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FF vs. IBKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FF vs. IBKR - Performance Comparison

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

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FF vs. IBKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FF
FutureFuel Corp.
22.40%-35.84%31.03%-22.78%9.85%-26.86%37.61%-20.32%14.46%3.12%
IBKR
Interactive Brokers Group, Inc.
4.40%46.37%114.43%15.14%-8.35%31.12%31.71%-14.01%-7.13%63.75%

Fundamentals

EPS

FF:

-$1.69

IBKR:

$3.63

PS Ratio

FF:

1.17

IBKR:

3.62

Total Revenue (TTM)

FF:

$95.74M

IBKR:

$8.25B

Gross Profit (TTM)

FF:

$48.00K

IBKR:

$7.25B

EBITDA (TTM)

FF:

-$34.90M

IBKR:

$6.30B

Returns By Period

In the year-to-date period, FF achieves a 22.40% return, which is significantly higher than IBKR's 4.40% return. Over the past 10 years, FF has underperformed IBKR with an annualized return of 1.84%, while IBKR has yielded a comparatively higher 21.80% annualized return.


FF

1D
-2.28%
1M
-9.62%
YTD
22.40%
6M
2.42%
1Y
5.04%
3Y*
-4.57%
5Y*
-11.00%
10Y*
1.84%

IBKR

1D
5.31%
1M
-5.79%
YTD
4.40%
6M
-2.30%
1Y
62.84%
3Y*
48.92%
5Y*
30.22%
10Y*
21.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FF vs. IBKR — Risk / Return Rank

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

FF
FF Risk / Return Rank: 4242
Overall Rank
FF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FF Sortino Ratio Rank: 4242
Sortino Ratio Rank
FF Omega Ratio Rank: 4141
Omega Ratio Rank
FF Calmar Ratio Rank: 4040
Calmar Ratio Rank
FF Martin Ratio Rank: 4040
Martin Ratio Rank

IBKR
IBKR Risk / Return Rank: 8484
Overall Rank
IBKR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8080
Omega Ratio Rank
IBKR Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8787
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.

FF vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FutureFuel Corp. (FF) 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.


FFIBKRDifference

Sharpe ratio

Return per unit of total volatility

0.11

1.47

-1.36

Sortino ratio

Return per unit of downside risk

0.50

2.06

-1.57

Omega ratio

Gain probability vs. loss probability

1.06

1.28

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.05

3.41

-3.46

Martin ratio

Return relative to average drawdown

-0.11

8.67

-8.77

FF vs. IBKR - Sharpe Ratio Comparison

The current FF Sharpe Ratio is 0.11, which is lower than the IBKR Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FF 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.


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Sharpe Ratios by Period


FFIBKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.47

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.89

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.66

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.40

-0.31

Correlation

The correlation between FF and IBKR is 0.27, 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

FF vs. IBKR - Dividend Comparison

FF's dividend yield for the trailing twelve months is around 6.23%, more than IBKR's 0.48% yield.


TTM20252024202320222021202020192018201720162015
FF
FutureFuel Corp.
6.23%7.52%51.80%3.95%2.95%35.86%25.51%1.94%1.51%1.70%18.20%1.78%
IBKR
Interactive Brokers Group, Inc.
0.48%0.47%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%

Drawdowns

FF vs. IBKR - Drawdown Comparison

The maximum FF drawdown since its inception was -64.23%, roughly equal to the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for FF and IBKR.


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Drawdown Indicators


FFIBKRDifference

Max Drawdown

Largest peak-to-trough decline

-64.23%

-63.66%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-30.85%

-18.70%

-12.15%

Max Drawdown (5Y)

Largest decline over 5 years

-61.12%

-38.66%

-22.46%

Max Drawdown (10Y)

Largest decline over 10 years

-64.23%

-55.09%

-9.14%

Current Drawdown

Current decline from peak

-54.15%

-14.38%

-39.77%

Average Drawdown

Average peak-to-trough decline

-30.30%

-24.93%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.14%

7.35%

+6.79%

Volatility

FF vs. IBKR - Volatility Comparison

FutureFuel Corp. (FF) has a higher volatility of 23.88% compared to Interactive Brokers Group, Inc. (IBKR) at 11.72%. This indicates that FF'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.


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Volatility by Period


FFIBKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.88%

11.72%

+12.16%

Volatility (6M)

Calculated over the trailing 6-month period

38.11%

28.21%

+9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

46.51%

42.92%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.00%

34.06%

+13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.37%

33.19%

+11.18%

Financials

FF vs. IBKR - Financials Comparison

This section allows you to compare key financial metrics between FutureFuel Corp. 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


0.00500.00M1.00B1.50B2.00B2.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
19.84M
677.00M
(FF) Total Revenue
(IBKR) Total Revenue
Values in USD except per share items