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MKTX vs. IBKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MKTXIBKR
YTD Return-5.42%117.57%
1Y Return24.24%119.25%
3Y Return (Ann)-10.13%35.70%
5Y Return (Ann)-5.27%31.94%
10Y Return (Ann)16.38%21.81%
Sharpe Ratio0.644.51
Sortino Ratio1.055.19
Omega Ratio1.161.71
Calmar Ratio0.336.29
Martin Ratio1.0333.33
Ulcer Index21.53%3.61%
Daily Std Dev34.44%26.73%
Max Drawdown-80.60%-63.66%
Current Drawdown-51.84%0.00%

Fundamentals


MKTXIBKR
Market Cap$10.34B$75.84B
EPS$7.38$6.42
PE Ratio37.1627.96
PEG Ratio3.5312.88
Total Revenue (TTM)$812.37M$4.15B
Gross Profit (TTM)$609.77M$3.74B
EBITDA (TTM)$421.06M$2.37B

Correlation

-0.50.00.51.00.3

The correlation between MKTX and IBKR is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

MKTX vs. IBKR - Performance Comparison

In the year-to-date period, MKTX achieves a -5.42% return, which is significantly lower than IBKR's 117.57% return. Over the past 10 years, MKTX has underperformed IBKR with an annualized return of 16.38%, while IBKR has yielded a comparatively higher 21.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
34.06%
49.85%
MKTX
IBKR

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Risk-Adjusted Performance

MKTX vs. IBKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketAxess Holdings Inc. (MKTX) 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.


MKTX
Sharpe ratio
The chart of Sharpe ratio for MKTX, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.64
Sortino ratio
The chart of Sortino ratio for MKTX, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.006.001.05
Omega ratio
The chart of Omega ratio for MKTX, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for MKTX, currently valued at 0.33, compared to the broader market0.002.004.006.000.33
Martin ratio
The chart of Martin ratio for MKTX, currently valued at 1.03, compared to the broader market0.0010.0020.0030.001.03
IBKR
Sharpe ratio
The chart of Sharpe ratio for IBKR, currently valued at 4.51, compared to the broader market-4.00-2.000.002.004.004.51
Sortino ratio
The chart of Sortino ratio for IBKR, currently valued at 5.19, compared to the broader market-4.00-2.000.002.004.006.005.19
Omega ratio
The chart of Omega ratio for IBKR, currently valued at 1.71, compared to the broader market0.501.001.502.001.71
Calmar ratio
The chart of Calmar ratio for IBKR, currently valued at 6.29, compared to the broader market0.002.004.006.006.29
Martin ratio
The chart of Martin ratio for IBKR, currently valued at 33.33, compared to the broader market0.0010.0020.0030.0033.33

MKTX vs. IBKR - Sharpe Ratio Comparison

The current MKTX Sharpe Ratio is 0.64, which is lower than the IBKR Sharpe Ratio of 4.51. The chart below compares the historical Sharpe Ratios of MKTX and IBKR, 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 Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
0.64
4.51
MKTX
IBKR

Dividends

MKTX vs. IBKR - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 0.81%, more than IBKR's 0.39% yield.


TTM20232022202120202019201820172016201520142013
MKTX
MarketAxess Holdings Inc.
0.81%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%0.78%
IBKR
Interactive Brokers Group, Inc.
0.39%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%

Drawdowns

MKTX vs. IBKR - Drawdown Comparison

The maximum MKTX drawdown since its inception was -80.60%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for MKTX and IBKR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-51.84%
0
MKTX
IBKR

Volatility

MKTX vs. IBKR - Volatility Comparison

The current volatility for MarketAxess Holdings Inc. (MKTX) is 5.58%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 13.36%. This indicates that MKTX 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
13.36%
MKTX
IBKR

Financials

MKTX vs. IBKR - Financials Comparison

This section allows you to compare key financial metrics between MarketAxess Holdings 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.


Quarterly
Annual

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



Values in USD except per share items