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

Correlation

The correlation between PIPR and IBKR is 0.48, 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

PIPR vs. IBKR - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
499.45%
682.01%
PIPR
IBKR

Key characteristics

Sharpe Ratio

PIPR:

2.23

IBKR:

4.48

Sortino Ratio

PIPR:

3.34

IBKR:

5.31

Omega Ratio

PIPR:

1.42

IBKR:

1.72

Calmar Ratio

PIPR:

4.70

IBKR:

7.64

Martin Ratio

PIPR:

18.07

IBKR:

31.15

Ulcer Index

PIPR:

4.19%

IBKR:

3.77%

Daily Std Dev

PIPR:

33.91%

IBKR:

26.20%

Max Drawdown

PIPR:

-76.97%

IBKR:

-63.66%

Current Drawdown

PIPR:

-14.64%

IBKR:

-8.71%

Fundamentals

Market Cap

PIPR:

$4.95B

IBKR:

$75.59B

EPS

PIPR:

$9.37

IBKR:

$6.42

PE Ratio

PIPR:

33.32

IBKR:

27.87

Total Revenue (TTM)

PIPR:

$1.52B

IBKR:

$4.95B

Gross Profit (TTM)

PIPR:

$1.18B

IBKR:

$5.46B

EBITDA (TTM)

PIPR:

$256.90M

IBKR:

$6.74B

Returns By Period

In the year-to-date period, PIPR achieves a 72.96% return, which is significantly lower than IBKR's 113.52% return. Both investments have delivered pretty close results over the past 10 years, with PIPR having a 21.01% annualized return and IBKR not far behind at 20.49%.


PIPR

YTD

72.96%

1M

-10.72%

6M

41.88%

1Y

73.90%

5Y*

34.33%

10Y*

21.01%

IBKR

YTD

113.52%

1M

-6.23%

6M

46.86%

1Y

115.57%

5Y*

30.90%

10Y*

20.49%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PIPR vs. IBKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Piper Sandler Companies (PIPR) 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 PIPR, currently valued at 2.23, compared to the broader market-4.00-2.000.002.002.234.48
The chart of Sortino ratio for PIPR, currently valued at 3.34, compared to the broader market-4.00-2.000.002.004.003.345.31
The chart of Omega ratio for PIPR, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.72
The chart of Calmar ratio for PIPR, currently valued at 4.70, compared to the broader market0.002.004.006.004.707.64
The chart of Martin ratio for PIPR, currently valued at 18.07, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.0731.15
PIPR
IBKR

The current PIPR Sharpe Ratio is 2.23, which is lower than the IBKR Sharpe Ratio of 4.48. The chart below compares the historical Sharpe Ratios of PIPR 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 Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
2.23
4.48
PIPR
IBKR

Dividends

PIPR vs. IBKR - Dividend Comparison

PIPR's dividend yield for the trailing twelve months is around 1.18%, more than IBKR's 0.48% yield.


TTM20232022202120202019201820172016201520142013
PIPR
Piper Sandler Companies
1.18%2.09%5.30%3.81%1.98%3.14%4.74%1.45%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

PIPR vs. IBKR - Drawdown Comparison

The maximum PIPR drawdown since its inception was -76.97%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for PIPR and IBKR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.64%
-8.71%
PIPR
IBKR

Volatility

PIPR vs. IBKR - Volatility Comparison

Piper Sandler Companies (PIPR) has a higher volatility of 8.03% compared to Interactive Brokers Group, Inc. (IBKR) at 7.27%. This indicates that PIPR'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
8.03%
7.27%
PIPR
IBKR

Financials

PIPR vs. IBKR - Financials Comparison

This section allows you to compare key financial metrics between Piper Sandler Companies 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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