IBKR vs. UMI.BR

Last updated Jun 10, 2026

IBKR (Interactive Brokers Group, Inc.) and UMI.BR (Umicore SA) are both stocks. IBKR operates in Capital Markets (Financial Services), while UMI.BR operates in Pollution & Treatment Controls (Industrials). Over the past 10 years, IBKR returned 25.20%/yr vs 2.96%/yr for UMI.BR. At a 0.22 correlation, their price movements are largely independent.

Performance

IBKR vs. UMI.BR - Performance Comparison

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

Different Trading Currencies

IBKR is traded in USD, while UMI.BR is traded in EUR. To make them comparable, the UMI.BR values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBKR achieves a 34.52% return, which is significantly higher than UMI.BR's 29.76% return. Over the past 10 years, IBKR has outperformed UMI.BR with an annualized return of 25.20%, while UMI.BR has yielded a comparatively lower 2.96% annualized return.

IBKR

• 1D: -1.17%
• 1M: 2.37%
• YTD: 34.52%
• 6M: 31.96%
• 1Y: 69.50%
• 3Y*: 63.82%
• 5Y*: 40.19%
• 10Y*: 25.20%

UMI.BR

• 1D: 0.00%
• 1M: 3.41%
• YTD: 29.76%
• 6M: 50.09%
• 1Y: 132.94%
• 3Y*: 0.11%
• 5Y*: -12.49%
• 10Y*: 2.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBKR vs. UMI.BR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBKR Interactive Brokers Group, Inc.	34.52%	46.37%	114.43%	15.14%	-8.35%	31.12%	31.71%	-14.01%	-7.13%	63.75%
UMI.BR Umicore SA	28.63%	110.15%	-60.85%	-23.25%	-7.74%	-13.98%	-0.73%	25.12%	-14.45%	72.31%

Correlation

The correlation between IBKR and UMI.BR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since May 29, 2007	0.22

The correlation between IBKR and UMI.BR shifts across timeframes, from 0.17 (3 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

IBKR vs. UMI.BR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBKR

IBKR Risk / Return Rank: 86
IBKR Sharpe Ratio Rank: 88
IBKR Sortino Ratio Rank: 84
IBKR Omega Ratio Rank: 82
IBKR Calmar Ratio Rank: 88
IBKR Martin Ratio Rank: 88

UMI.BR

UMI.BR Risk / Return Rank: 91
UMI.BR Sharpe Ratio Rank: 93
UMI.BR Sortino Ratio Rank: 92
UMI.BR Omega Ratio Rank: 92
UMI.BR Calmar Ratio Rank: 90
UMI.BR Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBKR vs. UMI.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Umicore SA (UMI.BR). 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	UMI.BR	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.62	-0.75
Sortino ratio: Return per unit of downside risk	2.47	3.42	-0.95
Omega ratio: Gain probability vs. loss probability	1.30	1.45	-0.14
Calmar ratio: Return relative to maximum drawdown	3.74	4.22	-0.49
Martin ratio: Return relative to average drawdown	9.49	10.35	-0.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBKR vs. UMI.BR - Sharpe Ratio Comparison

The current IBKR Sharpe Ratio is 1.87, which is comparable to the UMI.BR Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of IBKR and UMI.BR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IBKR	UMI.BR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	2.62	-0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.17	-0.31	+1.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.08	+0.68
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.13	+0.30

Drawdowns

IBKR vs. UMI.BR - Drawdown Comparison

The maximum IBKR drawdown since its inception was -63.66%, smaller than the maximum UMI.BR drawdown of -87.32%. Use the drawdown chart below to compare losses from any high point for IBKR and UMI.BR.

Drawdown Indicators

	IBKR	UMI.BR	Difference
Max Drawdown Largest peak-to-trough decline	-63.66%	-87.32%	+23.66%
Max Drawdown (1Y) Largest decline over 1 year	-18.70%	-31.01%	+12.31%
Max Drawdown (3Y) Largest decline over 3 years	-38.66%	-72.34%	+33.68%
Max Drawdown (5Y) Largest decline over 5 years	-38.66%	-87.32%	+48.66%
Max Drawdown (10Y) Largest decline over 10 years	-55.09%	-87.32%	+32.23%
Current Drawdown Current decline from peak	-2.69%	-56.34%	+53.65%
Average Drawdown Average peak-to-trough decline	-24.86%	-29.37%	+4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.34%	12.73%	-5.39%

Volatility

IBKR vs. UMI.BR - Volatility Comparison

The current volatility for Interactive Brokers Group, Inc. (IBKR) is 10.40%, while Umicore SA (UMI.BR) has a volatility of 20.44%. This indicates that IBKR experiences smaller price fluctuations and is considered to be less risky than UMI.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBKR	UMI.BR	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.40%	20.44%	-10.04%
Volatility (6M) Calculated over the trailing 6-month period	27.58%	36.49%	-8.91%
Volatility (1Y) Calculated over the trailing 1-year period	37.58%	50.03%	-12.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.45%	40.35%	-5.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.36%	37.56%	-4.20%

Dividends

IBKR vs. UMI.BR - Dividend Comparison

IBKR's dividend yield for the trailing twelve months is around 0.38%, less than UMI.BR's 2.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBKR Interactive Brokers Group, Inc.	0.38%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%
UMI.BR Umicore SA	2.19%	1.40%	6.92%	2.77%	2.33%	2.10%	0.64%	1.79%	2.08%	2.48%	4.80%	5.17%

Financials

Frequently Asked Questions

Can I hold both IBKR and UMI.BR in my portfolio?

IBKR and UMI.BR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.