UMI.BR vs. IBKR
UMI.BR (Umicore SA) and IBKR (Interactive Brokers Group, Inc.) are both stocks. UMI.BR operates in Pollution & Treatment Controls (Industrials), while IBKR operates in Capital Markets (Financial Services). Over the past 10 years, UMI.BR returned 2.60%/yr vs 25.04%/yr for IBKR. At a 0.19 correlation, their price movements are largely independent.
Performance
UMI.BR vs. IBKR - Performance Comparison
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Different Trading Currencies
UMI.BR is traded in EUR, while IBKR is traded in USD. To make them comparable, the IBKR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UMI.BR achieves a 30.90% return, which is significantly lower than IBKR's 38.62% return. Over the past 10 years, UMI.BR has underperformed IBKR with an annualized return of 2.60%, while IBKR has yielded a comparatively higher 25.04% annualized return.
UMI.BR
- 1D
- -0.95%
- 1M
- 4.67%
- YTD
- 30.90%
- 6M
- 50.01%
- 1Y
- 127.93%
- 3Y*
- -2.53%
- 5Y*
- -11.72%
- 10Y*
- 2.60%
IBKR
- 1D
- 0.00%
- 1M
- 5.83%
- YTD
- 38.62%
- 6M
- 34.57%
- 1Y
- 69.85%
- 3Y*
- 60.66%
- 5Y*
- 42.04%
- 10Y*
- 25.04%
UMI.BR vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMI.BR Umicore SA | 30.90% | 85.26% | -58.27% | -25.60% | -1.84% | -7.70% | -8.80% | 27.60% | -10.27% | 50.96% |
IBKR Interactive Brokers Group, Inc. | 38.62% | 29.00% | 128.58% | 11.69% | -2.67% | 40.92% | 20.86% | -12.07% | -2.77% | 43.62% |
Correlation
The correlation between UMI.BR and IBKR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2007 | 0.19 |
The correlation between UMI.BR and IBKR shifts across timeframes, from 0.14 (3 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
UMI.BR vs. IBKR — Risk / Return Rank
UMI.BR
IBKR
UMI.BR vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Umicore SA (UMI.BR) 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.
| UMI.BR | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.30 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 4.28 | +0.13 |
| Martin ratioReturn relative to average drawdown | 10.61 | 9.74 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMI.BR | IBKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 1.87 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 1.21 | -1.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.74 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.50 | -0.28 |
Drawdowns
UMI.BR vs. IBKR - Drawdown Comparison
The maximum UMI.BR drawdown since its inception was -86.39%, which is greater than IBKR's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for UMI.BR and IBKR.
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Drawdown Indicators
| UMI.BR | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.39% | -57.84% | -28.55% |
Max Drawdown (1Y)Largest decline over 1 year | -28.72% | -16.41% | -12.31% |
Max Drawdown (3Y)Largest decline over 3 years | -71.99% | -41.29% | -30.70% |
Max Drawdown (5Y)Largest decline over 5 years | -86.39% | -41.29% | -45.10% |
Max Drawdown (10Y)Largest decline over 10 years | -86.39% | -50.26% | -36.13% |
Current DrawdownCurrent decline from peak | -55.77% | -0.72% | -55.05% |
Average DrawdownAverage peak-to-trough decline | -26.31% | -23.00% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 7.19% | +4.81% |
Volatility
UMI.BR vs. IBKR - Volatility Comparison
Umicore SA (UMI.BR) has a higher volatility of 20.30% compared to Interactive Brokers Group, Inc. (IBKR) at 9.83%. This indicates that UMI.BR'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
| UMI.BR | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.30% | 9.83% | +10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 35.91% | 26.79% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.55% | 37.72% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.73% | 35.06% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.40% | 34.13% | +2.27% |
Dividends
UMI.BR vs. IBKR - Dividend Comparison
UMI.BR's dividend yield for the trailing twelve months is around 2.19%, more than IBKR's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.38% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
UMI.BR Umicore SA | 2.19% | 1.40% | 6.92% | 2.77% | 2.33% | 2.10% | 0.64% | 1.79% | 2.08% | 2.48% | 4.80% | 5.17% |
Financials
UMI.BR vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Umicore SA 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
UMI.BR and IBKR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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