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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%AugustSeptemberOctoberNovemberDecember2025
-1.45%
15.59%
MKTX
TW

Key characteristics

Sharpe Ratio

MKTX:

-0.59

TW:

1.53

Sortino Ratio

MKTX:

-0.63

TW:

2.13

Omega Ratio

MKTX:

0.91

TW:

1.27

Calmar Ratio

MKTX:

-0.30

TW:

3.04

Martin Ratio

MKTX:

-1.00

TW:

8.47

Ulcer Index

MKTX:

19.75%

TW:

3.73%

Daily Std Dev

MKTX:

33.65%

TW:

20.67%

Max Drawdown

MKTX:

-80.60%

TW:

-48.64%

Current Drawdown

MKTX:

-61.44%

TW:

-5.39%

Fundamentals

Market Cap

MKTX:

$8.50B

TW:

$27.96B

EPS

MKTX:

$7.38

TW:

$2.08

PE Ratio

MKTX:

30.54

TW:

61.61

PEG Ratio

MKTX:

2.77

TW:

3.15

Total Revenue (TTM)

MKTX:

$615.62M

TW:

$1.26B

Gross Profit (TTM)

MKTX:

$454.39M

TW:

$1.00B

EBITDA (TTM)

MKTX:

$325.00M

TW:

$705.01M

Returns By Period

In the year-to-date period, MKTX achieves a -3.12% return, which is significantly lower than TW's -1.56% return.


MKTX

YTD

-3.12%

1M

-2.80%

6M

-1.44%

1Y

-19.15%

5Y*

-8.40%

10Y*

12.13%

TW

YTD

-1.56%

1M

-4.48%

6M

17.22%

1Y

30.61%

5Y*

24.10%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MKTX vs. TW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MKTX
The Risk-Adjusted Performance Rank of MKTX is 2020
Overall Rank
The Sharpe Ratio Rank of MKTX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MKTX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of MKTX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of MKTX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of MKTX is 2323
Martin Ratio Rank

TW
The Risk-Adjusted Performance Rank of TW is 8787
Overall Rank
The Sharpe Ratio Rank of TW is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TW is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TW is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TW is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.59, compared to the broader market-2.000.002.00-0.591.56
The chart of Sortino ratio for MKTX, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.632.16
The chart of Omega ratio for MKTX, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.27
The chart of Calmar ratio for MKTX, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.303.10
The chart of Martin ratio for MKTX, currently valued at -1.00, compared to the broader market-20.00-10.000.0010.0020.00-1.008.60
MKTX
TW

The current MKTX Sharpe Ratio is -0.59, which is lower than the TW Sharpe Ratio of 1.53. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.59
1.56
MKTX
TW

Dividends

MKTX vs. TW - Dividend Comparison

MKTX's dividend yield for the trailing twelve months is around 1.35%, more than TW's 0.31% yield.


TTM20242023202220212020201920182017201620152014
MKTX
MarketAxess Holdings Inc.
1.35%1.31%0.98%1.00%0.64%0.42%0.54%0.80%0.65%0.71%0.72%0.89%
TW
Tradeweb Markets Inc.
0.31%0.31%0.40%0.49%0.32%0.51%0.52%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-61.44%
-5.39%
MKTX
TW

Volatility

MKTX vs. TW - Volatility Comparison

The current volatility for MarketAxess Holdings Inc. (MKTX) is 5.04%, while Tradeweb Markets Inc. (TW) has a volatility of 6.60%. This indicates that MKTX experiences smaller price fluctuations and is considered to be less risky than TW 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%AugustSeptemberOctoberNovemberDecember2025
5.04%
6.60%
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
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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.

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