ACVA vs. CME
ACVA (ACV Auctions Inc.) and CME (CME Group Inc.) are both stocks. ACVA operates in Software - Application (Technology), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 5 years, ACVA returned -26.01%/yr vs 7.35%/yr for CME. At a 0.07 correlation, their price movements are largely independent.
Performance
ACVA vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, ACVA achieves a -27.56% return, which is significantly lower than CME's -5.27% return.
ACVA
- 1D
- -8.07%
- 1M
- 9.62%
- YTD
- -27.56%
- 6M
- -26.46%
- 1Y
- -64.44%
- 3Y*
- -30.73%
- 5Y*
- -26.01%
- 10Y*
- —
CME
- 1D
- 0.84%
- 1M
- -12.97%
- YTD
- -5.27%
- 6M
- -5.27%
- 1Y
- -7.08%
- 3Y*
- 15.77%
- 5Y*
- 7.35%
- 10Y*
- 14.41%
ACVA vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ACVA ACV Auctions Inc. | -27.56% | -62.87% | 42.57% | 84.53% | -56.42% | -39.71% |
CME CME Group Inc. | -5.27% | 19.83% | 15.41% | 31.32% | -22.89% | 14.61% |
Correlation
The correlation between ACVA and CME is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2021 | 0.07 |
The correlation between ACVA and CME shifts across timeframes, from -0.03 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ACVA:
$1.01B
CME:
$91.76B
ACVA:
-$0.36
CME:
$11.75
ACVA:
1.28
CME:
13.50
ACVA:
2.34
CME:
3.45
ACVA:
$781.10M
CME:
$6.76B
ACVA:
$496.54M
CME:
$5.84B
ACVA:
-$10.72M
CME:
$5.69B
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Return for Risk
ACVA vs. CME — Risk / Return Rank
ACVA
CME
ACVA vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACV Auctions Inc. (ACVA) and CME Group Inc. (CME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ACVA | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.96 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.33 | -0.52 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.19 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACVA | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | -0.35 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.37 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.46 | 0.59 | -1.05 |
Drawdowns
ACVA vs. CME - Drawdown Comparison
The maximum ACVA drawdown since its inception was -88.80%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for ACVA and CME.
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Drawdown Indicators
| ACVA | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.80% | -77.50% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -75.43% | -21.42% | -54.01% |
Max Drawdown (3Y)Largest decline over 3 years | -82.09% | -21.42% | -60.67% |
Max Drawdown (5Y)Largest decline over 5 years | -84.16% | -31.74% | -52.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.36% | — |
Current DrawdownCurrent decline from peak | -84.31% | -20.76% | -63.55% |
Average DrawdownAverage peak-to-trough decline | -59.90% | -20.69% | -39.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.38% | 6.03% | +45.35% |
Volatility
ACVA vs. CME - Volatility Comparison
ACV Auctions Inc. (ACVA) has a higher volatility of 27.00% compared to CME Group Inc. (CME) at 9.91%. This indicates that ACVA's price experiences larger fluctuations and is considered to be riskier than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACVA | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.00% | 9.91% | +17.09% |
Volatility (6M)Calculated over the trailing 6-month period | 47.97% | 16.74% | +31.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.88% | 20.47% | +51.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.75% | 20.03% | +40.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.50% | 23.87% | +36.63% |
Dividends
ACVA vs. CME - Dividend Comparison
ACVA has not paid dividends to shareholders, while CME's dividend yield for the trailing twelve months is around 4.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACVA ACV Auctions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CME CME Group Inc. | 4.43% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
ACVA vs. CME - Financials Comparison
This section allows you to compare key financial metrics between ACV Auctions Inc. and CME Group Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ACVA vs. CME - Profitability Comparison
ACVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ACV Auctions Inc. reported a gross profit of 124.37M and revenue of 204.19M. Therefore, the gross margin over that period was 60.9%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
ACVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ACV Auctions Inc. reported an operating income of -9.24M and revenue of 204.19M, resulting in an operating margin of -4.5%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
ACVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ACV Auctions Inc. reported a net income of -10.89M and revenue of 204.19M, resulting in a net margin of -5.3%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
ACVA and CME have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACVA has higher volatility (27.00%) compared to CME (9.91%). In terms of maximum drawdown, ACVA dropped -88.80% vs CME's -77.50%.
CME currently has the higher Sharpe Ratio (-0.35 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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