BSE.NS vs. CME
BSE.NS (BSE Limited) and CME (CME Group Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 5 years, BSE.NS returned 108.15%/yr vs 13.65%/yr for CME. At a 0.02 correlation, their price movements are largely independent.
Performance
BSE.NS vs. CME - Performance Comparison
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Different Trading Currencies
BSE.NS is traded in INR, while CME is traded in USD. To make them comparable, the CME values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BSE.NS achieves a 53.23% return, which is significantly higher than CME's 2.36% return.
BSE.NS
- 1D
- 1.70%
- 1M
- 8.24%
- YTD
- 53.23%
- 6M
- 45.87%
- 1Y
- 44.20%
- 3Y*
- 175.81%
- 5Y*
- 108.15%
- 10Y*
- —
CME
- 1D
- 1.44%
- 1M
- -10.16%
- YTD
- 2.36%
- 6M
- 2.85%
- 1Y
- 6.76%
- 3Y*
- 22.02%
- 5Y*
- 13.65%
- 10Y*
- 18.73%
BSE.NS vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSE.NS BSE Limited | 53.23% | 48.28% | 139.75% | 307.64% | -14.80% | 209.84% | 23.47% | -16.20% | -34.20% | -14.94% |
CME CME Group Inc. | 2.36% | 25.57% | 18.91% | 32.23% | -14.60% | 32.05% | -3.99% | 12.45% | 44.11% | 20.83% |
Correlation
The correlation between BSE.NS and CME is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2017 | 0.02 |
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Return for Risk
BSE.NS vs. CME — Risk / Return Rank
BSE.NS
CME
BSE.NS vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BSE Limited (BSE.NS) 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.
| BSE.NS | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.36 | +1.00 |
| Martin ratioReturn relative to average drawdown | 3.00 | 1.36 | +1.64 |
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
| BSE.NS | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.32 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.19 | 0.68 | +1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.42 | +0.69 |
Drawdowns
BSE.NS vs. CME - Drawdown Comparison
The maximum BSE.NS drawdown since its inception was -74.96%, which is greater than CME's maximum drawdown of -71.35%. Use the drawdown chart below to compare losses from any high point for BSE.NS and CME.
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Drawdown Indicators
| BSE.NS | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.96% | -71.35% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -32.12% | -18.81% | -13.31% |
Max Drawdown (3Y)Largest decline over 3 years | -36.49% | -18.81% | -17.68% |
Max Drawdown (5Y)Largest decline over 5 years | -59.63% | -26.78% | -32.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.27% | — |
Current DrawdownCurrent decline from peak | -8.40% | -16.57% | +8.17% |
Average DrawdownAverage peak-to-trough decline | -27.52% | -17.94% | -9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.65% | 4.99% | +9.66% |
Volatility
BSE.NS vs. CME - Volatility Comparison
The current volatility for BSE Limited (BSE.NS) is 9.72%, while CME Group Inc. (CME) has a volatility of 10.40%. This indicates that BSE.NS experiences smaller price fluctuations and is considered to be less risky 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
| BSE.NS | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 10.40% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 29.50% | 17.51% | +11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.72% | 21.28% | +19.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.44% | 20.17% | +30.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 23.80% | +18.40% |
Dividends
BSE.NS vs. CME - Dividend Comparison
BSE.NS has not paid dividends to shareholders, while CME's dividend yield for the trailing twelve months is around 4.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSE.NS BSE Limited | 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. | 4.37% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
BSE.NS vs. CME - Financials Comparison
This section allows you to compare key financial metrics between BSE Limited 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
Frequently Asked Questions
BSE.NS and CME have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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