CLIQ.DE vs. CMCX.L

Last updated Jun 4, 2026

CLIQ.DE (Cliq Digital AG) and CMCX.L (CMC Markets plc) are both stocks. CLIQ.DE operates in Entertainment (Communication Services), while CMCX.L operates in Capital Markets (Financial Services). Over the past 10 years, CLIQ.DE returned 4.49%/yr vs 32.65%/yr for CMCX.L. At a 0.10 correlation, their price movements are largely independent.

Performance

CLIQ.DE vs. CMCX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Cliq Digital AG (CLIQ.DE) and CMC Markets plc (CMCX.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CLIQ.DE is traded in EUR, while CMCX.L is traded in GBp. To make them comparable, the CMCX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLIQ.DE achieves a 170.80% return, which is significantly higher than CMCX.L's 24.26% return. Over the past 10 years, CLIQ.DE has underperformed CMCX.L with an annualized return of 4.49%, while CMCX.L has yielded a comparatively higher 32.65% annualized return.

CLIQ.DE

• 1D: 0.82%
• 1M: 2.20%
• YTD: 170.80%
• 6M: 145.37%
• 1Y: -28.10%
• 3Y*: -46.44%
• 5Y*: -32.48%
• 10Y*: 4.49%

CMCX.L

• 1D: -1.26%
• 1M: 0.46%
• YTD: 24.26%
• 6M: 27.84%
• 1Y: 31.21%
• 3Y*: 31.95%
• 5Y*: -1.51%
• 10Y*: 32.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLIQ.DE vs. CMCX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLIQ.DE Cliq Digital AG	170.80%	-69.87%	-76.60%	-16.11%	6.40%	50.70%	487.23%	70.09%	-79.03%	58.70%
CMCX.L CMC Markets plc	24.26%	20.53%	155.87%	-50.40%	-15.56%	-23.58%	168.50%	52.35%	536.47%	39.69%

Correlation

The correlation between CLIQ.DE and CMCX.L is -0.03, 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	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.10
Correlation (All Time) Calculated using the full available price history since Feb 8, 2016	0.10

The correlation between CLIQ.DE and CMCX.L shifts across timeframes, from -0.03 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CLIQ.DE vs. CMCX.L — Risk / Return Rank

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

CLIQ.DE

CLIQ.DE Risk / Return Rank: 33
CLIQ.DE Sharpe Ratio Rank: 30
CLIQ.DE Sortino Ratio Rank: 37
CLIQ.DE Omega Ratio Rank: 38
CLIQ.DE Calmar Ratio Rank: 29
CLIQ.DE Martin Ratio Rank: 32

CMCX.L

CMCX.L Risk / Return Rank: 68
CMCX.L Sharpe Ratio Rank: 67
CMCX.L Sortino Ratio Rank: 67
CMCX.L Omega Ratio Rank: 73
CMCX.L Calmar Ratio Rank: 67
CMCX.L Martin Ratio Rank: 65

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.

CLIQ.DE vs. CMCX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cliq Digital AG (CLIQ.DE) and CMC Markets plc (CMCX.L). 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.

	CLIQ.DE	CMCX.L	Difference
Sharpe ratio Return per unit of total volatility	-0.26	0.72	-0.98
Sortino ratio Return per unit of downside risk	0.33	1.49	-1.16
Omega ratio Gain probability vs. loss probability	1.04	1.22	-0.18
Calmar ratio Return relative to maximum drawdown	-0.36	1.10	-1.46
Martin ratio Return relative to average drawdown	-0.51	2.26	-2.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLIQ.DE vs. CMCX.L - Sharpe Ratio Comparison

The current CLIQ.DE Sharpe Ratio is -0.26, which is lower than the CMCX.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CLIQ.DE and CMCX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLIQ.DE	CMCX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	0.72	-0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	-0.03	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	0.13	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.07	0.13	-0.20

Drawdowns

CLIQ.DE vs. CMCX.L - Drawdown Comparison

The maximum CLIQ.DE drawdown since its inception was -96.08%, which is greater than CMCX.L's maximum drawdown of -81.00%. Use the drawdown chart below to compare losses from any high point for CLIQ.DE and CMCX.L.

Drawdown Indicators

	CLIQ.DE	CMCX.L	Difference
Max Drawdown Largest peak-to-trough decline	-96.08%	-81.00%	-15.08%
Max Drawdown (1Y) Largest decline over 1 year	-77.02%	-28.33%	-48.69%
Max Drawdown (3Y) Largest decline over 3 years	-94.54%	-48.24%	-46.30%
Max Drawdown (5Y) Largest decline over 5 years	-95.48%	-79.94%	-15.54%
Max Drawdown (10Y) Largest decline over 10 years	-96.08%	-81.00%	-15.08%
Current Drawdown Current decline from peak	-89.32%	-13.55%	-75.77%
Average Drawdown Average peak-to-trough decline	-62.55%	-35.75%	-26.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	54.74%	8.44%	+46.30%

Volatility

CLIQ.DE vs. CMCX.L - Volatility Comparison

The current volatility for Cliq Digital AG (CLIQ.DE) is 4.22%, while CMC Markets plc (CMCX.L) has a volatility of 6.73%. This indicates that CLIQ.DE experiences smaller price fluctuations and is considered to be less risky than CMCX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLIQ.DE	CMCX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	6.73%	-2.51%
Volatility (6M) Calculated over the trailing 6-month period	83.23%	18.85%	+64.38%
Volatility (1Y) Calculated over the trailing 1-year period	107.77%	43.14%	+64.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.67%	46.59%	+29.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.82%	250.24%	-180.42%

Dividends

CLIQ.DE vs. CMCX.L - Dividend Comparison

CLIQ.DE's dividend yield for the trailing twelve months is around 1.08%, less than CMCX.L's 3.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CLIQ.DE Cliq Digital AG	1.08%	5.84%	0.86%	9.00%	4.37%	1.86%	1.69%	0.00%	0.00%	0.00%	0.00%
CMCX.L CMC Markets plc	3.75%	4.62%	4.19%	4.67%	5.53%	9.46%	5.47%	2.41%	102.65%	5.95%	7.64%

Financials

Frequently Asked Questions

Can I hold both CLIQ.DE and CMCX.L in my portfolio?

CLIQ.DE and CMCX.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.