was -79.65%, which is greater than IBKR's maximum drawdown of -59.86%. Use the drawdown chart below to compare losses from any high point for EXE.TO and IBKR.

Drawdown Indicators

	EXE.TO	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-79.65%	-59.86%	-19.79%
Max Drawdown (1Y) Largest decline over 1 year	-13.76%	-17.26%	+3.50%
Max Drawdown (3Y) Largest decline over 3 years	-22.07%	-38.74%	+16.67%
Max Drawdown (5Y) Largest decline over 5 years	-22.07%	-38.74%	+16.67%
Max Drawdown (10Y) Largest decline over 10 years	-46.29%	-49.54%	+3.25%
Current Drawdown Current decline from peak	-4.10%	-0.80%	-3.30%
Average Drawdown Average peak-to-trough decline	-20.43%	-24.05%	+3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.80%	7.41%	-2.61%

Volatility

EXE.TO vs. IBKR - Volatility Comparison

Extendicare Inc. (EXE.TO) has a higher volatility of 15.42% compared to Interactive Brokers Group, Inc. (IBKR) at 10.30%. This indicates that EXE.TO'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

	EXE.TO	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.42%	10.30%	+5.12%
Volatility (6M) Calculated over the trailing 6-month period	23.71%	27.67%	-3.96%
Volatility (1Y) Calculated over the trailing 1-year period	33.78%	37.63%	-3.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.17%	34.97%	-10.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.67%	33.89%	-8.22%

Dividends

EXE.TO vs. IBKR - Dividend Comparison

EXE.TO's dividend yield for the trailing twelve months is around 1.55%, more than IBKR's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXE.TO Extendicare Inc.	1.55%	2.34%	4.52%	6.59%	7.32%	6.58%	7.23%	5.69%	7.56%	5.25%	4.86%	4.97%
IBKR Interactive Brokers Group, Inc.	0.37%	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 EXE.TO and IBKR in my portfolio?

EXE.TO and IBKR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.