CBOE vs. CME
Compare and contrast key facts about Cboe Global Markets, Inc. (CBOE) and CME Group Inc. (CME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBOE or CME.
Key characteristics
| CBOE | CME | |
|---|---|---|
| YTD Return | 1.74% | 0.07% |
| 1Y Return | 32.72% | 17.69% |
| 3Y Return (Ann) | 22.07% | 5.61% |
| 5Y Return (Ann) | 14.36% | 7.89% |
| 10Y Return (Ann) | 14.74% | 16.28% |
| Sharpe Ratio | 1.73 | 1.06 |
| Daily Std Dev | 18.20% | 17.19% |
| Max Drawdown | -43.23% | -77.50% |
| Current Drawdown | -7.86% | -8.09% |
Fundamentals
| CBOE | CME | |
|---|---|---|
| Market Cap | $18.82B | $75.94B |
| EPS | $7.14 | $8.78 |
| PE Ratio | 24.99 | 24.03 |
| PEG Ratio | 1.75 | 8.46 |
| Revenue (TTM) | $3.77B | $5.62B |
| Gross Profit (TTM) | $1.74B | $5.01B |
| EBITDA (TTM) | $1.20B | $3.86B |
Correlation
The correlation between CBOE and CME is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CBOE vs. CME - Performance Comparison
In the year-to-date period, CBOE achieves a 1.74% return, which is significantly higher than CME's 0.07% return. Over the past 10 years, CBOE has underperformed CME with an annualized return of 14.74%, while CME has yielded a comparatively higher 16.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CBOE vs. CME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) 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.
Dividends
CBOE vs. CME - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.19%, less than CME's 4.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.19% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.22% |
CME CME Group Inc. | 4.63% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
Drawdowns
CBOE vs. CME - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for CBOE and CME. For additional features, visit the drawdowns tool.
Volatility
CBOE vs. CME - Volatility Comparison
Cboe Global Markets, Inc. (CBOE) and CME Group Inc. (CME) have volatilities of 5.09% and 4.87%, 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.
Financials
CBOE vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Cboe Global Markets, 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