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

Performance

IBKR vs. AJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Interactive Brokers Group, Inc. (IBKR) and Arthur J. Gallagher & Co. (AJG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBKR achieves a 41.50% return, which is significantly higher than AJG's -14.95% return. Over the past 10 years, IBKR has outperformed AJG with an annualized return of 26.54%, while AJG has yielded a comparatively lower 18.56% annualized return.


IBKR

1D
2.23%
1M
4.48%
YTD
41.50%
6M
41.85%
1Y
80.51%
3Y*
67.33%
5Y*
41.64%
10Y*
26.54%

AJG

1D
-1.00%
1M
9.74%
YTD
-14.95%
6M
-13.82%
1Y
-30.16%
3Y*
2.53%
5Y*
9.77%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBKR vs. AJG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AJG
Arthur J. Gallagher & Co.
-14.95%-8.03%27.34%20.51%12.44%39.02%32.12%31.79%19.19%25.04%

Correlation

The correlation between IBKR and AJG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

0.36

The correlation between IBKR and AJG shifts across timeframes, from -0.04 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

IBKR:

$3.76

AJG:

$5.74

PE Ratio

IBKR:

24.18

AJG:

38.12

PEG Ratio

IBKR:

0.83

AJG:

3.95

PS Ratio

IBKR:

4.66

AJG:

4.08

Total Revenue (TTM)

IBKR:

$8.69B

AJG:

$13.94B

Gross Profit (TTM)

IBKR:

$7.75B

AJG:

$7.63B

EBITDA (TTM)

IBKR:

$7.07B

AJG:

$3.66B

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Return for Risk

IBKR vs. AJG — Risk / Return Rank

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

IBKR
IBKR Risk / Return Rank: 8888
Overall Rank
IBKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8484
Omega Ratio Rank
IBKR Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8989
Martin Ratio Rank

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1414
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
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.

IBKR vs. AJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Arthur J. Gallagher & Co. (AJG). 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.


IBKRAJGDifference
Sharpe ratioReturn per unit of total volatility

+3.20

Sortino ratioReturn per unit of downside risk

+4.16

Omega ratioGain probability vs. loss probability

1.33

0.81

+0.52

Calmar ratioReturn relative to maximum drawdown

4.20

-0.76

+4.96

Martin ratioReturn relative to average drawdown

10.65

-1.30

+11.95

IBKR vs. AJG - Sharpe Ratio Comparison

The current IBKR Sharpe Ratio is 2.08, which is higher than the AJG Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of IBKR and AJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBKR vs. AJG - Drawdown Comparison

The maximum IBKR drawdown since its inception was -63.66%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for IBKR and AJG.


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Drawdown Indicators


IBKRAJGDifference

Max Drawdown

Largest peak-to-trough decline

-63.66%

-57.49%

-6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-18.70%

-40.64%

+21.94%

Max Drawdown (3Y)

Largest decline over 3 years

-38.66%

-44.40%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.66%

-44.40%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-55.09%

-44.40%

-10.69%

Current Drawdown

Current decline from peak

0.00%

-36.46%

+36.46%

Average Drawdown

Average peak-to-trough decline

-24.85%

-12.83%

-12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

23.87%

-16.52%

Volatility

IBKR vs. AJG - Volatility Comparison

Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 11.31% compared to Arthur J. Gallagher & Co. (AJG) at 8.37%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBKRAJGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

8.37%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

22.48%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

37.67%

27.85%

+9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.50%

22.98%

+11.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.37%

23.08%

+10.29%

Dividends

IBKR vs. AJG - Dividend Comparison

IBKR's dividend yield for the trailing twelve months is around 0.36%, less than AJG's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
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

IBKR vs. AJG - Financials Comparison

This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and Arthur J. Gallagher & Co.. 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
765.00M
3.63B
(IBKR) Total Revenue
(AJG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IBKR and AJG have a correlation of -0.04, 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 AJG (8.37%). In terms of maximum drawdown, IBKR dropped -63.66% vs AJG's -57.49%.

IBKR currently has the higher Sharpe Ratio (2.08 vs -1.12), 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.

Portfolio Optimizer

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