IBKR vs. FQT.DE
IBKR (Interactive Brokers Group, Inc.) and FQT.DE (Frequentis AG) are both stocks. IBKR operates in Capital Markets (Financial Services), while FQT.DE operates in Communication Equipment (Technology). Over the past 5 years, IBKR returned 40.19%/yr vs 24.46%/yr for FQT.DE. At a 0.11 correlation, their price movements are largely independent.
Performance
IBKR vs. FQT.DE - Performance Comparison
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Different Trading Currencies
IBKR is traded in USD, while FQT.DE is traded in EUR. To make them comparable, the FQT.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBKR achieves a 34.52% return, which is significantly higher than FQT.DE's 3.69% return.
IBKR
- 1D
- -1.17%
- 1M
- 2.37%
- YTD
- 34.52%
- 6M
- 31.96%
- 1Y
- 69.50%
- 3Y*
- 63.82%
- 5Y*
- 40.19%
- 10Y*
- 25.20%
FQT.DE
- 1D
- 0.00%
- 1M
- -5.23%
- YTD
- 3.69%
- 6M
- 9.49%
- 1Y
- 65.13%
- 3Y*
- 40.28%
- 5Y*
- 24.46%
- 10Y*
- —
IBKR vs. FQT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 34.52% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.48% |
FQT.DE Frequentis AG | 4.05% | 207.22% | -6.34% | -0.76% | 1.49% | 36.46% | -0.21% | 12.78% |
Correlation
The correlation between IBKR and FQT.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.11 |
The correlation between IBKR and FQT.DE shifts across timeframes, from 0.11 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBKR vs. FQT.DE — Risk / Return Rank
IBKR
FQT.DE
IBKR vs. FQT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Frequentis AG (FQT.DE). 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.
| IBKR | FQT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.04 | +1.70 |
| Martin ratioReturn relative to average drawdown | 9.49 | 4.10 | +5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBKR | FQT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.12 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.17 | 0.63 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.66 | -0.23 |
Drawdowns
IBKR vs. FQT.DE - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than FQT.DE's maximum drawdown of -39.91%. Use the drawdown chart below to compare losses from any high point for IBKR and FQT.DE.
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Drawdown Indicators
| IBKR | FQT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -39.91% | -23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -31.62% | +12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -31.62% | -7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -39.91% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | — | — |
Current DrawdownCurrent decline from peak | -2.69% | -16.28% | +13.59% |
Average DrawdownAverage peak-to-trough decline | -24.86% | -12.01% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 15.76% | -8.42% |
Volatility
IBKR vs. FQT.DE - Volatility Comparison
The current volatility for Interactive Brokers Group, Inc. (IBKR) is 10.40%, while Frequentis AG (FQT.DE) has a volatility of 21.73%. This indicates that IBKR experiences smaller price fluctuations and is considered to be less risky than FQT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBKR | FQT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.40% | 21.73% | -11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 27.58% | 38.30% | -10.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.58% | 57.79% | -20.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.45% | 38.44% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.36% | 36.03% | -2.67% |
Dividends
IBKR vs. FQT.DE - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.38%, more than FQT.DE's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FQT.DE Frequentis AG | 0.35% | 0.37% | 0.89% | 0.81% | 0.70% | 0.56% | 0.82% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
IBKR Interactive Brokers Group, Inc. | 0.38% | 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. FQT.DE - Financials Comparison
This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and Frequentis AG. 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 FQT.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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