L.TO vs. IBKR
L.TO (Loblaw Companies Limited) and IBKR (Interactive Brokers Group, Inc.) are both stocks. L.TO operates in Grocery Stores (Consumer Defensive), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, L.TO returned 26.65%/yr vs 29.11%/yr for IBKR. At a 0.11 correlation, their price movements are largely independent.
Performance
L.TO vs. IBKR - Performance Comparison
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Different Trading Currencies
L.TO is traded in CAD, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, L.TO achieves a 2.62% return, which is significantly lower than IBKR's 56.15% return. Over the past 10 years, L.TO has underperformed IBKR with an annualized return of 26.65%, while IBKR has yielded a comparatively higher 29.11% annualized return.
L.TO
- 1D
- -1.11%
- 1M
- 3.42%
- YTD
- 2.62%
- 6M
- 2.89%
- 1Y
- 15.10%
- 3Y*
- 34.35%
- 5Y*
- 33.11%
- 10Y*
- 26.65%
IBKR
- 1D
- 1.39%
- 1M
- 22.58%
- YTD
- 56.15%
- 6M
- 51.57%
- 1Y
- 96.08%
- 3Y*
- 74.38%
- 5Y*
- 47.75%
- 10Y*
- 29.11%
L.TO vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
L.TO Loblaw Companies Limited | 2.62% | 34.69% | 54.55% | 13.67% | 21.98% | 76.92% | 1.32% | 17.76% | 51.51% | 4.10% |
IBKR Interactive Brokers Group, Inc. | 56.15% | 39.69% | 132.59% | 12.40% | -2.55% | 31.05% | 28.59% | -17.56% | 0.68% | 52.66% |
Correlation
The correlation between L.TO and IBKR is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.11 |
The correlation between L.TO and IBKR shifts across timeframes, from -0.06 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
Fundamentals
L.TO:
CA$74.67B
IBKR:
$43.41B
L.TO:
CA$3.72
IBKR:
$3.76
L.TO:
17.05
IBKR:
25.78
L.TO:
0.73
IBKR:
4.97
L.TO:
6.85
IBKR:
2.04
L.TO:
CA$64.25B
IBKR:
$8.69B
L.TO:
CA$19.91B
IBKR:
$7.75B
L.TO:
CA$7.21B
IBKR:
$7.07B
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Return for Risk
L.TO vs. IBKR — Risk / Return Rank
L.TO
IBKR
L.TO vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loblaw Companies Limited (L.TO) 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.
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.
| L.TO | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 5.60 | -4.55 |
| Martin ratioReturn relative to average drawdown | 2.43 | 13.06 | -10.63 |
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Drawdowns
L.TO vs. IBKR - Drawdown Comparison
The maximum L.TO drawdown since its inception was -44.67%, smaller than the maximum IBKR drawdown of -60.80%. Use the drawdown chart below to compare losses from any high point for L.TO and IBKR.
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Drawdown Indicators
| L.TO | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -60.80% | +16.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -17.26% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -38.74% | +24.21% |
Max Drawdown (5Y)Largest decline over 5 years | -14.53% | -38.74% | +24.21% |
Max Drawdown (10Y)Largest decline over 10 years | -18.54% | -49.54% | +31.00% |
Current DrawdownCurrent decline from peak | -8.06% | 0.00% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -24.68% | +17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.22% | 7.38% | -1.16% |
Volatility
L.TO vs. IBKR - Volatility Comparison
The current volatility for Loblaw Companies Limited (L.TO) is 6.47%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 10.03%. This indicates that L.TO 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
| L.TO | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 10.03% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.19% | 27.67% | -11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.21% | 37.54% | -16.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 35.02% | -16.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 33.90% | -13.51% |
Dividends
L.TO vs. IBKR - Dividend Comparison
L.TO's dividend yield for the trailing twelve months is around 0.91%, more than IBKR's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.34% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
L.TO Loblaw Companies Limited | 0.91% | 2.19% | 4.20% | 5.43% | 5.28% | 5.40% | 8.15% | 7.40% | 6.45% | 7.84% | 7.27% | 7.61% |
Financials
L.TO vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Loblaw Companies Limited 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
L.TO and IBKR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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