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

Performance

CBOE vs. NEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe Global Markets, Inc. (CBOE) and Newmont Corporation (NEM). 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 higher than NEM's -0.43% return. Over the past 10 years, CBOE has outperformed NEM with an annualized return of 17.38%, while NEM has yielded a comparatively lower 13.46% 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%

NEM

1D
-0.72%
1M
-14.84%
YTD
-0.43%
6M
11.71%
1Y
91.07%
3Y*
36.63%
5Y*
10.33%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBOE vs. NEM - 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%
NEM
Newmont Corporation
-0.43%172.82%-7.83%-8.76%-20.77%7.40%40.28%30.52%-6.15%10.91%

Correlation

The correlation between CBOE and NEM is -0.05, 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

-0.05

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

0.00

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

0.05

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

0.06

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

0.07

The correlation between CBOE and NEM shifts across timeframes, from -0.05 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CBOE:

$11.77

NEM:

$6.34

PE Ratio

CBOE:

23.83

NEM:

15.62

PEG Ratio

CBOE:

0.44

NEM:

0.41

PS Ratio

CBOE:

6.14

NEM:

4.77

Total Revenue (TTM)

CBOE:

$4.79B

NEM:

$17.23B

Gross Profit (TTM)

CBOE:

$2.50B

NEM:

$8.97B

EBITDA (TTM)

CBOE:

$1.87B

NEM:

$13.78B

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Return for Risk

CBOE vs. NEM — 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

NEM
NEM Risk / Return Rank: 8585
Overall Rank
NEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NEM Sortino Ratio Rank: 8080
Sortino Ratio Rank
NEM Omega Ratio Rank: 8282
Omega Ratio Rank
NEM Calmar Ratio Rank: 8686
Calmar Ratio Rank
NEM Martin Ratio Rank: 8686
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. NEM - Risk-Adjusted Trends Comparison

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


CBOENEMDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

1.11

3.36

-2.25

Martin ratioReturn relative to average drawdown

5.44

8.94

-3.50

CBOE vs. NEM - Sharpe Ratio Comparison

The current CBOE Sharpe Ratio is 1.01, which is lower than the NEM Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CBOE and NEM, 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


CBOENEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.96

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.27

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.38

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.12

+0.53

Drawdowns

CBOE vs. NEM - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum NEM drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for CBOE and NEM.


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Drawdown Indicators


CBOENEMDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-81.30%

+38.07%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

-27.25%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

-36.57%

+11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-62.40%

+37.71%

Max Drawdown (10Y)

Largest decline over 10 years

-43.23%

-62.40%

+19.17%

Current Drawdown

Current decline from peak

-23.40%

-24.65%

+1.25%

Average Drawdown

Average peak-to-trough decline

-11.40%

-41.38%

+29.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

10.22%

-5.20%

Volatility

CBOE vs. NEM - Volatility Comparison

Cboe Global Markets, Inc. (CBOE) has a higher volatility of 15.60% compared to Newmont Corporation (NEM) at 14.19%. This indicates that CBOE's price experiences larger fluctuations and is considered to be riskier than NEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBOENEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.60%

14.19%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

23.74%

36.93%

-13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

46.87%

-19.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.17%

37.83%

-14.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.32%

35.59%

-10.27%

Dividends

CBOE vs. NEM - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 1.03%, which matches NEM's 1.03% yield.


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%
NEM
Newmont Corporation
1.03%1.00%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%

Financials

CBOE vs. NEM - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
1.27B
0
(CBOE) Total Revenue
(NEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CBOE and NEM have a correlation of -0.05, 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 NEM (14.19%). In terms of maximum drawdown, CBOE dropped -43.23% vs NEM's -81.30%.

NEM currently has the higher Sharpe Ratio (1.96 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

Find the right allocation for CBOE and NEM

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