JEF vs. IBKR
JEF (Jefferies Financial Group Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both are in the Financial Services sector — JEF in Financial Conglomerates, IBKR in Capital Markets. Over the past 10 years, JEF returned 17.89%/yr vs 25.35%/yr for IBKR. At a 0.48 correlation, their price movements are largely independent.
Performance
JEF vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, JEF achieves a -5.14% return, which is significantly lower than IBKR's 36.11% return. Over the past 10 years, JEF has underperformed IBKR with an annualized return of 17.89%, while IBKR has yielded a comparatively higher 25.35% annualized return.
JEF
- 1D
- 3.97%
- 1M
- 10.13%
- YTD
- -5.14%
- 6M
- -0.43%
- 1Y
- 13.73%
- 3Y*
- 25.68%
- 5Y*
- 17.11%
- 10Y*
- 17.89%
IBKR
- 1D
- 3.50%
- 1M
- 3.57%
- YTD
- 36.11%
- 6M
- 33.01%
- 1Y
- 65.70%
- 3Y*
- 64.47%
- 5Y*
- 40.65%
- 10Y*
- 25.35%
JEF vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEF Jefferies Financial Group Inc. | -5.14% | -18.78% | 98.84% | 27.74% | -8.46% | 61.95% | 19.00% | 44.18% | -33.15% | 15.42% |
IBKR Interactive Brokers Group, Inc. | 36.11% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between JEF and IBKR is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.48 |
The correlation between JEF and IBKR has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.
Fundamentals
JEF:
$4.87
IBKR:
$3.76
JEF:
11.90
IBKR:
23.26
JEF:
0.86
IBKR:
0.80
JEF:
0.77
IBKR:
4.49
JEF:
$11.22B
IBKR:
$8.69B
JEF:
$6.66B
IBKR:
$7.75B
JEF:
$1.12B
IBKR:
$7.07B
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Return for Risk
JEF vs. IBKR — Risk / Return Rank
JEF
IBKR
JEF vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jefferies Financial Group Inc. (JEF) and Interactive Brokers Group, Inc. (IBKR). 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.
| JEF | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.29 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 3.53 | -3.25 |
| Martin ratioReturn relative to average drawdown | 0.64 | 8.98 | -8.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEF | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.76 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.19 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.76 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.44 | +0.01 |
Drawdowns
JEF vs. IBKR - Drawdown Comparison
The maximum JEF drawdown since its inception was -80.74%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for JEF and IBKR.
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Drawdown Indicators
| JEF | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.74% | -63.66% | -17.08% |
Max Drawdown (1Y)Largest decline over 1 year | -48.05% | -18.70% | -29.35% |
Max Drawdown (3Y)Largest decline over 3 years | -54.39% | -38.66% | -15.73% |
Max Drawdown (5Y)Largest decline over 5 years | -54.39% | -38.66% | -15.73% |
Max Drawdown (10Y)Largest decline over 10 years | -54.39% | -55.09% | +0.70% |
Current DrawdownCurrent decline from peak | -26.11% | -1.54% | -24.57% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -24.73% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.39% | 7.36% | +14.03% |
Volatility
JEF vs. IBKR - Volatility Comparison
The current volatility for Jefferies Financial Group Inc. (JEF) is 8.05%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 10.34%. This indicates that JEF experiences smaller price fluctuations and is considered to be less risky than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEF | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 10.34% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 30.53% | 27.65% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.68% | 37.63% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.94% | 34.47% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.01% | 33.37% | +1.64% |
Dividends
JEF vs. IBKR - Dividend Comparison
JEF's dividend yield for the trailing twelve months is around 2.76%, more than IBKR's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
JEF Jefferies Financial Group Inc. | 2.76% | 2.58% | 1.66% | 2.97% | 3.50% | 2.32% | 2.44% | 8.07% | 2.59% | 1.23% | 1.08% | 1.44% |
Financials
JEF vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Jefferies Financial Group Inc. and Interactive Brokers Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JEF and IBKR have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (10.34%) compared to JEF (8.05%). In terms of maximum drawdown, JEF dropped -80.74% vs IBKR's -63.66%.
IBKR currently has the higher Sharpe Ratio (1.76 vs 0.34), 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.
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