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IBKR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBKR and VOO is 0.53, 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.


Performance

IBKR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Interactive Brokers Group, Inc. (IBKR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,462.26%
573.36%
IBKR
VOO

Key characteristics

Sharpe Ratio

IBKR:

1.34

VOO:

0.52

Sortino Ratio

IBKR:

1.83

VOO:

0.89

Omega Ratio

IBKR:

1.27

VOO:

1.13

Calmar Ratio

IBKR:

1.42

VOO:

0.57

Martin Ratio

IBKR:

4.28

VOO:

2.18

Ulcer Index

IBKR:

12.84%

VOO:

4.85%

Daily Std Dev

IBKR:

42.60%

VOO:

19.11%

Max Drawdown

IBKR:

-63.66%

VOO:

-33.99%

Current Drawdown

IBKR:

-21.10%

VOO:

-7.67%

Returns By Period

In the year-to-date period, IBKR achieves a 5.18% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, IBKR has outperformed VOO with an annualized return of 19.07%, while VOO has yielded a comparatively lower 12.42% annualized return.


IBKR

YTD

5.18%

1M

8.72%

6M

9.62%

1Y

56.81%

5Y*

36.08%

10Y*

19.07%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

IBKR vs. VOO — Risk-Adjusted Performance Rank

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

IBKR
The Risk-Adjusted Performance Rank of IBKR is 8686
Overall Rank
The Sharpe Ratio Rank of IBKR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 8484
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBKR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and Vanguard S&P 500 ETF (VOO). 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.


The current IBKR Sharpe Ratio is 1.34, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IBKR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
1.34
0.52
IBKR
VOO

Dividends

IBKR vs. VOO - Dividend Comparison

IBKR's dividend yield for the trailing twelve months is around 0.54%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
IBKR
Interactive Brokers Group, Inc.
0.54%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IBKR vs. VOO - Drawdown Comparison

The maximum IBKR drawdown since its inception was -63.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IBKR and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-21.10%
-7.67%
IBKR
VOO

Volatility

IBKR vs. VOO - Volatility Comparison

Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 14.38% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.38%
6.83%
IBKR
VOO