- ISIN
- US12572Q1058
- CUSIP
- 12572Q105
- Sector
- Financial Services
- Industry
- Financial Data & Stock Exchanges
- IPO Date
- Dec 6, 2002
Highlights
- Market Cap
- $87.99B
- Enterprise Value
- $89.02B
- EPS (TTM)
- $11.75
- PE Ratio
- 20.62
- PEG Ratio
- 1.80
- Total Revenue (TTM)
- $6.76B
- Gross Profit (TTM)
- $5.84B
- EBITDA (TTM)
- $5.69B
- Year Range
- $241.45 - $329.16
- Target Price
- $317.20
- ROA (TTM)
- 2.10%
- ROE (TTM)
- 15.94%
Share Price Chart
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Performance
CME Performance Chart
CME Group Inc. (CME) is down 8.7% since the beginning of the year. At $242 per share, CME is trading 26.4% below its 52-week high of $329. Investors who bought $1,000 worth of CME shares 5 years ago would now be looking at an investment worth $1,377.
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Returns By Period
CME Group Inc. (CME) has returned -8.69% so far this year and -7.69% over the past 12 months. Over the last decade, CME has posted an annualized return of 13.90%, slightly higher than the S&P 500 Index benchmark’s 13.71%.
CME Group Inc.
- 1D
- -1.20%
- 1M
- -16.38%
- YTD
- -8.69%
- 6M
- -9.51%
- 1Y
- -7.69%
- 3Y*
- 14.89%
- 5Y*
- 6.61%
- 10Y*
- 13.90%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
CME Monthly Returns History
Based on dividend-adjusted daily data since Dec 6, 2002, CME's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, an investment would double in approximately 3.2 years.
Historically, 56% of months were positive and 44% were negative. The best month was May 2009 with a return of +45.3%, while the worst month was Nov 2008 at -24.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.
On a daily basis, CME closed higher 53% of trading days. The best single day was Sep 30, 2008 with a return of +16.1%, while the worst single day was Sep 29, 2008 at -19.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.85% | 10.53% | -5.35% | -2.55% | -4.96% | -10.98% | -8.69% | ||||||
| 2025 | 1.85% | 7.29% | 5.06% | 4.44% | 4.30% | -4.19% | 0.97% | -4.23% | 1.87% | -1.74% | 6.02% | -2.53% | 19.83% |
| 2024 | -2.26% | 7.05% | -1.78% | -2.62% | -3.18% | -2.59% | -1.47% | 11.37% | 2.81% | 2.13% | 5.61% | 0.48% | 15.41% |
| 2023 | 5.05% | 4.92% | 3.95% | -3.00% | -3.78% | 4.29% | 7.38% | 1.87% | -0.68% | 6.61% | 2.30% | -0.63% | 31.32% |
| 2022 | 0.46% | 3.06% | 1.02% | -7.79% | -9.35% | 3.47% | -2.55% | -1.94% | -8.99% | -2.16% | 1.85% | -1.63% | -22.89% |
| 2021 | -0.17% | 9.88% | 2.70% | -1.10% | 8.30% | -2.38% | -0.26% | -4.91% | -3.69% | 14.05% | -0.01% | 5.50% | 29.47% |
Benchmark Metrics
CME Group Inc. has an annualized alpha of 13.73%, beta of 0.97, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since December 06, 2002.
- This stock captured 100.53% of S&P 500 Index gains but only 48.27% of its losses - a favorable profile for investors.
- R2 of 0.30 means the benchmark explains less than half of this stock's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 13.73%
- Beta
- 0.97
- R²
- 0.30
- Upside Capture
- 100.53%
- Downside Capture
- 48.27%
Return for Risk
Risk / Return Rank
CME ranks 25 for risk / return — below 25% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CME Group Inc. (CME) and compare them to S&P 500 Index.
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.
| CME | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.32 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.46 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.04 | 10.92 | -11.96 |
Dividends
Dividend History
CME Group Inc. provided a 4.64% dividend yield over the last twelve months, with an annual payout of $11.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $11.25 | $5.00 | $10.40 | $9.65 | $8.50 | $6.85 | $5.90 | $5.50 | $4.55 | $6.14 | $5.65 | $4.90 |
Dividend yield | 4.64% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Monthly Dividends
The table displays the monthly dividend distributions for CME Group Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $7.45 | $0.00 | $0.00 | $1.30 | $8.75 | ||||||
| 2025 | $0.00 | $0.00 | $1.25 | $0.00 | $0.00 | $1.25 | $0.00 | $0.00 | $1.25 | $0.00 | $0.00 | $1.25 | $5.00 |
| 2024 | $0.00 | $0.00 | $1.15 | $0.00 | $0.00 | $1.15 | $0.00 | $0.00 | $1.15 | $0.00 | $0.00 | $6.95 | $10.40 |
| 2023 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $6.35 | $9.65 |
| 2022 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $5.50 | $8.50 |
| 2021 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $4.15 | $6.85 |
Dividend Yield & Payout
Dividend Yield
CME Group Inc. has a dividend yield of 4.64%, which is quite average when compared to the overall market.
Payout Ratio
CME Group Inc. has a payout ratio of 92.70%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CME Group Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CME Group Inc. was 77.50%, occurring on Nov 20, 2008. Recovery took 1938 trading sessions.
The current CME Group Inc. drawdown is 23.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -77.50%Nov 2008 | 11mo 2d | 7y 8mo | 8y 7moDec 2007 - Aug 2016 |
COVID crash2020 | -37.36%Mar 2020 | 18d | 1y 1mo | 1y 2moMar 2020 - May 2021 |
Bear market2022 | -31.74%Oct 2022 | 6mo 22d | 2y 7d | 2y 6moMar 2022 - Oct 2024 |
2005 bear market2005 | -25.44%Apr 2005 | 3mo 18d | 1mo 12d | 5moJan 2005 - Jun 2005 |
2026 bear market2026 | -23.62%Jun 2026 | 3mo 22d | — | 3mo 23dMar 2026 - now |
Drawdown Indicators
| CME | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -56.78% | -20.72% |
Max Drawdown (1Y)Largest decline over 1 year | -23.62% | -9.10% | -14.52% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -18.90% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -25.43% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -33.92% | -3.44% |
Current DrawdownCurrent decline from peak | -23.62% | -3.21% | -20.41% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -10.71% | -9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.04% | +5.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of CME Group Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how CME Group Inc. is priced in the market compared to other companies in the Financial Data & Stock Exchanges industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for CME, comparing it with other companies in the Financial Data & Stock Exchanges industry. Currently, CME has a P/E ratio of 20.6. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for CME compared to other companies in the Financial Data & Stock Exchanges industry. CME currently has a PEG ratio of 1.8. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for CME relative to other companies in the Financial Data & Stock Exchanges industry. Currently, CME has a P/S ratio of 12.9. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for CME in comparison with other companies in the Financial Data & Stock Exchanges industry. Currently, CME has a P/B value of 3.3. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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