SII.TO vs. IBKR
SII.TO (Sprott Inc) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both are in the Financial Services sector — SII.TO in Asset Management, IBKR in Capital Markets. Over the past 10 years, SII.TO returned 22.78%/yr vs 27.64%/yr for IBKR. At a 0.14 correlation, their price movements are largely independent.
Performance
SII.TO vs. IBKR - Performance Comparison
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Different Trading Currencies
SII.TO is traded in CAD, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SII.TO achieves a 24.09% return, which is significantly lower than IBKR's 44.52% return. Over the past 10 years, SII.TO has underperformed IBKR with an annualized return of 22.78%, while IBKR has yielded a comparatively higher 27.64% annualized return.
SII.TO
- 1D
- 2.64%
- 1M
- -15.18%
- YTD
- 24.09%
- 6M
- 29.21%
- 1Y
- 95.42%
- 3Y*
- 58.72%
- 5Y*
- 28.49%
- 10Y*
- 22.78%
IBKR
- 1D
- 2.52%
- 1M
- 9.05%
- YTD
- 44.52%
- 6M
- 44.03%
- 1Y
- 82.21%
- 3Y*
- 69.89%
- 5Y*
- 45.83%
- 10Y*
- 27.64%
SII.TO vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SII.TO Sprott Inc | 24.09% | 126.73% | 38.44% | 2.73% | -18.97% | 57.52% | 25.86% | 16.40% | 5.75% | -2.27% |
IBKR Interactive Brokers Group, Inc. | 44.52% | 39.69% | 132.59% | 12.40% | -2.55% | 31.05% | 28.59% | -17.56% | 0.68% | 52.66% |
Correlation
The correlation between SII.TO and IBKR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2008 | 0.14 |
Over the past year, SII.TO and IBKR have become more correlated (0.42) than their long-term average of 0.14, meaning their price movements have been converging.
Fundamentals
SII.TO:
CA$4.28B
IBKR:
$40.72B
SII.TO:
CA$4.14
IBKR:
$3.76
SII.TO:
40.09
IBKR:
24.18
SII.TO:
0.82
IBKR:
0.83
SII.TO:
8.98
IBKR:
4.66
SII.TO:
8.07
IBKR:
1.92
SII.TO:
CA$476.63M
IBKR:
$8.69B
SII.TO:
CA$369.54M
IBKR:
$7.75B
SII.TO:
CA$151.96M
IBKR:
$7.07B
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Return for Risk
SII.TO vs. IBKR — Risk / Return Rank
SII.TO
IBKR
SII.TO vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII.TO) 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.
| SII.TO | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 4.79 | -1.59 |
| Martin ratioReturn relative to average drawdown | 8.77 | 11.17 | -2.39 |
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Drawdowns
SII.TO vs. IBKR - Drawdown Comparison
The maximum SII.TO drawdown since its inception was -81.85%, which is greater than IBKR's maximum drawdown of -60.80%. Use the drawdown chart below to compare losses from any high point for SII.TO and IBKR.
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Drawdown Indicators
| SII.TO | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.85% | -60.80% | -21.05% |
Max Drawdown (1Y)Largest decline over 1 year | -30.05% | -17.26% | -12.79% |
Max Drawdown (3Y)Largest decline over 3 years | -30.05% | -38.74% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -43.38% | -38.74% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -49.54% | +1.48% |
Current DrawdownCurrent decline from peak | -26.34% | 0.00% | -26.34% |
Average DrawdownAverage peak-to-trough decline | -50.79% | -24.70% | -26.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.91% | 7.39% | +3.52% |
Volatility
SII.TO vs. IBKR - Volatility Comparison
Sprott Inc (SII.TO) has a higher volatility of 12.70% compared to Interactive Brokers Group, Inc. (IBKR) at 11.26%. This indicates that SII.TO'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.
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Volatility by Period
| SII.TO | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.70% | 11.26% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 38.96% | 27.90% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.64% | 37.69% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.85% | 35.00% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.11% | 33.89% | +3.22% |
Dividends
SII.TO vs. IBKR - Dividend Comparison
SII.TO's dividend yield for the trailing twelve months is around 1.25%, more than IBKR's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.36% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
SII.TO Sprott Inc | 1.25% | 1.36% | 2.38% | 3.04% | 2.89% | 1.75% | 1.67% | 0.40% | 0.47% | 0.49% | 0.48% | 0.50% |
Financials
SII.TO vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Sprott Inc 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
Frequently Asked Questions
SII.TO and IBKR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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