CBOE vs. SPY
Compare and contrast key facts about Cboe Global Markets, Inc. (CBOE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBOE or SPY.
Correlation
The correlation between CBOE and SPY is 0.31, 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.
Performance
CBOE vs. SPY - Performance Comparison
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Key characteristics
CBOE:
1.00
SPY:
0.69
CBOE:
1.49
SPY:
1.17
CBOE:
1.18
SPY:
1.18
CBOE:
1.65
SPY:
0.80
CBOE:
4.63
SPY:
3.08
CBOE:
5.15%
SPY:
4.88%
CBOE:
23.29%
SPY:
20.26%
CBOE:
-42.59%
SPY:
-55.19%
CBOE:
-5.67%
SPY:
-2.76%
Returns By Period
In the year-to-date period, CBOE achieves a 13.42% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, CBOE has outperformed SPY with an annualized return of 16.46%, while SPY has yielded a comparatively lower 12.78% annualized return.
CBOE
13.42%
1.79%
10.74%
21.87%
18.35%
16.46%
SPY
1.69%
12.88%
2.09%
13.66%
16.78%
12.78%
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Risk-Adjusted Performance
CBOE vs. SPY — Risk-Adjusted Performance Rank
CBOE
SPY
CBOE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
CBOE vs. SPY - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.10%, less than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.10% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.84% | 1.33% | 1.41% | 1.29% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CBOE vs. SPY - Drawdown Comparison
The maximum CBOE drawdown since its inception was -42.59%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CBOE and SPY. For additional features, visit the drawdowns tool.
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Volatility
CBOE vs. SPY - Volatility Comparison
Cboe Global Markets, Inc. (CBOE) has a higher volatility of 8.82% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that CBOE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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