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HLI vs. IBKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

HLI vs. IBKR - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
14.19%
48.18%
HLI
IBKR

Key characteristics

Sharpe Ratio

HLI:

2.09

IBKR:

4.09

Sortino Ratio

HLI:

3.09

IBKR:

4.95

Omega Ratio

HLI:

1.36

IBKR:

1.65

Calmar Ratio

HLI:

3.77

IBKR:

7.12

Martin Ratio

HLI:

13.30

IBKR:

27.42

Ulcer Index

HLI:

3.72%

IBKR:

3.98%

Daily Std Dev

HLI:

23.71%

IBKR:

26.76%

Max Drawdown

HLI:

-36.57%

IBKR:

-63.66%

Current Drawdown

HLI:

-11.43%

IBKR:

-5.22%

Fundamentals

Market Cap

HLI:

$11.80B

IBKR:

$77.17B

EPS

HLI:

$4.89

IBKR:

$6.41

PE Ratio

HLI:

34.40

IBKR:

28.49

PEG Ratio

HLI:

6.54

IBKR:

12.96

Total Revenue (TTM)

HLI:

$1.61B

IBKR:

$3.80B

Gross Profit (TTM)

HLI:

$456.47M

IBKR:

$4.31B

EBITDA (TTM)

HLI:

$368.36M

IBKR:

$5.89B

Returns By Period

In the year-to-date period, HLI achieves a -3.14% return, which is significantly lower than IBKR's 3.38% return.


HLI

YTD

-3.14%

1M

-5.25%

6M

14.19%

1Y

49.21%

5Y*

29.18%

10Y*

N/A

IBKR

YTD

3.38%

1M

1.75%

6M

48.18%

1Y

107.98%

5Y*

30.62%

10Y*

21.57%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HLI vs. IBKR — Risk-Adjusted Performance Rank

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

HLI
The Risk-Adjusted Performance Rank of HLI is 9494
Overall Rank
The Sharpe Ratio Rank of HLI is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of HLI is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HLI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HLI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HLI is 9595
Martin Ratio Rank

IBKR
The Risk-Adjusted Performance Rank of IBKR is 9999
Overall Rank
The Sharpe Ratio Rank of IBKR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for HLI, currently valued at 2.09, compared to the broader market-2.000.002.002.094.09
The chart of Sortino ratio for HLI, currently valued at 3.09, compared to the broader market-4.00-2.000.002.004.003.094.95
The chart of Omega ratio for HLI, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.65
The chart of Calmar ratio for HLI, currently valued at 3.77, compared to the broader market0.002.004.006.003.777.12
The chart of Martin ratio for HLI, currently valued at 13.30, compared to the broader market0.0010.0020.0013.3027.42
HLI
IBKR

The current HLI Sharpe Ratio is 2.09, which is lower than the IBKR Sharpe Ratio of 4.09. The chart below compares the historical Sharpe Ratios of HLI 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
2.09
4.09
HLI
IBKR

Dividends

HLI vs. IBKR - Dividend Comparison

HLI's dividend yield for the trailing twelve months is around 1.34%, more than IBKR's 0.47% yield.


TTM20242023202220212020201920182017201620152014
HLI
Houlihan Lokey, Inc.
1.34%1.30%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%0.00%
IBKR
Interactive Brokers Group, Inc.
0.47%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.43%
-5.22%
HLI
IBKR

Volatility

HLI vs. IBKR - Volatility Comparison

Houlihan Lokey, Inc. (HLI) and Interactive Brokers Group, Inc. (IBKR) have volatilities of 7.02% and 7.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.02%
7.30%
HLI
IBKR

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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