GOOG vs. IBKR
GOOG (Alphabet Inc) and IBKR (Interactive Brokers Group, Inc.) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, GOOG returned 25.97%/yr vs 26.54%/yr for IBKR. At a 0.36 correlation, their price movements are largely independent.
Performance
GOOG vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 14.29% return, which is significantly lower than IBKR's 41.50% return. Both investments have delivered pretty close results over the past 10 years, with GOOG having a 25.97% annualized return and IBKR not far ahead at 26.54%.
GOOG
- 1D
- 0.45%
- 1M
- -9.77%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 104.22%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
IBKR
- 1D
- 2.23%
- 1M
- 2.97%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 80.51%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
GOOG vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between GOOG and IBKR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.36 |
Fundamentals
GOOG:
$4.38T
IBKR:
$40.72B
GOOG:
$13.11
IBKR:
$3.76
GOOG:
27.31
IBKR:
24.18
GOOG:
1.34
IBKR:
0.83
GOOG:
10.35
IBKR:
4.66
GOOG:
9.16
IBKR:
1.92
GOOG:
$422.57B
IBKR:
$8.69B
GOOG:
$255.12B
IBKR:
$7.75B
GOOG:
$174.08B
IBKR:
$7.07B
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Return for Risk
GOOG vs. IBKR — Risk / Return Rank
GOOG
IBKR
GOOG vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.33 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 4.20 | +0.79 |
| Martin ratioReturn relative to average drawdown | 17.56 | 10.65 | +6.91 |
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Drawdowns
GOOG vs. IBKR - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for GOOG and IBKR.
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Drawdown Indicators
| GOOG | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -63.66% | +19.06% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -18.70% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -38.66% | +9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -38.66% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -55.09% | +10.49% |
Current DrawdownCurrent decline from peak | -10.19% | 0.00% | -10.19% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -24.85% | +15.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 7.35% | -1.47% |
Volatility
GOOG vs. IBKR - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 7.29%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.31%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky 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
| GOOG | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 11.31% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 27.82% | -7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 37.67% | -8.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.15% | 34.50% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.02% | 33.37% | -4.35% |
Dividends
GOOG vs. IBKR - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.24%, less than IBKR's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBKR Interactive Brokers Group, Inc. | 0.36% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
GOOG vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Alphabet Inc 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
GOOG and IBKR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (11.31%) compared to GOOG (7.29%). In terms of maximum drawdown, GOOG dropped -44.60% vs IBKR's -63.66%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 2.08), 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.
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