FQT.DE vs. IBKR
FQT.DE (Frequentis AG) and IBKR (Interactive Brokers Group, Inc.) are both stocks. FQT.DE operates in Communication Equipment (Technology), while IBKR operates in Capital Markets (Financial Services). Over the past 5 years, FQT.DE returned 25.86%/yr vs 42.04%/yr for IBKR. At a 0.09 correlation, their price movements are largely independent.
Performance
FQT.DE vs. IBKR - Performance Comparison
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Different Trading Currencies
FQT.DE is traded in EUR, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FQT.DE achieves a 5.91% return, which is significantly lower than IBKR's 38.62% return.
FQT.DE
- 1D
- 0.26%
- 1M
- -2.90%
- YTD
- 5.91%
- 6M
- 10.78%
- 1Y
- 63.56%
- 3Y*
- 37.14%
- 5Y*
- 25.86%
- 10Y*
- —
IBKR
- 1D
- 0.00%
- 1M
- 5.83%
- YTD
- 38.62%
- 6M
- 34.57%
- 1Y
- 69.85%
- 3Y*
- 60.66%
- 5Y*
- 42.04%
- 10Y*
- 25.04%
FQT.DE vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FQT.DE Frequentis AG | 5.91% | 172.13% | -0.66% | -3.80% | 7.41% | 48.15% | -9.09% | 12.82% |
IBKR Interactive Brokers Group, Inc. | 38.62% | 29.00% | 128.58% | 11.69% | -2.67% | 40.92% | 20.86% | -14.38% |
Correlation
The correlation between FQT.DE and IBKR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.09 |
The correlation between FQT.DE and IBKR shifts across timeframes, from 0.09 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FQT.DE vs. IBKR — Risk / Return Rank
FQT.DE
IBKR
FQT.DE vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frequentis AG (FQT.DE) 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.
| FQT.DE | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 4.28 | -2.21 |
| Martin ratioReturn relative to average drawdown | 4.13 | 9.74 | -5.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FQT.DE | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.87 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.21 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.50 | +0.17 |
Drawdowns
FQT.DE vs. IBKR - Drawdown Comparison
The maximum FQT.DE drawdown since its inception was -33.89%, smaller than the maximum IBKR drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for FQT.DE and IBKR.
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Drawdown Indicators
| FQT.DE | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -57.84% | +23.95% |
Max Drawdown (1Y)Largest decline over 1 year | -30.60% | -16.41% | -14.19% |
Max Drawdown (3Y)Largest decline over 3 years | -30.60% | -41.29% | +10.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -41.29% | +8.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.26% | — |
Current DrawdownCurrent decline from peak | -14.52% | -0.72% | -13.80% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -23.00% | +11.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 7.19% | +8.15% |
Volatility
FQT.DE vs. IBKR - Volatility Comparison
Frequentis AG (FQT.DE) has a higher volatility of 21.71% compared to Interactive Brokers Group, Inc. (IBKR) at 9.83%. This indicates that FQT.DE'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
| FQT.DE | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.71% | 9.83% | +11.88% |
Volatility (6M)Calculated over the trailing 6-month period | 38.07% | 26.79% | +11.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.61% | 37.72% | +19.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.42% | 35.06% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.06% | 34.13% | +0.93% |
Dividends
FQT.DE vs. IBKR - Dividend Comparison
FQT.DE's dividend yield for the trailing twelve months is around 0.35%, less than IBKR's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQT.DE Frequentis AG | 0.35% | 0.37% | 0.89% | 0.81% | 0.70% | 0.56% | 0.82% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
IBKR Interactive Brokers Group, Inc. | 0.38% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
FQT.DE vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Frequentis AG 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FQT.DE and IBKR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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