CBOE vs. TW

In the year-to-date period, CBOE achieves a 9.64% return, which is significantly higher than TW's 3.43% return.

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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.

The current CBOE Sharpe Ratio is 0.93, which is comparable to the TW Sharpe Ratio of 1.31. 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.

CBOE's dividend yield for the trailing twelve months is around 1.14%, more than TW's 0.31% yield.

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.

The current volatility for Cboe Global Markets, Inc. (CBOE) is 7.86%, while Tradeweb Markets Inc. (TW) has a volatility of 15.76%. 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.

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.