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CME Group Inc.

CME
Equity · Currency in USD
Sector
Financial Services
Industry
Financial Data & Stock Exchanges
ISIN
US12572Q1058
CUSIP
12572Q105

CMEPrice Chart


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S&P 500

CMEPerformance

The chart shows the growth of $10,000 invested in CME Group Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $43,398 for a total return of roughly 333.98%. All prices are adjusted for splits and dividends.


CME (CME Group Inc.)
Benchmark (S&P 500)

CMEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-7.72%
6M-7.51%
YTD4.98%
1Y14.40%
5Y15.44%
10Y18.45%

CMEMonthly Returns Heatmap


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CMESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current CME Group Inc. Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


CME (CME Group Inc.)
Benchmark (S&P 500)

CMEDividends

CME Group Inc. granted a 3.21% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $6.05 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$6.05$5.90$5.50$4.55$6.14$5.65$4.90$3.88$4.40$3.69$1.12$0.92

Dividend yield

3.21%3.24%2.74%2.42%4.20%4.90%5.41%4.38%5.61%7.29%2.30%1.43%

CMEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CME (CME Group Inc.)
Benchmark (S&P 500)

CMEWorst Drawdowns

The table below shows the maximum drawdowns of the CME Group Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the CME Group Inc. is 37.36%, recorded on Mar 23, 2020. It took 289 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.36%Mar 5, 202013Mar 23, 2020289May 14, 2021302
-32.87%Jan 11, 2010506Jan 11, 2012290Mar 11, 2013796
-17.84%Dec 19, 201378Apr 11, 2014109Sep 17, 2014187
-15.4%Nov 20, 201886Mar 27, 201944May 30, 2019130
-14.71%Dec 7, 201531Jan 21, 201636Mar 14, 201667
-13.4%Jun 17, 202165Sep 17, 2021
-12.06%Jul 21, 201561Oct 14, 201536Dec 4, 201597
-11.41%Sep 9, 201942Nov 5, 201976Feb 26, 2020118
-11.19%Mar 17, 201529Apr 27, 201557Jul 17, 201586
-9.7%Feb 27, 20202Feb 28, 20203Mar 4, 20205

CMEVolatility Chart

Current CME Group Inc. volatility is 9.11%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CME (CME Group Inc.)
Benchmark (S&P 500)

Portfolios with CME Group Inc.


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