HLI vs. IBKR
Compare and contrast key facts about Houlihan Lokey, Inc. (HLI) and Interactive Brokers Group, Inc. (IBKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLI or IBKR.
Key characteristics
| HLI | IBKR | |
|---|---|---|
| YTD Return | 57.48% | 117.64% |
| 1Y Return | 84.74% | 121.37% |
| 3Y Return (Ann) | 18.93% | 35.66% |
| 5Y Return (Ann) | 34.59% | 31.90% |
| Sharpe Ratio | 3.55 | 4.47 |
| Sortino Ratio | 4.96 | 5.16 |
| Omega Ratio | 1.57 | 1.70 |
| Calmar Ratio | 8.04 | 6.24 |
| Martin Ratio | 29.88 | 33.52 |
| Ulcer Index | 2.84% | 3.56% |
| Daily Std Dev | 23.95% | 26.68% |
| Max Drawdown | -36.57% | -63.66% |
| Current Drawdown | -1.78% | 0.00% |
Fundamentals
| HLI | IBKR | |
|---|---|---|
| Market Cap | $12.96B | $75.86B |
| EPS | $4.89 | $6.43 |
| PE Ratio | 38.15 | 27.92 |
| PEG Ratio | 6.54 | 12.88 |
| Total Revenue (TTM) | $2.12B | $4.15B |
| Gross Profit (TTM) | $643.57M | $3.74B |
| EBITDA (TTM) | $473.18M | $2.37B |
Correlation
The correlation between HLI and IBKR is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HLI vs. IBKR - Performance Comparison
In the year-to-date period, HLI achieves a 57.48% return, which is significantly lower than IBKR's 117.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HLI vs. IBKR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Houlihan Lokey, Inc. (HLI) 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.
Dividends
HLI vs. IBKR - Dividend Comparison
HLI's dividend yield for the trailing twelve months is around 1.20%, more than IBKR's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLI Houlihan Lokey, Inc. | 1.20% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% | 0.00% | 0.00% |
IBKR Interactive Brokers Group, Inc. | 0.39% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
Drawdowns
HLI vs. IBKR - Drawdown Comparison
The maximum HLI drawdown since its inception was -36.57%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for HLI and IBKR. For additional features, visit the drawdowns tool.
Volatility
HLI vs. IBKR - Volatility Comparison
The current volatility for Houlihan Lokey, Inc. (HLI) is 12.22%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 13.36%. This indicates that HLI 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.
Financials
HLI vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Houlihan Lokey, 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