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IBKR vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IBKR vs. USD=X - Performance Comparison

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

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

IBKR vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IBKR
IBKR Risk / Return Rank: 8888
Overall Rank
IBKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8484
Omega Ratio Rank
IBKR Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8989
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


IBKRUSD=XDifference
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

IBKR vs. USD=X - Sharpe Ratio Comparison


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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


IBKRUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-24.85%

0.00%

-24.85%

Ulcer Index

Depth 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


IBKRUSD=XDifference

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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