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

Correlation

The correlation between CBOE and TW is 0.29, 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.


-0.50.00.51.00.3

Performance

CBOE vs. TW - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
117.44%
281.04%
CBOE
TW

Key characteristics

Sharpe Ratio

CBOE:

0.54

TW:

2.27

Sortino Ratio

CBOE:

0.91

TW:

3.12

Omega Ratio

CBOE:

1.10

TW:

1.40

Calmar Ratio

CBOE:

0.79

TW:

4.07

Martin Ratio

CBOE:

1.72

TW:

13.68

Ulcer Index

CBOE:

6.62%

TW:

3.56%

Daily Std Dev

CBOE:

21.10%

TW:

21.46%

Max Drawdown

CBOE:

-43.23%

TW:

-48.64%

Current Drawdown

CBOE:

-11.79%

TW:

-2.56%

Fundamentals

Market Cap

CBOE:

$20.74B

TW:

$29.14B

EPS

CBOE:

$7.34

TW:

$2.08

PE Ratio

CBOE:

26.99

TW:

64.20

PEG Ratio

CBOE:

1.75

TW:

3.07

Total Revenue (TTM)

CBOE:

$3.96B

TW:

$1.63B

Gross Profit (TTM)

CBOE:

$1.82B

TW:

$1.25B

EBITDA (TTM)

CBOE:

$1.33B

TW:

$893.81M

Returns By Period

In the year-to-date period, CBOE achieves a 8.60% return, which is significantly lower than TW's 46.55% return.


CBOE

YTD

8.60%

1M

-7.83%

6M

9.57%

1Y

10.11%

5Y*

11.66%

10Y*

13.03%

TW

YTD

46.55%

1M

-1.66%

6M

25.75%

1Y

46.02%

5Y*

24.12%

10Y*

N/A

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Risk-Adjusted Performance

CBOE vs. TW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Tradeweb Markets Inc. (TW). 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 0.54, compared to the broader market-4.00-2.000.002.000.542.27
The chart of Sortino ratio for CBOE, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.913.12
The chart of Omega ratio for CBOE, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.40
The chart of Calmar ratio for CBOE, currently valued at 0.79, compared to the broader market0.002.004.006.000.794.07
The chart of Martin ratio for CBOE, currently valued at 1.72, compared to the broader market-5.000.005.0010.0015.0020.0025.001.7213.68
CBOE
TW

The current CBOE Sharpe Ratio is 0.54, which is lower than the TW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CBOE and TW, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
2.27
CBOE
TW

Dividends

CBOE vs. TW - Dividend Comparison

CBOE's dividend yield for the trailing twelve months is around 1.23%, more than TW's 0.30% yield.


TTM20232022202120202019201820172016201520142013
CBOE
Cboe Global Markets, Inc.
1.23%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%2.23%
TW
Tradeweb Markets Inc.
0.30%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CBOE vs. TW - Drawdown Comparison

The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum TW drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for CBOE and TW. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.79%
-2.56%
CBOE
TW

Volatility

CBOE vs. TW - Volatility Comparison

The current volatility for Cboe Global Markets, Inc. (CBOE) is 6.36%, while Tradeweb Markets Inc. (TW) has a volatility of 6.89%. This indicates that CBOE experiences smaller price fluctuations and is considered to be less risky than TW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
6.89%
CBOE
TW

Financials

CBOE vs. TW - Financials Comparison

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