IBKR vs. SCHW
IBKR (Interactive Brokers Group, Inc.) and SCHW (The Charles Schwab Corporation) 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 15.65%/yr for SCHW. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
IBKR vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, IBKR achieves a 37.11% return, which is significantly higher than SCHW's 6.07% return. Over the past 10 years, IBKR has outperformed SCHW with an annualized return of 27.09%, while SCHW has yielded a comparatively lower 15.65% 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%
SCHW
- 1D
- 0.87%
- 1M
- 8.49%
- 6M
- 1.98%
- YTD
- 6.07%
- 1Y
- 11.56%
- 3Y*
- 18.65%
- 5Y*
- 10.60%
- 10Y*
- 15.65%
- ALL TIME*
- 19.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $447.49M | $404.33M | $434.13M | |
| $904.80M | $877.50M | $995.78M |
IBKR vs. SCHW - 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% |
SCHW The Charles Schwab Corporation | 6.07% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between IBKR and SCHW is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.54 |
The correlation between IBKR and SCHW shifts across timeframes, from 0.37 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IBKR:
$152.05B
SCHW:
$183.03B
IBKR:
$4.11
SCHW:
$5.70
IBKR:
21.43
SCHW:
18.46
IBKR:
0.73
SCHW:
1.05
IBKR:
4.39
SCHW:
9.00
IBKR:
1.78
SCHW:
59.37
IBKR:
$8.99B
SCHW:
$20.71B
IBKR:
$8.21B
SCHW:
$14.76B
IBKR:
$7.25B
SCHW:
$11.42B
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Return for Risk
IBKR vs. SCHW — Risk / Return Rank
IBKR
SCHW
IBKR vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and The Charles Schwab Corporation (SCHW). 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 | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.08 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.46 | +1.41 |
| Martin ratioReturn relative to average drawdown | 4.62 | 1.00 | +3.62 |
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Drawdowns
IBKR vs. SCHW - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for IBKR and SCHW.
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Drawdown Indicators
| IBKR | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -86.79% | +23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -19.83% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -24.94% | -13.72% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -49.70% | +11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -51.08% | -4.01% |
Current DrawdownCurrent decline from peak | -9.67% | -1.15% | -8.52% |
Average DrawdownAverage peak-to-trough decline | -24.71% | -35.43% | +10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 9.08% | -1.51% |
Volatility
IBKR vs. SCHW - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 12.73% compared to The Charles Schwab Corporation (SCHW) at 6.44%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBKR | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.73% | 6.44% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 29.21% | 20.80% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.87% | 25.34% | +13.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.01% | 32.11% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.49% | 33.11% | +0.38% |
Dividends
IBKR vs. SCHW - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.37%, less than SCHW's 1.12% 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% |
SCHW The Charles Schwab Corporation | 1.12% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
IBKR vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Interactive Brokers Group, Inc. and The Charles Schwab Corporation. 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 SCHW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (12.73%) compared to SCHW (6.44%). In terms of maximum drawdown, IBKR dropped -63.66% vs SCHW's -86.79%.
IBKR currently has the higher Sharpe Ratio (0.90 vs 0.36), 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.
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