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CBOE vs. STN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CBOE vs. STN.TO - Performance Comparison

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

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Different Trading Currencies

CBOE is traded in USD, while STN.TO is traded in CAD. To make them comparable, the STN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBOE achieves a 18.03% return, which is significantly higher than STN.TO's -23.42% return. Over the past 10 years, CBOE has outperformed STN.TO with an annualized return of 17.84%, while STN.TO has yielded a comparatively lower 12.42% annualized return.


CBOE

1D
-0.33%
1M
-19.41%
YTD
18.03%
6M
17.09%
1Y
31.68%
3Y*
31.02%
5Y*
22.58%
10Y*
17.84%

STN.TO

1D
0.41%
1M
-7.41%
YTD
-23.42%
6M
-22.43%
1Y
-32.29%
3Y*
6.03%
5Y*
10.80%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBOE vs. STN.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBOE
Cboe Global Markets, Inc.
18.03%29.96%10.74%44.37%-2.16%42.23%-21.17%24.16%-20.60%70.49%
STN.TO
Stantec Inc.
-23.42%21.14%-1.53%69.46%-13.12%74.18%17.05%30.32%-20.16%12.81%

Correlation

The correlation between CBOE and STN.TO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

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

-0.02

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

0.09

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

0.11

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

0.11

The correlation between CBOE and STN.TO shifts across timeframes, from -0.13 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CBOE:

$30.97B

STN.TO:

CA$11.53B

EPS

CBOE:

$11.77

STN.TO:

CA$4.30

PE Ratio

CBOE:

25.07

STN.TO:

23.53

PEG Ratio

CBOE:

0.47

STN.TO:

0.99

PS Ratio

CBOE:

6.46

STN.TO:

1.46

PB Ratio

CBOE:

5.76

STN.TO:

3.42

Total Revenue (TTM)

CBOE:

$4.79B

STN.TO:

CA$7.92B

Gross Profit (TTM)

CBOE:

$2.50B

STN.TO:

CA$3.40B

EBITDA (TTM)

CBOE:

$1.87B

STN.TO:

CA$1.13B

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Return for Risk

CBOE vs. STN.TO — Risk / Return Rank

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

CBOE
CBOE Risk / Return Rank: 7373
Overall Rank
CBOE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 7070
Sortino Ratio Rank
CBOE Omega Ratio Rank: 7272
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7979
Martin Ratio Rank

STN.TO
STN.TO Risk / Return Rank: 66
Overall Rank
STN.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
STN.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
STN.TO Omega Ratio Rank: 66
Omega Ratio Rank
STN.TO Calmar Ratio Rank: 1010
Calmar Ratio Rank
STN.TO Martin Ratio Rank: 22
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. STN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Stantec Inc. (STN.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBOESTN.TODifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.23

0.80

+0.43

Calmar ratioReturn relative to maximum drawdown

1.29

-0.88

+2.17

Martin ratioReturn relative to average drawdown

5.70

-2.01

+7.70

CBOE vs. STN.TO - Sharpe Ratio Comparison

The current CBOE Sharpe Ratio is 1.16, which is higher than the STN.TO Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of CBOE and STN.TO, 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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Drawdowns

CBOE vs. STN.TO - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum STN.TO drawdown of -67.23%. Use the drawdown chart below to compare losses from any high point for CBOE and STN.TO.


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Drawdown Indicators


CBOESTN.TODifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-67.23%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

-36.77%

+12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.69%

-36.77%

+12.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-36.77%

+12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.23%

-36.77%

-6.46%

Current Drawdown

Current decline from peak

-19.41%

-35.97%

+16.56%

Average Drawdown

Average peak-to-trough decline

-11.41%

-17.41%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

16.10%

-10.52%

Volatility

CBOE vs. STN.TO - Volatility Comparison

Cboe Global Markets, Inc. (CBOE) has a higher volatility of 15.70% compared to Stantec Inc. (STN.TO) at 11.57%. This indicates that CBOE's price experiences larger fluctuations and is considered to be riskier than STN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBOESTN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.70%

11.57%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

24.24%

24.04%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.44%

28.04%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

24.72%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

24.80%

+0.56%

Dividends

CBOE vs. STN.TO - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 0.98%, more than STN.TO's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
CBOE
Cboe Global Markets, Inc.
0.98%1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%
STN.TO
Stantec Inc.
0.91%0.69%0.74%0.73%1.11%0.93%1.50%1.58%1.84%1.42%1.33%1.22%

Financials

CBOE vs. STN.TO - Financials Comparison

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


800.00M1.00B1.20B1.40B1.60B1.80B2.00B2.20B20222023202420252026
1.27B
2.07B
(CBOE) Total Revenue
(STN.TO) Total Revenue
Please note, different currencies. CBOE values in USD, STN.TO values in CAD

CBOE vs. STN.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Cboe Global Markets, Inc. and Stantec Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%20222023202420252026
52.6%
39.6%
Portfolio components
CBOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.

STN.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stantec Inc. reported a gross profit of 819.30M and revenue of 2.07B. Therefore, the gross margin over that period was 39.6%.

CBOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.

STN.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stantec Inc. reported an operating income of 174.60M and revenue of 2.07B, resulting in an operating margin of 8.4%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.

STN.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stantec Inc. reported a net income of 110.80M and revenue of 2.07B, resulting in a net margin of 5.4%.


Frequently Asked Questions


CBOE and STN.TO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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