IBKR vs. AJG
IBKR (Interactive Brokers Group, Inc.) and AJG (Arthur J. Gallagher & Co.) are both stocks. Both are in the Financial Services sector — IBKR in Capital Markets, AJG in Insurance Brokers. Over the past 10 years, IBKR returned 26.54%/yr vs 18.56%/yr for AJG. At a 0.36 correlation, their price movements are largely independent.
Performance
IBKR vs. AJG - Performance Comparison
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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%
IBKR vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IBKR:
$3.76
AJG:
$5.74
IBKR:
24.18
AJG:
38.12
IBKR:
0.83
AJG:
3.95
IBKR:
4.66
AJG:
4.08
IBKR:
$8.69B
AJG:
$13.94B
IBKR:
$7.75B
AJG:
$7.63B
IBKR:
$7.07B
AJG:
$3.66B
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Return for Risk
IBKR vs. AJG — Risk / Return Rank
IBKR
AJG
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.
| IBKR | AJG | Difference | |
|---|---|---|---|
| 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 |
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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
| IBKR | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -36.46% | +36.46% |
Average DrawdownAverage peak-to-trough decline | -24.85% | -12.83% | -12.02% |
Ulcer IndexDepth 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
| IBKR | AJG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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