VIRT vs. IBKR
VIRT (Virtu Financial, Inc.) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 10 years, VIRT returned 18.90%/yr vs 26.97%/yr for IBKR. At a 0.23 correlation, their price movements are largely independent.
Performance
VIRT vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, VIRT achieves a 96.15% return, which is significantly higher than IBKR's 45.79% return. Over the past 10 years, VIRT has underperformed IBKR with an annualized return of 18.90%, while IBKR has yielded a comparatively higher 26.97% annualized return.
VIRT
- 1D
- -1.72%
- 1M
- 12.24%
- 6M
- 92.68%
- YTD
- 96.15%
- 1Y
- 50.53%
- 3Y*
- 59.08%
- 5Y*
- 24.36%
- 10Y*
- 18.90%
IBKR
- 1D
- -0.56%
- 1M
- 3.03%
- 6M
- 32.44%
- YTD
- 45.79%
- 1Y
- 60.39%
- 3Y*
- 65.01%
- 5Y*
- 43.22%
- 10Y*
- 26.97%
VIRT vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIRT Virtu Financial, Inc. | 96.15% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
IBKR Interactive Brokers Group, Inc. | 45.79% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between VIRT and IBKR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.23 |
Fundamentals
VIRT:
$13.68B
IBKR:
$160.91B
VIRT:
$13.54
IBKR:
$3.74
VIRT:
4.77
IBKR:
25.00
VIRT:
0.19
IBKR:
0.86
VIRT:
1.42
IBKR:
4.82
VIRT:
2.53
IBKR:
1.97
VIRT:
$3.89B
IBKR:
$8.69B
VIRT:
$1.64B
IBKR:
$7.75B
VIRT:
$2.44B
IBKR:
$7.07B
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Return for Risk
VIRT vs. IBKR — Risk / Return Rank
VIRT
IBKR
VIRT vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) 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.
| VIRT | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 3.25 | -1.42 |
| Martin ratioReturn relative to average drawdown | 3.36 | 8.15 | -4.79 |
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Drawdowns
VIRT vs. IBKR - Drawdown Comparison
The maximum VIRT drawdown since its inception was -56.17%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for VIRT and IBKR.
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Drawdown Indicators
| VIRT | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -63.66% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -18.70% | -9.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -38.66% | +10.83% |
Max Drawdown (5Y)Largest decline over 5 years | -54.52% | -38.66% | -15.86% |
Max Drawdown (10Y)Largest decline over 10 years | -56.17% | -55.09% | -1.08% |
Current DrawdownCurrent decline from peak | -3.22% | -3.37% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -25.50% | -24.76% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.08% | 7.44% | +7.64% |
Volatility
VIRT vs. IBKR - Volatility Comparison
The current volatility for Virtu Financial, Inc. (VIRT) is 10.80%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.88%. This indicates that VIRT 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.
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Volatility by Period
| VIRT | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 11.88% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 25.13% | 28.21% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.59% | 38.48% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.44% | 34.76% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.91% | 33.40% | +2.51% |
Dividends
VIRT vs. IBKR - Dividend Comparison
VIRT's dividend yield for the trailing twelve months is around 1.48%, more than IBKR's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.35% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
VIRT Virtu Financial, Inc. | 1.48% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
Financials
VIRT vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Virtu Financial, 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
VIRT and IBKR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (11.88%) compared to VIRT (10.80%). In terms of maximum drawdown, VIRT dropped -56.17% vs IBKR's -63.66%.
VIRT currently has the higher Sharpe Ratio (1.66 vs 1.58), 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.
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