IBKR vs. MS
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Morgan Stanley (MS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or MS.
Performance
IBKR vs. MS - Performance Comparison
Returns By Period
In the year-to-date period, IBKR achieves a 132.27% return, which is significantly higher than MS's 49.70% return. Over the past 10 years, IBKR has outperformed MS with an annualized return of 22.37%, while MS has yielded a comparatively lower 17.51% annualized return.
IBKR
132.27%
29.96%
50.29%
139.06%
32.82%
22.37%
MS
49.70%
14.77%
38.40%
77.85%
26.35%
17.51%
Fundamentals
| IBKR | MS | |
|---|---|---|
| Market Cap | $79.37B | $212.16B |
| EPS | $6.42 | $6.59 |
| PE Ratio | 29.26 | 19.98 |
| PEG Ratio | 14.08 | 3.83 |
| Total Revenue (TTM) | $5.98B | $58.28B |
| Gross Profit (TTM) | $5.46B | $34.99B |
| EBITDA (TTM) | $6.74B | $21.14B |
Key characteristics
| IBKR | MS | |
|---|---|---|
| Sharpe Ratio | 5.24 | 2.94 |
| Sortino Ratio | 5.83 | 3.88 |
| Omega Ratio | 1.81 | 1.55 |
| Calmar Ratio | 7.27 | 3.18 |
| Martin Ratio | 39.35 | 16.67 |
| Ulcer Index | 3.53% | 4.67% |
| Daily Std Dev | 26.52% | 26.44% |
| Max Drawdown | -63.66% | -88.12% |
| Current Drawdown | -0.05% | -0.22% |
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Correlation
The correlation between IBKR and MS is 0.51, 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.
Risk-Adjusted Performance
IBKR vs. MS - Risk-Adjusted Performance 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.
Dividends
IBKR vs. MS - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.37%, less than MS's 2.64% 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% |
MS Morgan Stanley | 2.64% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
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. For additional features, visit the drawdowns tool.
Volatility
IBKR vs. MS - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) and Morgan Stanley (MS) have volatilities of 12.18% and 12.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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