MKTX vs. IBKR
Compare and contrast key facts about MarketAxess Holdings Inc. (MKTX) and Interactive Brokers Group, Inc. (IBKR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKTX or IBKR.
Performance
MKTX vs. IBKR - Performance Comparison
Returns By Period
In the year-to-date period, MKTX achieves a -9.98% return, which is significantly lower than IBKR's 132.38% return. Over the past 10 years, MKTX has underperformed IBKR with an annualized return of 16.00%, while IBKR has yielded a comparatively higher 22.48% annualized return.
MKTX
-9.98%
-10.06%
22.09%
12.56%
-7.08%
16.00%
IBKR
132.38%
28.96%
54.69%
139.17%
32.86%
22.48%
Fundamentals
| MKTX | IBKR | |
|---|---|---|
| Market Cap | $10.01B | $79.37B |
| EPS | $7.38 | $6.42 |
| PE Ratio | 35.97 | 29.26 |
| PEG Ratio | 3.42 | 14.08 |
| Total Revenue (TTM) | $812.37M | $5.98B |
| Gross Profit (TTM) | $609.77M | $5.46B |
| EBITDA (TTM) | $421.37M | $6.74B |
Key characteristics
| MKTX | IBKR | |
|---|---|---|
| Sharpe Ratio | 0.37 | 5.32 |
| Sortino Ratio | 0.73 | 5.88 |
| Omega Ratio | 1.11 | 1.82 |
| Calmar Ratio | 0.19 | 7.38 |
| Martin Ratio | 0.59 | 39.92 |
| Ulcer Index | 21.59% | 3.53% |
| Daily Std Dev | 34.39% | 26.52% |
| Max Drawdown | -80.60% | -63.66% |
| Current Drawdown | -54.16% | 0.00% |
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Correlation
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.
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.
Dividends
MKTX vs. IBKR - Dividend Comparison
MKTX's dividend yield for the trailing twelve months is around 1.14%, more than IBKR's 0.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKTX MarketAxess Holdings Inc. | 1.14% | 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. | 0.37% | 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.
Volatility
MKTX vs. IBKR - Volatility Comparison
The current volatility for MarketAxess Holdings Inc. (MKTX) is 5.44%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 12.13%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities