IBKR vs. MS
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Morgan Stanley (MS).
Performance
IBKR vs. MS - Performance Comparison
Loading graphics...
IBKR vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 5.71% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
MS Morgan Stanley | -5.88% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Fundamentals
IBKR:
$30.41B
MS:
$264.71B
IBKR:
$3.63
MS:
$10.58
IBKR:
18.70
MS:
15.70
IBKR:
0.64
MS:
1.48
IBKR:
3.67
MS:
2.28
IBKR:
1.49
MS:
2.60
IBKR:
$8.25B
MS:
$116.11B
IBKR:
$7.25B
MS:
$66.75B
IBKR:
$6.30B
MS:
$26.56B
Returns By Period
In the year-to-date period, IBKR achieves a 5.71% return, which is significantly higher than MS's -5.88% return. Over the past 10 years, IBKR has underperformed MS with an annualized return of 21.95%, while MS has yielded a comparatively higher 24.06% annualized return.
IBKR
- 1D
- 1.25%
- 1M
- -5.25%
- YTD
- 5.71%
- 6M
- -1.04%
- 1Y
- 57.75%
- 3Y*
- 49.54%
- 5Y*
- 30.54%
- 10Y*
- 21.95%
MS
- 1D
- 0.97%
- 1M
- -0.50%
- YTD
- -5.88%
- 6M
- 7.15%
- 1Y
- 47.42%
- 3Y*
- 27.84%
- 5Y*
- 20.04%
- 10Y*
- 24.06%
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. MS — Risk / Return Rank
IBKR
MS
IBKR vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Morgan Stanley (MS). 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 | MS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.56 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.06 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.46 | +1.01 |
Martin ratioReturn relative to average drawdown | 8.77 | 7.64 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IBKR | MS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.56 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.70 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.77 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.28 | +0.13 |
Correlation
The correlation between IBKR and MS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IBKR vs. MS - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.47%, less than MS's 2.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.47% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
MS Morgan Stanley | 2.36% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
Drawdowns
IBKR vs. MS - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for IBKR and MS.
Loading graphics...
Drawdown Indicators
| IBKR | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -88.12% | +24.46% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -18.83% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -32.38% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -51.33% | -3.76% |
Current DrawdownCurrent decline from peak | -13.31% | -12.63% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -24.93% | -33.88% | +8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 6.05% | +1.35% |
Volatility
IBKR vs. MS - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 11.41% compared to Morgan Stanley (MS) at 8.35%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IBKR | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.41% | 8.35% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 28.24% | 20.67% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.93% | 30.55% | +12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.07% | 28.58% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.19% | 31.51% | +1.68% |
Financials
IBKR vs. MS - Financials Comparison
This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and Morgan Stanley. 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