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IBKR vs. BRK-B
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Risk-Adjusted Performance
Dividends
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IBKR vs. BRK-B

Last updated Apr 8, 2025

Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Berkshire Hathaway Inc. (BRK-B).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or BRK-B.

Correlation

The correlation between IBKR and BRK-B is 0.44, 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.

-0.50.00.51.0
Correlation: 0.4

Performance

IBKR vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Interactive Brokers Group, Inc. (IBKR) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.
0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
-2.63%
8.13%
IBKR
BRK-B

Key characteristics

Sharpe Ratio

IBKR:

0.82

BRK-B:

1.03

Sortino Ratio

IBKR:

1.25

BRK-B:

1.47

Omega Ratio

IBKR:

1.18

BRK-B:

1.21

Calmar Ratio

IBKR:

0.80

BRK-B:

2.05

Martin Ratio

IBKR:

3.19

BRK-B:

5.12

Ulcer Index

IBKR:

9.65%

BRK-B:

3.53%

Daily Std Dev

IBKR:

37.58%

BRK-B:

17.59%

Max Drawdown

IBKR:

-63.66%

BRK-B:

-53.86%

Current Drawdown

IBKR:

-38.66%

BRK-B:

-8.80%

Fundamentals

Market Cap

IBKR:

$60.98B

BRK-B:

$1.07T

EPS

IBKR:

$6.94

BRK-B:

$41.26

PE Ratio

IBKR:

20.79

BRK-B:

11.96

PEG Ratio

IBKR:

10.92

BRK-B:

10.06

Total Revenue (TTM)

IBKR:

$4.02B

BRK-B:

$311.97B

Gross Profit (TTM)

IBKR:

$4.79B

BRK-B:

$227.52B

EBITDA (TTM)

IBKR:

$4.28B

BRK-B:

$105.57B

Returns By Period

In the year-to-date period, IBKR achieves a -18.23% return, which is significantly lower than BRK-B's 8.18% return. Over the past 10 years, IBKR has outperformed BRK-B with an annualized return of 16.60%, while BRK-B has yielded a comparatively lower 13.11% annualized return.

IBKR

YTD

-18.23%

1M

-24.92%

6M

-2.63%

1Y

28.90%

5Y*

27.01%

10Y*

16.60%

BRK-B

YTD

8.18%

1M

-1.06%

6M

8.13%

1Y

17.14%

5Y*

20.84%

10Y*

13.11%

*Annualized

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Interactive Brokers Group, Inc.

Berkshire Hathaway Inc.

Risk-Adjusted Performance

IBKR vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBKR
The Risk-Adjusted Performance Rank of IBKR is 8282
Overall Rank
The Sharpe Ratio Rank of IBKR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 8383
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
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.

IBKR vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Berkshire Hathaway Inc. (BRK-B). 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.

The chart of Sharpe ratio for IBKR, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.00
IBKR: 0.82
BRK-B: 1.03
The chart of Sortino ratio for IBKR, currently valued at 1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
IBKR: 1.25
BRK-B: 1.47
The chart of Omega ratio for IBKR, currently valued at 1.18, compared to the broader market0.501.001.502.00
IBKR: 1.18
BRK-B: 1.21
The chart of Calmar ratio for IBKR, currently valued at 0.80, compared to the broader market0.001.002.003.004.00
IBKR: 0.80
BRK-B: 2.05
The chart of Martin ratio for IBKR, currently valued at 3.19, compared to the broader market-10.00-5.000.005.0010.0015.00
IBKR: 3.19
BRK-B: 5.12

The current IBKR Sharpe Ratio is 0.82, which is comparable to the BRK-B Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IBKR and BRK-B, 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 Ratio1.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
0.82
1.03
IBKR
BRK-B

Dividends

IBKR vs. BRK-B - Dividend Comparison

IBKR's dividend yield for the trailing twelve months is around 0.69%, while BRK-B has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
IBKR
Interactive Brokers Group, Inc.		0.69%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBKR vs. BRK-B - Drawdown Comparison

The maximum IBKR drawdown since its inception was -63.66%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IBKR and BRK-B. For additional features, visit the drawdowns tool.

-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.66%
-8.80%
IBKR
BRK-B

Volatility

IBKR vs. BRK-B - Volatility Comparison

Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 21.95% compared to Berkshire Hathaway Inc. (BRK-B) at 8.68%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.95%
8.68%
IBKR
BRK-B

Financials

IBKR vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and Berkshire Hathaway 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

0.0050.00B100.00B150.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.41B
101.47B
(IBKR) Total Revenue
(BRK-B) Total Revenue
Values in USD except per share items

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Recent discussions

Dividend Paying Stock Portfolio

Do the screens just pick the 10 stock portfolio & has the selection been the same for awhile? Seems like a no-brainer way to go based on performance, ease, expense. Just trying to get some clarity on this lazy portfolio.

4803heights

April 05, 25 Posted in general
176

Dividend reinvestment

Do performance calculations include reinvestment of all distributions?

Ed

December 19, 23 Posted in general
2K

calculation of performance

Portfolio performance graph for past 1Y (thru 3/13/2025):

GLD=37.82%

IAU=37.97%

IAUM=38.34%

using daily adjusted closing market price (from NASDAQ) integrating the logarithmic daily rate of return between 3/13/2025 to 3/14/2025 to calculate the cumulative rate of return, I calculate

GLD=31.34%

IAU=31.45%

IAUM=31.66%

These ETF's do not pay a dividend, Expense cost is included in the closing price.

The difference in rate of return is about 6%, which is too large. I can send you my calculation (xls) if this would be useful.

What is causing the error?

Marcus Crahan

March 15, 25 Posted in general
62