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

Correlation

The correlation between CBOE and NDAQ is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CBOE vs. NDAQ - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
749.46%
1,206.20%
CBOE
NDAQ

Key characteristics

Sharpe Ratio

CBOE:

0.98

NDAQ:

0.56

Sortino Ratio

CBOE:

1.46

NDAQ:

0.86

Omega Ratio

CBOE:

1.17

NDAQ:

1.12

Calmar Ratio

CBOE:

1.50

NDAQ:

0.68

Martin Ratio

CBOE:

4.33

NDAQ:

2.61

Ulcer Index

CBOE:

5.02%

NDAQ:

4.74%

Daily Std Dev

CBOE:

22.22%

NDAQ:

22.06%

Max Drawdown

CBOE:

-43.23%

NDAQ:

-68.48%

Current Drawdown

CBOE:

-4.95%

NDAQ:

-18.25%

Fundamentals

Market Cap

CBOE:

$22.52B

NDAQ:

$39.25B

EPS

CBOE:

$7.20

NDAQ:

$1.93

PE Ratio

CBOE:

29.87

NDAQ:

35.36

PEG Ratio

CBOE:

1.75

NDAQ:

1.50

Total Revenue (TTM)

CBOE:

$3.14B

NDAQ:

$5.72B

Gross Profit (TTM)

CBOE:

$1.31B

NDAQ:

$2.55B

EBITDA (TTM)

CBOE:

$1.00B

NDAQ:

$1.98B

Returns By Period

In the year-to-date period, CBOE achieves a 10.41% return, which is significantly higher than NDAQ's -11.42% return. Over the past 10 years, CBOE has underperformed NDAQ with an annualized return of 15.87%, while NDAQ has yielded a comparatively higher 17.10% annualized return.


CBOE

YTD

10.41%

1M

1.28%

6M

2.83%

1Y

19.91%

5Y*

20.97%

10Y*

15.87%

NDAQ

YTD

-11.42%

1M

-13.10%

6M

-4.77%

1Y

13.31%

5Y*

18.26%

10Y*

17.10%

*Annualized

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Risk-Adjusted Performance

CBOE vs. NDAQ — Risk-Adjusted Performance Rank

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

CBOE
The Risk-Adjusted Performance Rank of CBOE is 8383
Overall Rank
The Sharpe Ratio Rank of CBOE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of CBOE is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CBOE is 7575
Omega Ratio Rank
The Calmar Ratio Rank of CBOE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CBOE is 8585
Martin Ratio Rank

NDAQ
The Risk-Adjusted Performance Rank of NDAQ is 7373
Overall Rank
The Sharpe Ratio Rank of NDAQ is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of NDAQ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of NDAQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NDAQ is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NDAQ is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CBOE vs. NDAQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Nasdaq, Inc. (NDAQ). 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 0.98, compared to the broader market-2.00-1.000.001.002.00
CBOE: 0.98
NDAQ: 0.56
The chart of Sortino ratio for CBOE, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.00
CBOE: 1.46
NDAQ: 0.86
The chart of Omega ratio for CBOE, currently valued at 1.17, compared to the broader market0.501.001.502.00
CBOE: 1.17
NDAQ: 1.12
The chart of Calmar ratio for CBOE, currently valued at 1.50, compared to the broader market0.001.002.003.004.00
CBOE: 1.50
NDAQ: 0.68
The chart of Martin ratio for CBOE, currently valued at 4.33, compared to the broader market-10.000.0010.0020.00
CBOE: 4.33
NDAQ: 2.61

The current CBOE Sharpe Ratio is 0.98, which is higher than the NDAQ Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CBOE and NDAQ, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.98
0.56
CBOE
NDAQ

Dividends

CBOE vs. NDAQ - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 1.13%, less than NDAQ's 1.41% yield.


TTM20242023202220212020201920182017201620152014
CBOE
Cboe Global Markets, Inc.
1.13%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%
NDAQ
Nasdaq, Inc.
1.41%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%

Drawdowns

CBOE vs. NDAQ - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for CBOE and NDAQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.95%
-18.25%
CBOE
NDAQ

Volatility

CBOE vs. NDAQ - Volatility Comparison

The current volatility for Cboe Global Markets, Inc. (CBOE) is 8.92%, while Nasdaq, Inc. (NDAQ) has a volatility of 12.10%. This indicates that CBOE experiences smaller price fluctuations and is considered to be less risky than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.92%
12.10%
CBOE
NDAQ

Financials

CBOE vs. NDAQ - Financials Comparison

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