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

Performance

CBOE vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Global Markets, Inc. (CBOE) and F5 Networks, Inc. (FFIV). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBOE vs. FFIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

CBOE:

$29.43B

FFIV:

$22.70B

EPS

CBOE:

$11.77

FFIV:

$12.19

PE Ratio

CBOE:

23.83

FFIV:

32.50

PEG Ratio

CBOE:

0.44

FFIV:

1.42

PS Ratio

CBOE:

6.14

FFIV:

9.54

PB Ratio

CBOE:

5.48

FFIV:

6.22

Total Revenue (TTM)

CBOE:

$4.79B

FFIV:

$2.41B

Gross Profit (TTM)

CBOE:

$2.50B

FFIV:

$2.63B

EBITDA (TTM)

CBOE:

$1.87B

FFIV:

$889.95M

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Return for Risk

CBOE vs. FFIV — Risk / Return Rank

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

CBOE
CBOE Risk / Return Rank: 6969
Overall Rank
CBOE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 6666
Sortino Ratio Rank
CBOE Omega Ratio Rank: 6767
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7878
Martin Ratio Rank

FFIV
FFIV Risk / Return Rank: 6767
Overall Rank
FFIV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FFIV Sortino Ratio Rank: 6767
Sortino Ratio Rank
FFIV Omega Ratio Rank: 6868
Omega Ratio Rank
FFIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFIV Martin Ratio Rank: 6262
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. 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.


CBOEFFIVDifference
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

CBOE vs. FFIV - Sharpe Ratio Comparison

The current CBOE Sharpe Ratio is 1.01, which is comparable to the FFIV Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CBOE and FFIV, 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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Sharpe Ratios by Period


CBOEFFIVDifference

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.


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Drawdown Indicators


CBOEFFIVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.40%

-3.16%

-20.24%

Average Drawdown

Average peak-to-trough decline

-11.40%

-40.19%

+28.79%

Ulcer Index

Depth 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.


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Volatility by Period


CBOEFFIVDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.27B
0
(CBOE) Total Revenue
(FFIV) Total Revenue
Values in USD except per share items

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.

Portfolio Optimizer

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