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CBOE vs. AKAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CBOE and AKAM is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CBOE vs. AKAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Global Markets, Inc. (CBOE) and Akamai Technologies, Inc. (AKAM). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
654.44%
112.90%
CBOE
AKAM

Key characteristics

Sharpe Ratio

CBOE:

0.54

AKAM:

-0.66

Sortino Ratio

CBOE:

0.91

AKAM:

-0.73

Omega Ratio

CBOE:

1.10

AKAM:

0.88

Calmar Ratio

CBOE:

0.79

AKAM:

-0.27

Martin Ratio

CBOE:

1.72

AKAM:

-0.91

Ulcer Index

CBOE:

6.62%

AKAM:

21.56%

Daily Std Dev

CBOE:

21.10%

AKAM:

29.78%

Max Drawdown

CBOE:

-43.23%

AKAM:

-99.80%

Current Drawdown

CBOE:

-11.79%

AKAM:

-70.73%

Fundamentals

Market Cap

CBOE:

$20.74B

AKAM:

$14.63B

EPS

CBOE:

$7.34

AKAM:

$3.38

PE Ratio

CBOE:

26.99

AKAM:

28.80

PEG Ratio

CBOE:

1.75

AKAM:

1.23

Total Revenue (TTM)

CBOE:

$3.96B

AKAM:

$3.97B

Gross Profit (TTM)

CBOE:

$1.82B

AKAM:

$2.26B

EBITDA (TTM)

CBOE:

$1.33B

AKAM:

$1.28B

Returns By Period

In the year-to-date period, CBOE achieves a 8.60% return, which is significantly higher than AKAM's -18.98% return. Over the past 10 years, CBOE has outperformed AKAM with an annualized return of 13.03%, while AKAM has yielded a comparatively lower 4.04% annualized return.


CBOE

YTD

8.60%

1M

-7.83%

6M

9.57%

1Y

10.11%

5Y*

11.66%

10Y*

13.03%

AKAM

YTD

-18.98%

1M

9.02%

6M

7.84%

1Y

-19.75%

5Y*

2.00%

10Y*

4.04%

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Risk-Adjusted Performance

CBOE vs. AKAM - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CBOE, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.54-0.66
The chart of Sortino ratio for CBOE, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.91-0.73
The chart of Omega ratio for CBOE, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.88
The chart of Calmar ratio for CBOE, currently valued at 0.79, compared to the broader market0.002.004.006.000.79-0.60
The chart of Martin ratio for CBOE, currently valued at 1.72, compared to the broader market-5.000.005.0010.0015.0020.0025.001.72-0.91
CBOE
AKAM

The current CBOE Sharpe Ratio is 0.54, which is higher than the AKAM Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of CBOE and AKAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.54
-0.66
CBOE
AKAM

Dividends

CBOE vs. AKAM - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 1.23%, while AKAM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CBOE
Cboe Global Markets, Inc.
1.23%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%2.23%
AKAM
Akamai Technologies, 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%

Drawdowns

CBOE vs. AKAM - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum AKAM drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for CBOE and AKAM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.79%
-25.27%
CBOE
AKAM

Volatility

CBOE vs. AKAM - Volatility Comparison

The current volatility for Cboe Global Markets, Inc. (CBOE) is 6.36%, while Akamai Technologies, Inc. (AKAM) has a volatility of 7.87%. This indicates that CBOE experiences smaller price fluctuations and is considered to be less risky than AKAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
7.87%
CBOE
AKAM

Financials

CBOE vs. AKAM - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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