Interactive Brokers (IBKR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Interactive Brokers, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $90.47 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +61.89% |
| Total return over period | +321.03% |
| Annualized volatility | 36.44% |
| Sharpe ratio | 1.60 |
| Sortino ratio | 2.41 |
| Max drawdown | -38.66% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.08% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $18.82 – $97.41 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Interactive Brokers (IBKR) has posted an annualized return of +61.89% with annual volatility of 36.44%, a Sharpe ratio of 1.60. 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 S&P 500 stocks, try the optimizer.
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