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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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
14.33%
48.18%
PIPR
IBKR

Key characteristics

Sharpe Ratio

PIPR:

2.39

IBKR:

4.09

Sortino Ratio

PIPR:

3.46

IBKR:

4.95

Omega Ratio

PIPR:

1.45

IBKR:

1.65

Calmar Ratio

PIPR:

4.29

IBKR:

7.12

Martin Ratio

PIPR:

15.40

IBKR:

27.42

Ulcer Index

PIPR:

5.30%

IBKR:

3.98%

Daily Std Dev

PIPR:

34.19%

IBKR:

26.76%

Max Drawdown

PIPR:

-76.97%

IBKR:

-63.66%

Current Drawdown

PIPR:

-15.62%

IBKR:

-5.22%

Fundamentals

Market Cap

PIPR:

$4.67B

IBKR:

$77.17B

EPS

PIPR:

$9.36

IBKR:

$6.41

PE Ratio

PIPR:

31.45

IBKR:

28.49

Total Revenue (TTM)

PIPR:

$1.04B

IBKR:

$3.80B

Gross Profit (TTM)

PIPR:

$731.59M

IBKR:

$4.31B

EBITDA (TTM)

PIPR:

$155.66M

IBKR:

$5.89B

Returns By Period

In the year-to-date period, PIPR achieves a -1.87% return, which is significantly lower than IBKR's 3.38% return. Both investments have delivered pretty close results over the past 10 years, with PIPR having a 22.02% annualized return and IBKR not far behind at 21.57%.


PIPR

YTD

-1.87%

1M

-7.72%

6M

14.33%

1Y

80.62%

5Y*

33.10%

10Y*

22.02%

IBKR

YTD

3.38%

1M

1.75%

6M

48.18%

1Y

107.98%

5Y*

30.62%

10Y*

21.57%

*Annualized

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Risk-Adjusted Performance

PIPR vs. IBKR — Risk-Adjusted Performance Rank

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

PIPR
The Risk-Adjusted Performance Rank of PIPR is 9696
Overall Rank
The Sharpe Ratio Rank of PIPR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PIPR is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PIPR is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PIPR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PIPR is 9696
Martin Ratio Rank

IBKR
The Risk-Adjusted Performance Rank of IBKR is 9999
Overall Rank
The Sharpe Ratio Rank of IBKR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 9999
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.

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 2.39, compared to the broader market-2.000.002.002.394.09
The chart of Sortino ratio for PIPR, currently valued at 3.46, compared to the broader market-4.00-2.000.002.004.003.464.95
The chart of Omega ratio for PIPR, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.65
The chart of Calmar ratio for PIPR, currently valued at 4.29, compared to the broader market0.002.004.006.004.297.12
The chart of Martin ratio for PIPR, currently valued at 15.40, compared to the broader market0.0010.0020.0015.4027.42
PIPR
IBKR

The current PIPR Sharpe Ratio is 2.39, which is lower than the IBKR Sharpe Ratio of 4.09. 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 Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
2.39
4.09
PIPR
IBKR

Dividends

PIPR vs. IBKR - Dividend Comparison

PIPR's dividend yield for the trailing twelve months is around 1.19%, more than IBKR's 0.47% yield.


TTM20242023202220212020201920182017201620152014
PIPR
Piper Sandler Companies
1.19%1.17%2.09%5.30%3.81%1.98%3.14%4.74%1.45%0.00%0.00%0.00%
IBKR
Interactive Brokers Group, Inc.
0.47%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.62%
-5.22%
PIPR
IBKR

Volatility

PIPR vs. IBKR - Volatility Comparison

Piper Sandler Companies (PIPR) has a higher volatility of 9.54% compared to Interactive Brokers Group, Inc. (IBKR) at 7.30%. 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%AugustSeptemberOctoberNovemberDecember2025
9.54%
7.30%
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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