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

Correlation

The correlation between PAGS 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.


-0.50.00.51.00.3

Performance

PAGS vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PagSeguro Digital Ltd. (PAGS) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-42.54%
46.86%
PAGS
IBKR

Key characteristics

Sharpe Ratio

PAGS:

-1.12

IBKR:

4.48

Sortino Ratio

PAGS:

-1.62

IBKR:

5.31

Omega Ratio

PAGS:

0.80

IBKR:

1.72

Calmar Ratio

PAGS:

-0.50

IBKR:

7.64

Martin Ratio

PAGS:

-1.68

IBKR:

31.15

Ulcer Index

PAGS:

26.61%

IBKR:

3.77%

Daily Std Dev

PAGS:

39.99%

IBKR:

26.20%

Max Drawdown

PAGS:

-89.95%

IBKR:

-63.66%

Current Drawdown

PAGS:

-89.66%

IBKR:

-8.71%

Fundamentals

Market Cap

PAGS:

$2.11B

IBKR:

$75.59B

EPS

PAGS:

$1.03

IBKR:

$6.42

PE Ratio

PAGS:

6.57

IBKR:

27.87

Total Revenue (TTM)

PAGS:

$17.61B

IBKR:

$4.95B

Gross Profit (TTM)

PAGS:

$8.40B

IBKR:

$5.46B

EBITDA (TTM)

PAGS:

$7.37B

IBKR:

$6.74B

Returns By Period

In the year-to-date period, PAGS achieves a -48.68% return, which is significantly lower than IBKR's 113.52% return.


PAGS

YTD

-48.68%

1M

-15.12%

6M

-42.55%

1Y

-46.08%

5Y*

-28.07%

10Y*

N/A

IBKR

YTD

113.52%

1M

-6.23%

6M

46.86%

1Y

115.57%

5Y*

30.90%

10Y*

20.49%

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Risk-Adjusted Performance

PAGS vs. IBKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PagSeguro Digital Ltd. (PAGS) 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.


Sharpe ratio
The chart of Sharpe ratio for PAGS, currently valued at -1.12, compared to the broader market-4.00-2.000.002.00-1.124.48
The chart of Sortino ratio for PAGS, currently valued at -1.62, compared to the broader market-4.00-2.000.002.004.00-1.625.31
The chart of Omega ratio for PAGS, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.72
The chart of Calmar ratio for PAGS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.507.64
The chart of Martin ratio for PAGS, currently valued at -1.68, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6831.15
PAGS
IBKR

The current PAGS Sharpe Ratio is -1.12, which is lower than the IBKR Sharpe Ratio of 4.48. The chart below compares the historical Sharpe Ratios of PAGS 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-2.000.002.004.006.00JulyAugustSeptemberOctoberNovemberDecember
-1.12
4.48
PAGS
IBKR

Dividends

PAGS vs. IBKR - Dividend Comparison

PAGS has not paid dividends to shareholders, while IBKR's dividend yield for the trailing twelve months is around 0.48%.


TTM20232022202120202019201820172016201520142013
PAGS
PagSeguro Digital Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBKR
Interactive Brokers Group, Inc.
0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%

Drawdowns

PAGS vs. IBKR - Drawdown Comparison

The maximum PAGS drawdown since its inception was -89.95%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for PAGS and IBKR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-89.66%
-8.71%
PAGS
IBKR

Volatility

PAGS vs. IBKR - Volatility Comparison

PagSeguro Digital Ltd. (PAGS) has a higher volatility of 15.94% compared to Interactive Brokers Group, Inc. (IBKR) at 7.27%. This indicates that PAGS's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.94%
7.27%
PAGS
IBKR

Financials

PAGS vs. IBKR - Financials Comparison

This section allows you to compare key financial metrics between PagSeguro Digital Ltd. 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
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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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