WRB vs. IBKR
WRB (W. R. Berkley Corporation) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both are in the Financial Services sector — WRB in Insurance - Property & Casualty, IBKR in Capital Markets. Over the past 10 years, WRB returned 17.92%/yr vs 26.54%/yr for IBKR. At a 0.35 correlation, their price movements are largely independent.
Performance
WRB vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly lower than IBKR's 41.50% return. Over the past 10 years, WRB has underperformed IBKR with an annualized return of 17.92%, while IBKR has yielded a comparatively higher 26.54% annualized return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
IBKR
- 1D
- 2.23%
- 1M
- 4.48%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 80.51%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
WRB vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -14.01% | -7.13% | 63.75% |
Correlation
The correlation between WRB and IBKR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 4, 2007 | 0.35 |
The correlation between WRB and IBKR shifts across timeframes, from -0.13 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WRB:
$4.45
IBKR:
$3.76
WRB:
15.34
IBKR:
24.18
WRB:
0.89
IBKR:
0.83
WRB:
1.86
IBKR:
4.66
WRB:
$14.71B
IBKR:
$8.69B
WRB:
$2.91B
IBKR:
$7.75B
WRB:
$2.37B
IBKR:
$7.07B
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Return for Risk
WRB vs. IBKR — Risk / Return Rank
WRB
IBKR
WRB vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) 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.
| WRB | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 4.20 | -4.48 |
| Martin ratioReturn relative to average drawdown | -0.54 | 10.65 | -11.19 |
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Drawdowns
WRB vs. IBKR - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for WRB and IBKR.
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Drawdown Indicators
| WRB | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -63.66% | -5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -18.70% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -38.66% | +21.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -38.66% | +12.37% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -55.09% | +9.74% |
Current DrawdownCurrent decline from peak | -11.49% | 0.00% | -11.49% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -24.85% | +10.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 7.35% | +1.94% |
Volatility
WRB vs. IBKR - Volatility Comparison
The current volatility for W. R. Berkley Corporation (WRB) is 7.63%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.31%. This indicates that WRB 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
| WRB | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 11.31% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 27.82% | -12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 37.67% | -16.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 34.50% | -11.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 33.37% | -8.81% |
Dividends
WRB vs. IBKR - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, 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% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Financials
WRB vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between W. R. Berkley 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
Frequently Asked Questions
WRB and IBKR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (11.31%) compared to WRB (7.63%). In terms of maximum drawdown, WRB dropped -69.33% vs IBKR's -63.66%.
IBKR currently has the higher Sharpe Ratio (2.08 vs -0.24), 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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