MKTX vs. TW
Compare and contrast key facts about MarketAxess Holdings Inc. (MKTX) and Tradeweb Markets Inc. (TW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MKTX or TW.
Key characteristics
| MKTX | TW | |
|---|---|---|
| YTD Return | -6.32% | 42.29% |
| 1Y Return | 23.85% | 39.49% |
| 3Y Return (Ann) | -10.40% | 10.90% |
| 5Y Return (Ann) | -5.70% | 25.38% |
| Sharpe Ratio | 0.67 | 1.83 |
| Sortino Ratio | 1.08 | 2.62 |
| Omega Ratio | 1.17 | 1.33 |
| Calmar Ratio | 0.35 | 2.99 |
| Martin Ratio | 1.07 | 9.93 |
| Ulcer Index | 21.53% | 3.91% |
| Daily Std Dev | 34.39% | 21.24% |
| Max Drawdown | -80.60% | -48.64% |
| Current Drawdown | -52.30% | -4.52% |
Fundamentals
| MKTX | TW | |
|---|---|---|
| Market Cap | $10.24B | $28.14B |
| EPS | $7.39 | $2.08 |
| PE Ratio | 36.76 | 62.00 |
| PEG Ratio | 3.53 | 2.98 |
| Total Revenue (TTM) | $812.37M | $1.63B |
| Gross Profit (TTM) | $609.77M | $1.25B |
| EBITDA (TTM) | $421.06M | $844.40M |
Correlation
The correlation between MKTX and TW is 0.47, 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.
Performance
MKTX vs. TW - Performance Comparison
In the year-to-date period, MKTX achieves a -6.32% return, which is significantly lower than TW's 42.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MKTX vs. TW - Dividend Comparison
MKTX's dividend yield for the trailing twelve months is around 0.82%, more than TW's 0.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKTX MarketAxess Holdings Inc. | 0.82% | 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.
Volatility
MKTX vs. TW - Volatility Comparison
MarketAxess Holdings Inc. (MKTX) has a higher volatility of 5.07% compared to Tradeweb Markets Inc. (TW) at 4.66%. This indicates that MKTX's price experiences larger fluctuations and is considered to be riskier than TW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities