AKAM vs. CBOE

In the year-to-date period, AKAM achieves a -18.42% return, which is significantly lower than CBOE's 13.42% return. Over the past 10 years, AKAM has underperformed CBOE with an annualized return of 0.15%, while CBOE has yielded a comparatively higher 16.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Akamai Technologies, Inc. (AKAM) and Cboe Global Markets, Inc. (CBOE). 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.

The current AKAM Sharpe Ratio is -0.47, which is lower than the CBOE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of AKAM and CBOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AKAM has not paid dividends to shareholders, while CBOE's dividend yield for the trailing twelve months is around 1.10%.

The maximum AKAM drawdown since its inception was -99.80%, which is greater than CBOE's maximum drawdown of -42.59%. Use the drawdown chart below to compare losses from any high point for AKAM and CBOE. For additional features, visit the drawdowns tool.

Akamai Technologies, Inc. (AKAM) has a higher volatility of 14.52% compared to Cboe Global Markets, Inc. (CBOE) at 8.82%. This indicates that AKAM's price experiences larger fluctuations and is considered to be riskier than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Akamai Technologies, Inc. and Cboe Global Markets, 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.