SCHW vs. IBKR
Compare and contrast key facts about The Charles Schwab Corporation (SCHW) and Interactive Brokers Group, Inc. (IBKR).
Performance
SCHW vs. IBKR - Performance Comparison
Loading graphics...
SCHW vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -5.62% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
IBKR Interactive Brokers Group, Inc. | 4.40% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Fundamentals
SCHW:
$167.00B
IBKR:
$30.04B
SCHW:
$4.91
IBKR:
$3.63
SCHW:
19.15
IBKR:
18.47
SCHW:
1.09
IBKR:
0.63
SCHW:
6.31
IBKR:
3.62
SCHW:
54.97
IBKR:
1.47
SCHW:
$26.84B
IBKR:
$8.25B
SCHW:
$23.92B
IBKR:
$7.25B
SCHW:
$12.82B
IBKR:
$6.30B
Returns By Period
In the year-to-date period, SCHW achieves a -5.62% return, which is significantly lower than IBKR's 4.40% return. Over the past 10 years, SCHW has underperformed IBKR with an annualized return of 14.15%, while IBKR has yielded a comparatively higher 21.80% annualized return.
SCHW
- 1D
- 0.99%
- 1M
- -1.28%
- YTD
- -5.62%
- 6M
- -0.95%
- 1Y
- 21.53%
- 3Y*
- 23.31%
- 5Y*
- 8.59%
- 10Y*
- 14.15%
IBKR
- 1D
- 5.31%
- 1M
- -5.79%
- YTD
- 4.40%
- 6M
- -2.30%
- 1Y
- 62.84%
- 3Y*
- 48.92%
- 5Y*
- 30.22%
- 10Y*
- 21.80%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHW vs. IBKR — Risk / Return Rank
SCHW
IBKR
SCHW vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.
| SCHW | IBKR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.47 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.06 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.41 | -1.88 |
Martin ratioReturn relative to average drawdown | 4.09 | 8.67 | -4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SCHW | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.47 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.89 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.66 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.40 | +0.03 |
Correlation
The correlation between SCHW and IBKR is 0.55, 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.
Dividends
SCHW vs. IBKR - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.20%, more than IBKR's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.20% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
IBKR Interactive Brokers Group, Inc. | 0.48% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Drawdowns
SCHW vs. IBKR - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for SCHW and IBKR.
Loading graphics...
Drawdown Indicators
| SCHW | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -63.66% | -23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -18.70% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -38.66% | -11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -55.09% | +4.01% |
Current DrawdownCurrent decline from peak | -12.04% | -14.38% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -35.65% | -24.93% | -10.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 7.35% | -1.91% |
Volatility
SCHW vs. IBKR - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 4.62%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.72%. This indicates that SCHW 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.
Loading graphics...
Volatility by Period
| SCHW | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 11.72% | -7.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 28.21% | -11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 42.92% | -18.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.12% | 34.06% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 33.19% | +0.23% |
Financials
SCHW vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between The Charles Schwab Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities