PortfoliosLab logoPortfoliosLab logo
ITUB vs. ICE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ITUB vs. ICE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itaú Unibanco Holding S.A. (ITUB) and Intercontinental Exchange, Inc. (ICE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ITUB achieves a 18.68% return, which is significantly higher than ICE's -11.98% return. Over the past 10 years, ITUB has outperformed ICE with an annualized return of 15.91%, while ICE has yielded a comparatively lower 11.82% annualized return.


ITUB

1D
1.46%
1M
7.84%
6M
15.09%
YTD
18.68%
1Y
48.96%
3Y*
25.76%
5Y*
27.77%
10Y*
15.91%
ALL TIME*
15.27%

ICE

1D
1.37%
1M
5.74%
6M
-18.06%
YTD
-11.98%
1Y
-20.66%
3Y*
8.15%
5Y*
4.68%
10Y*
11.82%
ALL TIME*
15.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITUB vs. ICE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITUB
Itaú Unibanco Holding S.A.
18.68%86.06%-23.49%54.53%30.82%-6.05%-30.47%8.46%12.68%30.90%
ICE
Intercontinental Exchange, Inc.
-11.98%9.92%17.46%27.12%-23.91%19.94%26.15%24.47%8.11%26.60%

Correlation

The correlation between ITUB and ICE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.29

Over the past year, the correlation between ITUB and ICE has dropped to 0.07 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ITUB:

$91.70B

ICE:

$80.06B

EPS

ITUB:

R$3.93

ICE:

$6.86

PE Ratio

ITUB:

10.81

ICE:

20.65

PEG Ratio

ITUB:

1.07

ICE:

2.49

PS Ratio

ITUB:

1.29

ICE:

6.19

PB Ratio

ITUB:

2.18

ICE:

2.73

Total Revenue (TTM)

ITUB:

R$384.43B

ICE:

$13.08B

Gross Profit (TTM)

ITUB:

R$131.20B

ICE:

$8.93B

EBITDA (TTM)

ITUB:

R$54.38B

ICE:

$7.05B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ITUB vs. ICE — Risk / Return Rank

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

ITUB
ITUB Risk / Return Rank: 8383
Overall Rank
ITUB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ITUB Sortino Ratio Rank: 8383
Sortino Ratio Rank
ITUB Omega Ratio Rank: 8181
Omega Ratio Rank
ITUB Calmar Ratio Rank: 8282
Calmar Ratio Rank
ITUB Martin Ratio Rank: 8181
Martin Ratio Rank

ICE
ICE Risk / Return Rank: 1414
Overall Rank
ICE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ICE Sortino Ratio Rank: 1212
Sortino Ratio Rank
ICE Omega Ratio Rank: 1212
Omega Ratio Rank
ICE Calmar Ratio Rank: 2222
Calmar Ratio Rank
ICE Martin Ratio Rank: 1313
Martin Ratio Rank
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.

ITUB vs. ICE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) and Intercontinental Exchange, Inc. (ICE). 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.


ITUBICEDifference
Sharpe ratioReturn per unit of total volatility

+2.46

Sortino ratioReturn per unit of downside risk

+3.28

Omega ratioGain probability vs. loss probability

1.27

0.86

+0.40

Calmar ratioReturn relative to maximum drawdown

2.28

-0.61

+2.90

Martin ratioReturn relative to average drawdown

5.58

-1.27

+6.86

ITUB vs. ICE - Sharpe Ratio Comparison

The current ITUB Sharpe Ratio is 1.59, which is higher than the ICE Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of ITUB and ICE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ITUB vs. ICE - Drawdown Comparison

The maximum ITUB drawdown since its inception was -69.35%, smaller than the maximum ICE drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for ITUB and ICE.


Loading charts...

Drawdown Indicators


ITUBICEDifference

Max Drawdown

Largest peak-to-trough decline

-69.35%

-73.94%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-33.94%

+12.41%

Max Drawdown (3Y)

Largest decline over 3 years

-28.17%

-33.94%

+5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.59%

-34.32%

+2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-61.96%

-34.32%

-27.64%

Current Drawdown

Current decline from peak

-11.28%

-23.92%

+12.64%

Average Drawdown

Average peak-to-trough decline

-20.98%

-16.52%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.79%

16.25%

-7.46%

Volatility

ITUB vs. ICE - Volatility Comparison

The current volatility for Itaú Unibanco Holding S.A. (ITUB) is 7.81%, while Intercontinental Exchange, Inc. (ICE) has a volatility of 9.08%. This indicates that ITUB experiences smaller price fluctuations and is considered to be less risky than ICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITUBICEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

9.08%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

25.07%

19.99%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

31.01%

23.92%

+7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.78%

21.51%

+12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.23%

22.36%

+15.87%

Dividends

ITUB vs. ICE - Dividend Comparison

ITUB's dividend yield for the trailing twelve months is around 7.85%, more than ICE's 1.41% yield.


PositionTTM20252024202320222021202020192018201720162015
ICE
Intercontinental Exchange, Inc.
1.41%1.19%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%
ITUB
Itaú Unibanco Holding S.A.
7.85%11.26%9.20%3.61%4.21%29.81%4.80%8.21%6.93%3.35%15.63%3.89%

Financials

ITUB vs. ICE - Financials Comparison

This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. and Intercontinental Exchange, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
94.91B
3.67B
(ITUB) Total Revenue
(ICE) Total Revenue
Please note, different currencies. ITUB values in BRL, ICE values in USD

ITUB vs. ICE - Profitability Comparison

The chart below illustrates the profitability comparison between Itaú Unibanco Holding S.A. and Intercontinental Exchange, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
34.2%
78.8%
Portfolio components
ITUB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.

ICE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Intercontinental Exchange, Inc. reported a gross profit of 2.89B and revenue of 3.67B. Therefore, the gross margin over that period was 78.8%.

ITUB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.

ICE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Intercontinental Exchange, Inc. reported an operating income of 1.67B and revenue of 3.67B, resulting in an operating margin of 45.4%.

ITUB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.

ICE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Intercontinental Exchange, Inc. reported a net income of 1.41B and revenue of 3.67B, resulting in a net margin of 38.5%.


Frequently Asked Questions


ITUB and ICE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICE has higher volatility (9.08%) compared to ITUB (7.81%). In terms of maximum drawdown, ITUB dropped -69.35% vs ICE's -73.94%.

ITUB currently has the higher Sharpe Ratio (1.59 vs -0.87), 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.

Portfolio Optimizer

Find the right allocation for ITUB and ICE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer