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ISIN
US12572Q1058
CUSIP
12572Q105
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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Compare stocks, funds, or ETFs

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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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.85%10.53%-5.35%-2.55%-4.96%-10.98%-8.69%
20251.85%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%
20235.05%4.92%3.95%-3.00%-3.78%4.29%7.38%1.87%-0.68%6.61%2.30%-0.63%31.32%
20220.46%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
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.


CME Risk / Return Rank: 2525
Overall Rank
CME Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CME Sortino Ratio Rank: 2323
Sortino Ratio Rank
CME Omega Ratio Rank: 2424
Omega Ratio Rank
CME Calmar Ratio Rank: 3232
Calmar Ratio Rank
CME Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CMEBenchmarkDifference
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.


2.00%3.00%4.00%5.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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 2d7y 8mo
8y 7moDec 2007 - Aug 2016
COVID crash2020
-37.36%Mar 2020
18d1y 1mo
1y 2moMar 2020 - May 2021
Bear market2022
-31.74%Oct 2022
6mo 22d2y 7d
2y 6moMar 2022 - Oct 2024
2005 bear market2005
-25.44%Apr 2005
3mo 18d1mo 12d
5moJan 2005 - Jun 2005
2026 bear market2026
-23.62%Jun 2026
3mo 22d
3mo 23dMar 2026 - now

Drawdown Indicators


CMEBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.62%

-3.21%

-20.41%

Average Drawdown

Average peak-to-trough decline

-20.68%

-10.71%

-9.97%

Ulcer Index

Depth 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.


Annual
Quarterly

0.0

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

Values in undefined except per share items
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