CBOE vs. FFIV
CBOE (Cboe Global Markets, Inc.) and FFIV (F5 Networks, Inc.) are both stocks. CBOE operates in Financial Data & Stock Exchanges (Financial Services), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, CBOE returned 17.38%/yr vs 12.74%/yr for FFIV. At a 0.17 correlation, their price movements are largely independent.
Performance
CBOE vs. FFIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBOE achieves a 12.19% return, which is significantly lower than FFIV's 55.21% return. Over the past 10 years, CBOE has outperformed FFIV with an annualized return of 17.38%, while FFIV has yielded a comparatively lower 12.74% annualized return.
CBOE
- 1D
- -0.56%
- 1M
- -19.41%
- YTD
- 12.19%
- 6M
- 11.21%
- 1Y
- 27.25%
- 3Y*
- 27.99%
- 5Y*
- 21.30%
- 10Y*
- 17.38%
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
CBOE vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 12.19% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between CBOE and FFIV is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.17 |
The correlation between CBOE and FFIV shifts across timeframes, from -0.10 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CBOE:
$29.43B
FFIV:
$22.70B
CBOE:
$11.77
FFIV:
$12.19
CBOE:
23.83
FFIV:
32.50
CBOE:
0.44
FFIV:
1.42
CBOE:
6.14
FFIV:
9.54
CBOE:
5.48
FFIV:
6.22
CBOE:
$4.79B
FFIV:
$2.41B
CBOE:
$2.50B
FFIV:
$2.63B
CBOE:
$1.87B
FFIV:
$889.95M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBOE vs. FFIV — Risk / Return Rank
CBOE
FFIV
CBOE vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and F5 Networks, Inc. (FFIV). 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.
| CBOE | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.99 | +0.12 |
| Martin ratioReturn relative to average drawdown | 5.44 | 2.17 | +3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CBOE | FFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.02 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.54 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.43 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.27 | +0.39 |
Drawdowns
CBOE vs. FFIV - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for CBOE and FFIV.
Loading charts...
Drawdown Indicators
| CBOE | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.23% | -97.59% | +54.36% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -34.73% | +10.04% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -34.73% | +10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -47.42% | +22.73% |
Max Drawdown (10Y)Largest decline over 10 years | -43.23% | -54.59% | +11.36% |
Current DrawdownCurrent decline from peak | -23.40% | -3.16% | -20.24% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -40.19% | +28.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 15.76% | -10.74% |
Volatility
CBOE vs. FFIV - Volatility Comparison
Cboe Global Markets, Inc. (CBOE) has a higher volatility of 15.60% compared to F5 Networks, Inc. (FFIV) at 9.07%. This indicates that CBOE's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBOE | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.60% | 9.07% | +6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.74% | 24.96% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 33.52% | -6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 30.02% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 29.57% | -4.25% |
Dividends
CBOE vs. FFIV - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.03%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.03% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
FFIV F5 Networks, 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% |
Financials
CBOE vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between Cboe Global Markets, Inc. and F5 Networks, 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
CBOE and FFIV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBOE has higher volatility (15.60%) compared to FFIV (9.07%). In terms of maximum drawdown, CBOE dropped -43.23% vs FFIV's -97.59%.
FFIV currently has the higher Sharpe Ratio (1.02 vs 1.01), 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.
Find the right allocation for CBOE and FFIV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer