IBKR vs. USD=X
IBKR (Interactive Brokers Group, Inc.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, IBKR returned 26.54%/yr vs 0.00%/yr for USD=X.
Performance
IBKR vs. USD=X - Performance Comparison
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Returns By Period
IBKR
- 1D
- 2.23%
- 1M
- 4.48%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 80.51%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IBKR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IBKR vs. USD=X — Risk / Return Rank
IBKR
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBKR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | — | — |
| Martin ratioReturn relative to average drawdown | 10.65 | — | — |
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Drawdowns
IBKR vs. USD=X - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBKR and USD=X.
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Drawdown Indicators
| IBKR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | 0.00% | -63.66% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | 0.00% | -18.70% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | 0.00% | -38.66% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | 0.00% | -38.66% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | 0.00% | -55.09% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -24.85% | 0.00% | -24.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 0.00% | +7.35% |
Volatility
IBKR vs. USD=X - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 11.31% compared to USD Cash (USD=X) at 0.00%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBKR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.31% | 0.00% | +11.31% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 0.00% | +27.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 0.00% | +37.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.50% | 0.00% | +34.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.37% | 0.00% | +33.37% |
Frequently Asked Questions
IBKR has higher volatility (11.31%) compared to USD=X (0.00%). In terms of maximum drawdown, IBKR dropped -63.66% vs USD=X's 0.00%.
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