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IBKR vs. MKTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBKR and MKTX is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

IBKR vs. MKTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Interactive Brokers Group, Inc. (IBKR) and MarketAxess Holdings Inc. (MKTX). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
675.81%
1,376.61%
IBKR
MKTX

Key characteristics

Sharpe Ratio

IBKR:

1.59

MKTX:

-0.05

Sortino Ratio

IBKR:

2.08

MKTX:

0.15

Omega Ratio

IBKR:

1.30

MKTX:

1.02

Calmar Ratio

IBKR:

1.79

MKTX:

-0.02

Martin Ratio

IBKR:

6.43

MKTX:

-0.08

Ulcer Index

IBKR:

8.80%

MKTX:

16.20%

Daily Std Dev

IBKR:

35.68%

MKTX:

29.43%

Max Drawdown

IBKR:

-63.66%

MKTX:

-80.60%

Current Drawdown

IBKR:

-25.90%

MKTX:

-62.73%

Fundamentals

Market Cap

IBKR:

$73.15B

MKTX:

$8.14B

EPS

IBKR:

$6.94

MKTX:

$7.27

PE Ratio

IBKR:

24.94

MKTX:

29.70

PEG Ratio

IBKR:

10.92

MKTX:

2.98

Total Revenue (TTM)

IBKR:

$4.02B

MKTX:

$606.37M

Gross Profit (TTM)

IBKR:

$4.79B

MKTX:

$421.46M

EBITDA (TTM)

IBKR:

$3.77B

MKTX:

$318.18M

Returns By Period

In the year-to-date period, IBKR achieves a -1.21% return, which is significantly higher than MKTX's -6.36% return. Over the past 10 years, IBKR has outperformed MKTX with an annualized return of 18.60%, while MKTX has yielded a comparatively lower 10.52% annualized return.


IBKR

YTD

-1.21%

1M

-13.51%

6M

22.53%

1Y

53.26%

5Y*

33.45%

10Y*

18.60%

MKTX

YTD

-6.36%

1M

8.65%

6M

-16.74%

1Y

-0.33%

5Y*

-10.67%

10Y*

10.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IBKR vs. MKTX — 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 8989
Overall Rank
The Sharpe Ratio Rank of IBKR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 8989
Martin Ratio Rank

MKTX
The Risk-Adjusted Performance Rank of MKTX is 4747
Overall Rank
The Sharpe Ratio Rank of MKTX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of MKTX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of MKTX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MKTX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MKTX is 5151
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. 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.


Sharpe ratio
The chart of Sharpe ratio for IBKR, currently valued at 1.59, compared to the broader market-2.00-1.000.001.002.003.00
IBKR: 1.59
MKTX: -0.05
The chart of Sortino ratio for IBKR, currently valued at 2.08, compared to the broader market-6.00-4.00-2.000.002.004.00
IBKR: 2.08
MKTX: 0.15
The chart of Omega ratio for IBKR, currently valued at 1.30, compared to the broader market0.501.001.502.00
IBKR: 1.30
MKTX: 1.02
The chart of Calmar ratio for IBKR, currently valued at 1.79, compared to the broader market0.001.002.003.004.005.00
IBKR: 1.79
MKTX: -0.02
The chart of Martin ratio for IBKR, currently valued at 6.43, compared to the broader market-5.000.005.0010.0015.0020.00
IBKR: 6.43
MKTX: -0.08

The current IBKR Sharpe Ratio is 1.59, which is higher than the MKTX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IBKR and MKTX, 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 Ratio-1.000.001.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
1.59
-0.05
IBKR
MKTX

Dividends

IBKR vs. MKTX - Dividend Comparison

IBKR's dividend yield for the trailing twelve months is around 0.57%, less than MKTX's 1.41% yield.


TTM20242023202220212020201920182017201620152014
IBKR
Interactive Brokers Group, Inc.
0.57%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%
MKTX
MarketAxess Holdings Inc.
1.41%1.31%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.90%
-62.73%
IBKR
MKTX

Volatility

IBKR vs. MKTX - Volatility Comparison

Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 19.13% compared to MarketAxess Holdings Inc. (MKTX) at 8.11%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.13%
8.11%
IBKR
MKTX

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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