CME vs. ALLE
CME (CME Group Inc.) and ALLE (Allegion plc) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while ALLE operates in Security & Protection Services (Industrials). Over the past 10 years, CME returned 14.50%/yr vs 7.81%/yr for ALLE. At a 0.27 correlation, their price movements are largely independent.
Performance
CME vs. ALLE - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -5.50% return, which is significantly higher than ALLE's -19.54% return. Over the past 10 years, CME has outperformed ALLE with an annualized return of 14.50%, while ALLE has yielded a comparatively lower 7.81% annualized return.
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
ALLE
- 1D
- -1.94%
- 1M
- -5.02%
- YTD
- -19.54%
- 6M
- -19.10%
- 1Y
- -7.03%
- 3Y*
- 5.79%
- 5Y*
- -0.14%
- 10Y*
- 7.81%
CME vs. ALLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
ALLE Allegion plc | -19.54% | 23.54% | 4.66% | 22.32% | -19.26% | 15.06% | -5.41% | 57.89% | 1.18% | 25.32% |
Correlation
The correlation between CME and ALLE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2013 | 0.27 |
Over the past year, the correlation between CME and ALLE has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
Fundamentals
CME:
$91.54B
ALLE:
$11.05B
CME:
$11.75
ALLE:
$7.33
CME:
21.45
ALLE:
17.42
CME:
1.87
ALLE:
1.94
CME:
13.46
ALLE:
2.65
CME:
3.44
ALLE:
5.26
CME:
$6.76B
ALLE:
$4.16B
CME:
$5.84B
ALLE:
$1.87B
CME:
$5.69B
ALLE:
$965.50M
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Return for Risk
CME vs. ALLE — Risk / Return Rank
CME
ALLE
CME vs. ALLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Allegion plc (ALLE). 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.
| CME | ALLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.97 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | -0.24 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.72 | -0.55 | -0.17 |
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
| CME | ALLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | -0.29 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.01 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.29 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.36 | +0.23 |
Drawdowns
CME vs. ALLE - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than ALLE's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for CME and ALLE.
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Drawdown Indicators
| CME | ALLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -43.25% | -34.25% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -29.84% | +8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -29.84% | +8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -38.87% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -43.25% | +5.89% |
Current DrawdownCurrent decline from peak | -20.95% | -28.73% | +7.78% |
Average DrawdownAverage peak-to-trough decline | -20.69% | -10.95% | -9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 12.76% | -6.41% |
Volatility
CME vs. ALLE - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 10.21% compared to Allegion plc (ALLE) at 6.79%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than ALLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | ALLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 6.79% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 19.67% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.38% | 24.81% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 26.03% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 26.79% | -2.90% |
Dividends
CME vs. ALLE - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.44%, more than ALLE's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLE Allegion plc | 1.63% | 1.28% | 1.47% | 1.42% | 1.56% | 1.09% | 1.10% | 0.87% | 1.05% | 0.80% | 0.75% | 0.61% |
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
CME vs. ALLE - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Allegion 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
CME vs. ALLE - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
ALLE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allegion plc reported a gross profit of 454.50M and revenue of 1.03B. Therefore, the gross margin over that period was 44.0%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
ALLE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allegion plc reported an operating income of 195.30M and revenue of 1.03B, resulting in an operating margin of 18.9%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
ALLE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allegion plc reported a net income of 138.10M and revenue of 1.03B, resulting in a net margin of 13.4%.
Frequently Asked Questions
CME and ALLE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.21%) compared to ALLE (6.79%). In terms of maximum drawdown, CME dropped -77.50% vs ALLE's -43.25%.
CME currently has the higher Sharpe Ratio (-0.23 vs -0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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