PZAKY vs. IBKR

Last updated Jun 3, 2026

PZAKY (Powszechny Zaklad Ubezpieczen SA) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both are in the Financial Services sector — PZAKY in Insurance - Property & Casualty, IBKR in Capital Markets. Over the past year, PZAKY returned 64.39% vs 71.24% for IBKR. At a correlation of -0.03, they often move in opposite directions.

Performance

PZAKY vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Powszechny Zaklad Ubezpieczen SA (PZAKY) and Interactive Brokers Group, Inc. (IBKR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PZAKY achieves a 14.73% return, which is significantly lower than IBKR's 38.24% return.

PZAKY

• 1D: 0.00%
• 1M: 1.79%
• YTD: 14.73%
• 6M: 3.43%
• 1Y: 64.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBKR

• 1D: 0.03%
• 1M: 10.38%
• YTD: 38.24%
• 6M: 39.81%
• 1Y: 71.24%
• 3Y*: 64.85%
• 5Y*: 39.41%
• 10Y*: 25.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PZAKY vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PZAKY Powszechny Zaklad Ubezpieczen SA	14.73%	53.44%	76.46%
IBKR Interactive Brokers Group, Inc.	38.24%	46.37%	86.39%

Correlation

The correlation between PZAKY and IBKR is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Feb 9, 2024	-0.03

Fundamentals

Market Cap PZAKY : $17.18B IBKR : $39.78B
EPS PZAKY : $7.34 IBKR : $3.76
PE Ratio PZAKY : 2.71 IBKR : 23.63
PEG Ratio PZAKY : 0.27 IBKR : 0.81
PS Ratio PZAKY : 0.29 IBKR : 4.56
PB Ratio PZAKY : 0.47 IBKR : 1.87
Total Revenue (TTM) PZAKY : $58.77B IBKR : $8.69B
Gross Profit (TTM) PZAKY : $58.84B IBKR : $7.75B
EBITDA (TTM) PZAKY : $24.17B IBKR : $7.07B

Return for Risk

PZAKY vs. IBKR — Risk / Return Rank

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

PZAKY

PZAKY Risk / Return Rank: 77
PZAKY Sharpe Ratio Rank: 68
PZAKY Sortino Ratio Rank: 71
PZAKY Omega Ratio Rank: 92
PZAKY Calmar Ratio Rank: 76
PZAKY Martin Ratio Rank: 77

IBKR

IBKR Risk / Return Rank: 84
IBKR Sharpe Ratio Rank: 86
IBKR Sortino Ratio Rank: 82
IBKR Omega Ratio Rank: 80
IBKR Calmar Ratio Rank: 86
IBKR Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PZAKY vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Powszechny Zaklad Ubezpieczen SA (PZAKY) 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.

	PZAKY	IBKR	Difference
Sharpe ratio Return per unit of total volatility	0.87	1.92	-1.05
Sortino ratio Return per unit of downside risk	1.80	2.51	-0.70
Omega ratio Gain probability vs. loss probability	1.48	1.31	+0.17
Calmar ratio Return relative to maximum drawdown	2.24	3.75	-1.51
Martin ratio Return relative to average drawdown	5.68	9.52	-3.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PZAKY vs. IBKR - Sharpe Ratio Comparison

The current PZAKY Sharpe Ratio is 0.87, which is lower than the IBKR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of PZAKY and IBKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PZAKY	IBKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	1.92	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.45	+0.59

Drawdowns

PZAKY vs. IBKR - Drawdown Comparison

The maximum PZAKY drawdown since its inception was -28.78%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for PZAKY and IBKR.

Drawdown Indicators

	PZAKY	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-28.78%	-63.66%	+34.88%
Max Drawdown (1Y) Largest decline over 1 year	-28.78%	-18.70%	-10.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-38.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.09%	—
Current Drawdown Current decline from peak	-9.09%	0.00%	-9.09%
Average Drawdown Average peak-to-trough decline	-3.40%	-24.74%	+21.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.33%	7.36%	+3.97%

Volatility

PZAKY vs. IBKR - Volatility Comparison

Powszechny Zaklad Ubezpieczen SA (PZAKY) has a higher volatility of 18.37% compared to Interactive Brokers Group, Inc. (IBKR) at 10.82%. This indicates that PZAKY'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.

Volatility by Period

	PZAKY	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.37%	10.82%	+7.55%
Volatility (6M) Calculated over the trailing 6-month period	57.25%	27.39%	+29.86%
Volatility (1Y) Calculated over the trailing 1-year period	75.50%	37.31%	+38.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.43%	34.44%	+31.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.43%	33.34%	+33.09%

Dividends

PZAKY vs. IBKR - Dividend Comparison

PZAKY's dividend yield for the trailing twelve months is around 6.17%, more than IBKR's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBKR Interactive Brokers Group, Inc.	0.37%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%
PZAKY Powszechny Zaklad Ubezpieczen SA	6.17%	7.08%	9.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PZAKY and IBKR in my portfolio?

PZAKY and IBKR have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PZAKY or IBKR?

PZAKY has higher volatility (18.37%) compared to IBKR (10.82%). In terms of maximum drawdown, PZAKY dropped -28.78% vs IBKR's -63.66%.

Which has better risk-adjusted returns?

IBKR currently has the higher Sharpe Ratio (1.92 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.