IBOC vs. BOKF

Last updated Jun 4, 2026

IBOC (International Bancshares Corporation) and BOKF (BOK Financial Corporation) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, IBOC returned 12.77%/yr vs 9.59%/yr for BOKF. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

IBOC vs. BOKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Bancshares Corporation (IBOC) and BOK Financial Corporation (BOKF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBOC achieves a 7.95% return, which is significantly higher than BOKF's 6.87% return. Over the past 10 years, IBOC has outperformed BOKF with an annualized return of 12.77%, while BOKF has yielded a comparatively lower 9.59% annualized return.

IBOC

• 1D: -1.38%
• 1M: -0.17%
• YTD: 7.95%
• 6M: 5.52%
• 1Y: 13.23%
• 3Y*: 18.03%
• 5Y*: 11.73%
• 10Y*: 12.77%

BOKF

• 1D: -1.59%
• 1M: -5.26%
• YTD: 6.87%
• 6M: 8.63%
• 1Y: 34.12%
• 3Y*: 15.91%
• 5Y*: 9.15%
• 10Y*: 9.59%

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

IBOC vs. BOKF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBOC International Bancshares Corporation	7.95%	7.41%	19.11%	21.97%	10.94%	16.51%	-9.51%	28.67%	-11.78%	-0.96%
BOKF BOK Financial Corporation	6.87%	13.77%	27.19%	-15.25%	0.59%	57.59%	-18.97%	22.09%	-18.98%	13.57%

Correlation

The correlation between IBOC and BOKF is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since May 31, 1996	0.56

The correlation between IBOC and BOKF shifts across timeframes, from 0.56 (all time) to 0.79 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS IBOC : $8.95 BOKF : $9.92
PE Ratio IBOC : 7.94 BOKF : 12.64
PEG Ratio IBOC : 0.55 BOKF : 11.21
PS Ratio IBOC : 4.12 BOKF : 2.83
Total Revenue (TTM) IBOC : $804.91M BOKF : $2.74B
Gross Profit (TTM) IBOC : $632.71M BOKF : $1.83B
EBITDA (TTM) IBOC : $416.98M BOKF : $806.38M

Return for Risk

IBOC vs. BOKF — Risk / Return Rank

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

IBOC

IBOC Risk / Return Rank: 58
IBOC Sharpe Ratio Rank: 60
IBOC Sortino Ratio Rank: 53
IBOC Omega Ratio Rank: 51
IBOC Calmar Ratio Rank: 62
IBOC Martin Ratio Rank: 63

BOKF

BOKF Risk / Return Rank: 80
BOKF Sharpe Ratio Rank: 80
BOKF Sortino Ratio Rank: 75
BOKF Omega Ratio Rank: 75
BOKF Calmar Ratio Rank: 84
BOKF Martin Ratio Rank: 83

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.

IBOC vs. BOKF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Bancshares Corporation (IBOC) and BOK Financial Corporation (BOKF). 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.

	IBOC	BOKF	Difference
Sharpe ratio Return per unit of total volatility	0.56	1.46	-0.90
Sortino ratio Return per unit of downside risk	0.95	2.04	-1.09
Omega ratio Gain probability vs. loss probability	1.12	1.27	-0.15
Calmar ratio Return relative to maximum drawdown	1.04	3.36	-2.32
Martin ratio Return relative to average drawdown	2.44	7.85	-5.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBOC vs. BOKF - Sharpe Ratio Comparison

The current IBOC Sharpe Ratio is 0.56, which is lower than the BOKF Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IBOC and BOKF, 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

	IBOC	BOKF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	1.46	-0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.33	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.29	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.16	+0.18

Drawdowns

IBOC vs. BOKF - Drawdown Comparison

The maximum IBOC drawdown since its inception was -77.43%, smaller than the maximum BOKF drawdown of -86.36%. Use the drawdown chart below to compare losses from any high point for IBOC and BOKF.

Drawdown Indicators

	IBOC	BOKF	Difference
Max Drawdown Largest peak-to-trough decline	-77.43%	-86.36%	+8.93%
Max Drawdown (1Y) Largest decline over 1 year	-12.74%	-10.19%	-2.55%
Max Drawdown (3Y) Largest decline over 3 years	-24.09%	-29.72%	+5.63%
Max Drawdown (5Y) Largest decline over 5 years	-24.09%	-42.75%	+18.66%
Max Drawdown (10Y) Largest decline over 10 years	-63.37%	-64.97%	+1.60%
Current Drawdown Current decline from peak	-3.83%	-8.77%	+4.94%
Average Drawdown Average peak-to-trough decline	-16.76%	-18.82%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.43%	4.36%	+1.07%

Volatility

IBOC vs. BOKF - Volatility Comparison

The current volatility for International Bancshares Corporation (IBOC) is 5.05%, while BOK Financial Corporation (BOKF) has a volatility of 6.22%. This indicates that IBOC experiences smaller price fluctuations and is considered to be less risky than BOKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBOC	BOKF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	6.22%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	16.56%	14.04%	+2.52%
Volatility (1Y) Calculated over the trailing 1-year period	23.83%	23.48%	+0.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.43%	28.17%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.21%	33.54%	+0.67%

Dividends

IBOC vs. BOKF - Dividend Comparison

IBOC's dividend yield for the trailing twelve months is around 2.01%, more than BOKF's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOKF BOK Financial Corporation	1.96%	1.98%	2.09%	2.53%	2.05%	1.98%	2.99%	2.30%	2.59%	1.92%	2.08%	2.81%
IBOC International Bancshares Corporation	2.01%	2.11%	2.09%	2.32%	2.62%	2.71%	2.94%	2.44%	2.18%	1.66%	1.47%	2.26%

Financials

Frequently Asked Questions

Can I hold both IBOC and BOKF in my portfolio?

IBOC and BOKF have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBOC or BOKF?

BOKF has higher volatility (6.22%) compared to IBOC (5.05%). In terms of maximum drawdown, IBOC dropped -77.43% vs BOKF's -86.36%.

Which has better risk-adjusted returns?

BOKF currently has the higher Sharpe Ratio (1.46 vs 0.56), 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.