PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MKTX vs. TW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MKTX and TW is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MKTX vs. TW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketAxess Holdings Inc. (MKTX) and Tradeweb Markets Inc. (TW). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
17.60%
27.89%
MKTX
TW

Key characteristics

Sharpe Ratio

MKTX:

-0.55

TW:

2.19

Sortino Ratio

MKTX:

-0.57

TW:

3.04

Omega Ratio

MKTX:

0.92

TW:

1.39

Calmar Ratio

MKTX:

-0.28

TW:

3.93

Martin Ratio

MKTX:

-0.84

TW:

13.21

Ulcer Index

MKTX:

22.14%

TW:

3.56%

Daily Std Dev

MKTX:

33.77%

TW:

21.46%

Max Drawdown

MKTX:

-80.60%

TW:

-48.64%

Current Drawdown

MKTX:

-59.59%

TW:

-2.14%

Fundamentals

Market Cap

MKTX:

$8.86B

TW:

$29.14B

EPS

MKTX:

$7.40

TW:

$2.08

PE Ratio

MKTX:

31.74

TW:

64.20

PEG Ratio

MKTX:

2.90

TW:

3.07

Total Revenue (TTM)

MKTX:

$812.37M

TW:

$1.63B

Gross Profit (TTM)

MKTX:

$609.77M

TW:

$1.25B

EBITDA (TTM)

MKTX:

$426.87M

TW:

$893.81M

Returns By Period

In the year-to-date period, MKTX achieves a -20.65% return, which is significantly lower than TW's 47.20% return.


MKTX

YTD

-20.65%

1M

-11.86%

6M

17.60%

1Y

-19.36%

5Y*

-8.53%

10Y*

13.06%

TW

YTD

47.20%

1M

-1.90%

6M

27.89%

1Y

46.66%

5Y*

23.84%

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MKTX vs. TW - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for MKTX, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.552.19
The chart of Sortino ratio for MKTX, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.573.04
The chart of Omega ratio for MKTX, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.39
The chart of Calmar ratio for MKTX, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.283.93
The chart of Martin ratio for MKTX, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.8413.21
MKTX
TW

The current MKTX Sharpe Ratio is -0.55, which is lower than the TW Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of MKTX and TW, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
2.19
MKTX
TW

Dividends

MKTX vs. TW - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 1.29%, more than TW's 0.30% yield.


TTM20232022202120202019201820172016201520142013
MKTX
MarketAxess Holdings Inc.
1.29%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%0.78%
TW
Tradeweb Markets Inc.
0.30%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MKTX vs. TW - Drawdown Comparison

The maximum MKTX drawdown since its inception was -80.60%, which is greater than TW's maximum drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for MKTX and TW. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.59%
-2.14%
MKTX
TW

Volatility

MKTX vs. TW - Volatility Comparison

MarketAxess Holdings Inc. (MKTX) and Tradeweb Markets Inc. (TW) have volatilities of 7.24% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
6.91%
MKTX
TW

Financials

MKTX vs. TW - Financials Comparison

This section allows you to compare key financial metrics between MarketAxess Holdings Inc. and Tradeweb Markets 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab