IBKR vs. MKTX
IBKR (Interactive Brokers Group, Inc.) and MKTX (MarketAxess Holdings Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 10 years, IBKR returned 27.09%/yr vs 1.02%/yr for MKTX. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
IBKR vs. MKTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBKR achieves a 37.11% return, which is significantly higher than MKTX's -9.56% return. Over the past 10 years, IBKR has outperformed MKTX with an annualized return of 27.09%, while MKTX has yielded a comparatively lower 1.02% annualized return.
IBKR
- 1D
- -2.75%
- 1M
- -3.66%
- 6M
- 17.75%
- YTD
- 37.11%
- 1Y
- 38.96%
- 3Y*
- 59.10%
- 5Y*
- 42.36%
- 10Y*
- 27.09%
- ALL TIME*
- 15.09%
MKTX
- 1D
- -0.28%
- 1M
- 39.28%
- 6M
- -3.14%
- YTD
- -9.56%
- 1Y
- -20.43%
- 3Y*
- -13.54%
- 5Y*
- -18.28%
- 10Y*
- 1.02%
- ALL TIME*
- 13.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $447.49M | $404.33M | $434.13M | |
| $282.10M | $167.19M | $119.48M |
IBKR vs. MKTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 37.11% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
MKTX MarketAxess Holdings Inc. | -9.56% | -18.54% | -21.58% | 6.11% | -31.50% | -27.51% | 51.28% | 80.66% | 5.63% | 38.28% |
Correlation
The correlation between IBKR and MKTX is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.29 |
The correlation between IBKR and MKTX shifts across timeframes, from -0.10 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IBKR:
$152.05B
MKTX:
$5.71B
IBKR:
$4.11
MKTX:
$8.49
IBKR:
21.43
MKTX:
19.12
IBKR:
4.39
MKTX:
6.75
IBKR:
1.78
MKTX:
4.63
IBKR:
$8.99B
MKTX:
$869.77M
IBKR:
$8.21B
MKTX:
$598.39M
IBKR:
$7.25B
MKTX:
$445.37M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBKR vs. MKTX — Risk / Return Rank
IBKR
MKTX
IBKR vs. MKTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and MarketAxess Holdings Inc. (MKTX). 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 | MKTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.93 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.42 | +2.29 |
| Martin ratioReturn relative to average drawdown | 4.62 | -0.81 | +5.43 |
Loading charts...
Drawdowns
IBKR vs. MKTX - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, smaller than the maximum MKTX drawdown of -80.60%. Use the drawdown chart below to compare losses from any high point for IBKR and MKTX.
Loading charts...
Drawdown Indicators
| IBKR | MKTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -80.60% | +16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -46.94% | +28.24% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -61.77% | +23.11% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -76.38% | +37.72% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -80.23% | +25.14% |
Current DrawdownCurrent decline from peak | -9.67% | -70.58% | +60.91% |
Average DrawdownAverage peak-to-trough decline | -24.71% | -29.03% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 24.16% | -16.59% |
Volatility
IBKR vs. MKTX - Volatility Comparison
The current volatility for Interactive Brokers Group, Inc. (IBKR) is 12.73%, while MarketAxess Holdings Inc. (MKTX) has a volatility of 26.38%. This indicates that IBKR experiences smaller price fluctuations and is considered to be less risky than MKTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBKR | MKTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.73% | 26.38% | -13.65% |
Volatility (6M)Calculated over the trailing 6-month period | 29.21% | 33.85% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.87% | 41.52% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.01% | 35.71% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.49% | 33.96% | -0.47% |
Dividends
IBKR vs. MKTX - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.37%, less than MKTX's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
MKTX MarketAxess Holdings Inc. | 1.90% | 1.68% | 1.64% | 0.98% | 1.00% | 0.64% | 0.42% | 0.54% | 0.80% | 0.65% | 0.71% | 0.72% |
Financials
IBKR vs. MKTX - Financials Comparison
This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and MarketAxess Holdings 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
IBKR and MKTX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MKTX has higher volatility (26.38%) compared to IBKR (12.73%). In terms of maximum drawdown, IBKR dropped -63.66% vs MKTX's -80.60%.
IBKR currently has the higher Sharpe Ratio (0.90 vs -0.47), 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.
Find the right allocation for IBKR and MKTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer