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CBOE vs. APH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CBOE vs. APH - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBOE achieves a 18.03% return, which is significantly higher than APH's 14.03% return. Over the past 10 years, CBOE has underperformed APH with an annualized return of 17.84%, while APH has yielded a comparatively higher 27.74% annualized return.


CBOE

1D
-0.33%
1M
-19.41%
YTD
18.03%
6M
17.09%
1Y
31.68%
3Y*
31.02%
5Y*
22.58%
10Y*
17.84%

APH

1D
0.88%
1M
23.40%
YTD
14.03%
6M
19.47%
1Y
63.73%
3Y*
57.45%
5Y*
36.37%
10Y*
27.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBOE vs. APH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBOE
Cboe Global Markets, Inc.
18.03%29.96%10.74%44.37%-2.16%42.23%-21.17%24.16%-20.60%70.49%
APH
Amphenol Corporation
14.03%96.08%41.30%31.85%-11.96%35.25%22.09%34.91%-6.82%31.81%

Correlation

The correlation between CBOE and APH is -0.16, 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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2010

0.21

The correlation between CBOE and APH shifts across timeframes, from -0.16 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CBOE:

$30.97B

APH:

$198.36B

EPS

CBOE:

$11.77

APH:

$4.58

PE Ratio

CBOE:

25.07

APH:

33.54

PEG Ratio

CBOE:

0.47

APH:

1.12

PS Ratio

CBOE:

6.46

APH:

7.62

PB Ratio

CBOE:

5.76

APH:

14.19

Total Revenue (TTM)

CBOE:

$4.79B

APH:

$25.90B

Gross Profit (TTM)

CBOE:

$2.50B

APH:

$9.67B

EBITDA (TTM)

CBOE:

$1.87B

APH:

$7.45B

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Return for Risk

CBOE vs. APH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBOE
CBOE Risk / Return Rank: 7373
Overall Rank
CBOE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 7070
Sortino Ratio Rank
CBOE Omega Ratio Rank: 7272
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7979
Martin Ratio Rank

APH
APH Risk / Return Rank: 8080
Overall Rank
APH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
APH Sortino Ratio Rank: 7777
Sortino Ratio Rank
APH Omega Ratio Rank: 7979
Omega Ratio Rank
APH Calmar Ratio Rank: 7979
Calmar Ratio Rank
APH Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBOE vs. APH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Amphenol Corporation (APH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBOEAPHDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

1.29

2.27

-0.98

Martin ratioReturn relative to average drawdown

5.70

5.85

-0.16

CBOE vs. APH - Sharpe Ratio Comparison

The current CBOE Sharpe Ratio is 1.16, which is comparable to the APH Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of CBOE and APH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBOE vs. APH - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum APH drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for CBOE and APH.


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Drawdown Indicators


CBOEAPHDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-63.41%

+20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

-28.19%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

-28.19%

+3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-28.73%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.23%

-37.56%

-5.67%

Current Drawdown

Current decline from peak

-19.41%

-7.31%

-12.10%

Average Drawdown

Average peak-to-trough decline

-11.41%

-13.56%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

10.92%

-5.34%

Volatility

CBOE vs. APH - Volatility Comparison

Cboe Global Markets, Inc. (CBOE) and Amphenol Corporation (APH) have volatilities of 15.70% and 15.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBOEAPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.70%

15.50%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

37.39%

-13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

27.44%

41.68%

-14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

30.75%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

27.93%

-2.57%

Dividends

CBOE vs. APH - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 0.98%, more than APH's 0.54% yield.


PositionTTM20252024202320222021202020192018201720162015
APH
Amphenol Corporation
0.54%0.55%0.79%1.07%1.06%0.89%0.80%0.89%1.09%0.80%0.86%1.01%
CBOE
Cboe Global Markets, Inc.
0.98%1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%

Financials

CBOE vs. APH - Financials Comparison

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


0.002.00B4.00B6.00B8.00B20222023202420252026
1.27B
7.62B
(CBOE) Total Revenue
(APH) Total Revenue
Values in USD except per share items

CBOE vs. APH - Profitability Comparison

The chart below illustrates the profitability comparison between Cboe Global Markets, Inc. and Amphenol Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
52.6%
36.8%
Portfolio components
CBOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.

APH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported a gross profit of 2.80B and revenue of 7.62B. Therefore, the gross margin over that period was 36.8%.

CBOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.

APH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported an operating income of 1.83B and revenue of 7.62B, resulting in an operating margin of 24.0%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.

APH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amphenol Corporation reported a net income of 2.35B and revenue of 7.62B, resulting in a net margin of 30.8%.


Frequently Asked Questions


CBOE and APH have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBOE has higher volatility (15.70%) compared to APH (15.50%). In terms of maximum drawdown, CBOE dropped -43.23% vs APH's -63.41%.

APH currently has the higher Sharpe Ratio (1.54 vs 1.16), 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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