C vs. CME
C (Citigroup Inc.) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — C in Banks - Diversified, CME in Financial Data & Stock Exchanges. Over the past 10 years, C returned 15.14%/yr vs 14.50%/yr for CME. At a 0.36 correlation, their price movements are largely independent.
Performance
C vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 15.36% return, which is significantly higher than CME's -5.50% return. Both investments have delivered pretty close results over the past 10 years, with C having a 15.14% annualized return and CME not far behind at 14.50%.
C
- 1D
- 0.61%
- 1M
- 6.16%
- YTD
- 15.36%
- 6M
- 23.58%
- 1Y
- 74.17%
- 3Y*
- 44.93%
- 5Y*
- 15.19%
- 10Y*
- 15.14%
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
C vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 15.36% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between C and CME is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.36 |
The correlation between C and CME shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
C:
$236.71B
CME:
$91.54B
C:
$8.65
CME:
$11.75
C:
15.41
CME:
21.45
C:
1.44
CME:
13.46
C:
1.24
CME:
3.44
C:
$171.19B
CME:
$6.76B
C:
$77.85B
CME:
$5.84B
C:
$24.12B
CME:
$5.69B
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Return for Risk
C vs. CME — Risk / Return Rank
C
CME
C vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) 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.
| C | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +3.47 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.98 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | -0.21 | +5.27 |
| Martin ratioReturn relative to average drawdown | 14.54 | -0.72 | +15.27 |
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
| C | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | -0.23 | +2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.38 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.61 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.59 | -0.43 |
Drawdowns
C vs. CME - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for C and CME.
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Drawdown Indicators
| C | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -77.50% | -20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -21.42% | +6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -21.42% | -9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -45.78% | -31.74% | -14.04% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -37.36% | -19.15% |
Current DrawdownCurrent decline from peak | -64.43% | -20.95% | -43.48% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -20.69% | -22.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 6.35% | -1.23% |
Volatility
C vs. CME - Volatility Comparison
The current volatility for Citigroup Inc. (C) is 8.43%, while CME Group Inc. (CME) has a volatility of 10.21%. This indicates that C 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
| C | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 10.21% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 22.84% | 16.89% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 20.38% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.18% | 20.06% | +9.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.23% | 23.89% | +9.34% |
Dividends
C vs. CME - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.80%, less than CME's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.80% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
C vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Citigroup 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
C vs. CME - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.
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%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.
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%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.
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
C and CME have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.21%) compared to C (8.43%). In terms of maximum drawdown, C dropped -98.00% vs CME's -77.50%.
C currently has the higher Sharpe Ratio (2.65 vs -0.23), 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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