CMCX.L vs. FXPO.L
CMCX.L (CMC Markets plc) and FXPO.L (Ferrexpo plc) are both stocks. CMCX.L operates in Capital Markets (Financial Services), while FXPO.L operates in Steel (Basic Materials). Over the past 10 years, CMCX.L returned 33.97%/yr vs 5.50%/yr for FXPO.L. At a 0.14 correlation, their price movements are largely independent.
Performance
CMCX.L vs. FXPO.L - Performance Comparison
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Returns By Period
In the year-to-date period, CMCX.L achieves a 23.08% return, which is significantly higher than FXPO.L's -61.43% return. Over the past 10 years, CMCX.L has outperformed FXPO.L with an annualized return of 33.97%, while FXPO.L has yielded a comparatively lower 5.50% annualized return.
CMCX.L
- 1D
- -1.21%
- 1M
- 0.55%
- YTD
- 23.08%
- 6M
- 26.46%
- 1Y
- 34.77%
- 3Y*
- 32.17%
- 5Y*
- -1.39%
- 10Y*
- 33.97%
FXPO.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -61.43%
- 6M
- -58.28%
- 1Y
- -43.96%
- 3Y*
- -34.33%
- 5Y*
- -40.27%
- 10Y*
- 5.50%
CMCX.L vs. FXPO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMCX.L CMC Markets plc | 23.08% | 27.16% | 144.09% | -51.43% | -10.97% | -28.25% | 183.92% | 43.23% | 544.41% | 45.42% |
FXPO.L Ferrexpo plc | -61.43% | -29.96% | 21.85% | -42.59% | -41.92% | 29.52% | 104.18% | -13.08% | -28.55% | 129.02% |
Correlation
The correlation between CMCX.L and FXPO.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2016 | 0.14 |
Fundamentals
CMCX.L:
£996.54M
FXPO.L:
£171.51M
CMCX.L:
£0.54
FXPO.L:
-£0.46
CMCX.L:
1.33
FXPO.L:
0.16
CMCX.L:
2.34
FXPO.L:
0.23
CMCX.L:
£747.21M
FXPO.L:
£1.08B
CMCX.L:
£363.93M
FXPO.L:
£438.36M
CMCX.L:
£161.09M
FXPO.L:
-£158.01M
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Return for Risk
CMCX.L vs. FXPO.L — Risk / Return Rank
CMCX.L
FXPO.L
CMCX.L vs. FXPO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CMC Markets plc (CMCX.L) and Ferrexpo plc (FXPO.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.
| CMCX.L | FXPO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.88 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | -0.92 | +2.30 |
| Martin ratioReturn relative to average drawdown | 2.85 | -2.22 | +5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMCX.L | FXPO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.71 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.54 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.08 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.05 | +0.19 |
Drawdowns
CMCX.L vs. FXPO.L - Drawdown Comparison
The maximum CMCX.L drawdown since its inception was -81.04%, smaller than the maximum FXPO.L drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for CMCX.L and FXPO.L.
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Drawdown Indicators
| CMCX.L | FXPO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.04% | -96.26% | +15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -25.04% | -64.67% | +39.63% |
Max Drawdown (3Y)Largest decline over 3 years | -47.91% | -75.98% | +28.07% |
Max Drawdown (5Y)Largest decline over 5 years | -79.80% | -92.89% | +13.09% |
Max Drawdown (10Y)Largest decline over 10 years | -81.04% | -92.89% | +11.85% |
Current DrawdownCurrent decline from peak | -13.86% | -92.89% | +79.03% |
Average DrawdownAverage peak-to-trough decline | -34.82% | -53.69% | +18.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.23% | 27.71% | -20.48% |
Volatility
CMCX.L vs. FXPO.L - Volatility Comparison
The current volatility for CMC Markets plc (CMCX.L) is 6.65%, while Ferrexpo plc (FXPO.L) has a volatility of 43.73%. This indicates that CMCX.L experiences smaller price fluctuations and is considered to be less risky than FXPO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMCX.L | FXPO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 43.73% | -37.08% |
Volatility (6M)Calculated over the trailing 6-month period | 18.32% | 72.21% | -53.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.36% | 83.37% | -41.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.27% | 75.02% | -28.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 250.24% | 66.39% | +183.85% |
Dividends
CMCX.L vs. FXPO.L - Dividend Comparison
CMCX.L's dividend yield for the trailing twelve months is around 3.75%, while FXPO.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
FXPO.L Ferrexpo plc | 0.00% | 0.00% | 3.12% | 0.00% | 12.51% | 26.28% | 8.70% | 9.28% | 7.60% | 3.36% | 0.00% | 44.15% |
Financials
CMCX.L vs. FXPO.L - Financials Comparison
This section allows you to compare key financial metrics between CMC Markets plc and Ferrexpo plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CMCX.L vs. FXPO.L - Profitability Comparison
CMCX.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CMC Markets plc reported a gross profit of 0.00 and revenue of 193.69M. Therefore, the gross margin over that period was 0.0%.
FXPO.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a gross profit of 141.69M and revenue of 452.61M. Therefore, the gross margin over that period was 31.3%.
CMCX.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CMC Markets plc reported an operating income of 53.50M and revenue of 193.69M, resulting in an operating margin of 27.6%.
FXPO.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported an operating income of -194.14M and revenue of 452.61M, resulting in an operating margin of -42.9%.
CMCX.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CMC Markets plc reported a net income of 35.94M and revenue of 193.69M, resulting in a net margin of 18.6%.
FXPO.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ferrexpo plc reported a net income of -196.00M and revenue of 452.61M, resulting in a net margin of -43.3%.
Frequently Asked Questions
CMCX.L and FXPO.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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