RBA vs. IBKR

Last updated Aug 4, 2026

RBA (Ritchie Bros. Auctioneers Incorporated) and IBKR (Interactive Brokers Group, Inc.) are both stocks. RBA operates in Specialty Business Services (Industrials), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, RBA returned 15.28%/yr vs 26.38%/yr for IBKR. Their 0.28 correlation means their historical movements had little consistent relationship.

Performance

RBA vs. IBKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ritchie Bros. Auctioneers Incorporated (RBA) 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, RBA achieves a 9.70% return, which is significantly lower than IBKR's 36.73% return. Over the past 10 years, RBA has underperformed IBKR with an annualized return of 15.28%, while IBKR has yielded a comparatively higher 26.38% annualized return.

RBA

• 1D: 2.26%
• 1M: -0.52%
• 6M: -1.19%
• YTD: 9.70%
• 1Y: 4.85%
• 3Y*: 25.92%
• 5Y*: 16.13%
• 10Y*: 15.28%
• ALL TIME*: 14.71%

IBKR

• 1D: -0.27%
• 1M: -3.92%
• 6M: 16.82%
• YTD: 36.73%
• 1Y: 38.58%
• 3Y*: 58.66%
• 5Y*: 42.23%
• 10Y*: 26.38%
• ALL TIME*: 15.07%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IBKR Interactive Brokers Group, Inc.	$458.75M	$397.36M	$437.59M
RBA Ritchie Bros. Auctioneers Incorporated	$106.89M	$102.89M	$115.60M

RBA vs. IBKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RBA Ritchie Bros. Auctioneers Incorporated	9.70%	15.37%	36.75%	20.26%	-3.92%	-10.66%	64.64%	33.94%	11.56%	-9.87%
IBKR Interactive Brokers Group, Inc.	36.73%	46.37%	114.43%	15.14%	-8.35%	31.12%	31.71%	-14.01%	-7.13%	63.75%

Correlation

The correlation between RBA and IBKR is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.25
Correlation (3Y) Balances recent behavior with more history.	0.26
Correlation (5Y) Shows whether the relationship held over a longer period.	0.27
Correlation (10Y) Provides a long-term view across more market conditions.	0.27
Correlation (All Time) Calculated using the full available price history since May 4, 2007	0.28

Fundamentals

Market Cap RBA : $20.91B IBKR : $151.63B
EPS RBA : $2.41 IBKR : $4.11
PE Ratio RBA : 46.55 IBKR : 21.38
PEG Ratio RBA : 1.31 IBKR : 0.73
PS Ratio RBA : 4.44 IBKR : 4.37
PB Ratio RBA : 3.74 IBKR : 1.78
Total Revenue (TTM) RBA : $4.74B IBKR : $8.99B
Gross Profit (TTM) RBA : $1.58B IBKR : $8.21B
EBITDA (TTM) RBA : $1.20B IBKR : $7.25B

Return for Risk

RBA vs. IBKR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RBA

RBA Risk / Return Rank: 47
RBA Sharpe Ratio Rank: 51
RBA Sortino Ratio Rank: 43
RBA Omega Ratio Rank: 44
RBA Calmar Ratio Rank: 50
RBA Martin Ratio Rank: 49

IBKR

IBKR Risk / Return Rank: 75
IBKR Sharpe Ratio Rank: 76
IBKR Sortino Ratio Rank: 71
IBKR Omega Ratio Rank: 68
IBKR Calmar Ratio Rank: 80
IBKR Martin Ratio Rank: 80

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RBA vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ritchie Bros. Auctioneers Incorporated (RBA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RBA	IBKR	Difference
Sharpe ratio: Return per unit of total volatility	0.17	1.00	-0.83
Sortino ratio: Return per unit of downside risk	0.41	1.57	-1.15
Omega ratio: Gain probability vs. loss probability	1.06	1.19	-0.13
Calmar ratio: Return relative to maximum drawdown	0.23	2.07	-1.84
Martin ratio: Return relative to average drawdown	0.42	5.10	-4.68

RBA vs. IBKR - Sharpe Ratio Comparison

The current RBA Sharpe Ratio is 0.17, which is lower than the IBKR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of RBA 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.

Drawdowns

RBA vs. IBKR - Drawdown Comparison

The maximum RBA drawdown since its inception was -53.54%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for RBA and IBKR.

Drawdown Indicators

	RBA	IBKR	Difference
Max Drawdown Largest peak-to-trough decline	-53.54%	-63.66%	+10.12%
Max Drawdown (1Y) Largest decline over 1 year	-20.75%	-18.70%	-2.05%
Max Drawdown (3Y) Largest decline over 3 years	-20.75%	-38.66%	+17.91%
Max Drawdown (5Y) Largest decline over 5 years	-31.71%	-38.66%	+6.95%
Max Drawdown (10Y) Largest decline over 10 years	-38.97%	-55.09%	+16.12%
Current Drawdown Current decline from peak	-5.53%	-9.92%	+4.39%
Average Drawdown Average peak-to-trough decline	-15.49%	-24.70%	+9.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.63%	7.59%	+4.04%

Volatility

RBA vs. IBKR - Volatility Comparison

The current volatility for Ritchie Bros. Auctioneers Incorporated (RBA) is 8.93%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 12.58%. This indicates that RBA experiences smaller price fluctuations and is considered to be less risky than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RBA	IBKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	12.58%	-3.65%
Volatility (6M) Calculated over the trailing 6-month period	23.77%	29.19%	-5.42%
Volatility (1Y) Calculated over the trailing 1-year period	27.90%	38.81%	-10.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.70%	35.00%	-5.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.76%	33.49%	-2.73%

Dividends

RBA vs. IBKR - Dividend Comparison

RBA's dividend yield for the trailing twelve months is around 1.10%, 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%
RBA Ritchie Bros. Auctioneers Incorporated	1.10%	1.17%	1.24%	3.23%	1.80%	1.54%	1.21%	1.77%	2.14%	2.27%	1.94%	2.49%

Financials

Frequently Asked Questions

Can I hold both RBA and IBKR in my portfolio?

RBA and IBKR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RBA or IBKR?

IBKR has higher volatility (12.58%) compared to RBA (8.93%). In terms of maximum drawdown, RBA dropped -53.54% vs IBKR's -63.66%.

Which has better risk-adjusted returns?

IBKR currently has the higher Sharpe Ratio (1.00 vs 0.17), 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.