IBKR vs. FFH.TO
IBKR (Interactive Brokers Group, Inc.) and FFH.TO (Fairfax Financial Holdings Limited) are both stocks. Both are in the Financial Services sector — IBKR in Capital Markets, FFH.TO in Insurance - Property & Casualty. Over the past 10 years, IBKR returned 26.54%/yr vs 14.21%/yr for FFH.TO. At a 0.16 correlation, their price movements are largely independent.
Performance
IBKR vs. FFH.TO - Performance Comparison
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Different Trading Currencies
IBKR is traded in USD, while FFH.TO is traded in CAD. To make them comparable, the FFH.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBKR achieves a 41.50% return, which is significantly higher than FFH.TO's -14.49% return. Over the past 10 years, IBKR has outperformed FFH.TO with an annualized return of 26.54%, while FFH.TO has yielded a comparatively lower 14.21% 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%
FFH.TO
- 1D
- -0.89%
- 1M
- 2.42%
- YTD
- -14.49%
- 6M
- -8.15%
- 1Y
- -5.72%
- 3Y*
- 31.70%
- 5Y*
- 30.36%
- 10Y*
- 14.21%
IBKR vs. FFH.TO - 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% |
FFH.TO Fairfax Financial Holdings Limited | -14.49% | 38.55% | 53.28% | 58.73% | 23.67% | 47.33% | -25.54% | 8.10% | -15.60% | 13.09% |
Correlation
The correlation between IBKR and FFH.TO is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.16 |
Fundamentals
IBKR:
$40.72B
FFH.TO:
CA$50.62B
IBKR:
$3.76
FFH.TO:
$205.21
IBKR:
24.18
FFH.TO:
7.89
IBKR:
0.83
FFH.TO:
0.13
IBKR:
4.66
FFH.TO:
1.22
IBKR:
1.92
FFH.TO:
1.40
IBKR:
$8.69B
FFH.TO:
$29.34B
IBKR:
$7.75B
FFH.TO:
$6.18B
IBKR:
$7.07B
FFH.TO:
$7.83B
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Return for Risk
IBKR vs. FFH.TO — Risk / Return Rank
IBKR
FFH.TO
IBKR vs. FFH.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Fairfax Financial Holdings Limited (FFH.TO). 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 | FFH.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | -0.23 | +4.42 |
| Martin ratioReturn relative to average drawdown | 10.65 | -0.49 | +11.15 |
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Drawdowns
IBKR vs. FFH.TO - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than FFH.TO's maximum drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for IBKR and FFH.TO.
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Drawdown Indicators
| IBKR | FFH.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -59.23% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -19.52% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -19.52% | -19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -20.30% | -18.36% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -59.23% | +4.14% |
Current DrawdownCurrent decline from peak | 0.00% | -14.82% | +14.82% |
Average DrawdownAverage peak-to-trough decline | -24.85% | -11.26% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 8.95% | -1.60% |
Volatility
IBKR vs. FFH.TO - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 11.31% compared to Fairfax Financial Holdings Limited (FFH.TO) at 5.85%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than FFH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBKR | FFH.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.31% | 5.85% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 17.41% | +10.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 22.76% | +14.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.50% | 24.69% | +9.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.37% | 26.45% | +6.92% |
Dividends
IBKR vs. FFH.TO - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.36%, less than FFH.TO's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFH.TO Fairfax Financial Holdings Limited | 0.92% | 0.83% | 1.01% | 1.10% | 1.56% | 2.03% | 3.01% | 2.18% | 2.07% | 1.95% | 2.24% | 1.82% |
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. FFH.TO - Financials Comparison
This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and Fairfax Financial Holdings Limited. 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 FFH.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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