IBKR vs. MKTX
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and MarketAxess Holdings Inc. (MKTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or MKTX.
Performance
IBKR vs. MKTX - Performance Comparison
Returns By Period
In the year-to-date period, IBKR achieves a 132.27% return, which is significantly higher than MKTX's -9.96% return. Over the past 10 years, IBKR has outperformed MKTX with an annualized return of 22.37%, while MKTX has yielded a comparatively lower 16.06% annualized return.
IBKR
132.27%
29.96%
50.29%
139.06%
32.82%
22.37%
MKTX
-9.96%
-9.63%
20.76%
12.57%
-7.07%
16.06%
Fundamentals
| IBKR | MKTX | |
|---|---|---|
| Market Cap | $79.37B | $10.01B |
| EPS | $6.42 | $7.38 |
| PE Ratio | 29.26 | 35.97 |
| PEG Ratio | 14.08 | 3.42 |
| Total Revenue (TTM) | $5.98B | $812.37M |
| Gross Profit (TTM) | $5.46B | $609.77M |
| EBITDA (TTM) | $6.74B | $421.37M |
Key characteristics
| IBKR | MKTX | |
|---|---|---|
| Sharpe Ratio | 5.24 | 0.37 |
| Sortino Ratio | 5.83 | 0.72 |
| Omega Ratio | 1.81 | 1.11 |
| Calmar Ratio | 7.27 | 0.19 |
| Martin Ratio | 39.35 | 0.58 |
| Ulcer Index | 3.53% | 21.61% |
| Daily Std Dev | 26.52% | 34.39% |
| Max Drawdown | -63.66% | -80.60% |
| Current Drawdown | -0.05% | -54.15% |
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Correlation
The correlation between IBKR and MKTX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
IBKR vs. MKTX - Risk-Adjusted Performance 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.
Dividends
IBKR vs. MKTX - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.37%, less than MKTX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
MKTX MarketAxess Holdings Inc. | 1.14% | 0.98% | 1.00% | 0.64% | 0.42% | 0.54% | 0.80% | 0.65% | 0.71% | 0.72% | 0.89% | 0.78% |
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. For additional features, visit the drawdowns tool.
Volatility
IBKR vs. MKTX - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 12.18% compared to MarketAxess Holdings Inc. (MKTX) at 5.37%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than MKTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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