Interactive Brokers (IBKR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Interactive Brokers, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $91.37 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +59.61% |
| Total return over period | +302.84% |
| Annualized volatility | 37.13% |
| Period volatility | 64.10% |
| Sharpe ratio | 1.50 |
| Sortino ratio | 2.26 |
| Max drawdown | -38.66% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.21% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $18.82 – $98.10 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Interactive Brokers (IBKR) has posted an annualized return of +59.61% with annual volatility of 37.13%, a Sharpe ratio of 1.50. Its worst stretch (max drawdown from a peak) was -38.66%. Its correlation with the S&P 500 is 0.60, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how IBKR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Interactive Brokers (IBKR) is of the S&P 500.
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