CME vs. C
CME (CME Group Inc.) and C (Citigroup Inc.) are both stocks. Both are in the Financial Services sector — CME in Financial Data & Stock Exchanges, C in Banks - Diversified. Over the past 10 years, CME returned 13.98%/yr vs 14.98%/yr for C. At a 0.35 correlation, their price movements are largely independent.
Performance
CME vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -3.78% return, which is significantly lower than C's 14.41% return. Over the past 10 years, CME has underperformed C with an annualized return of 13.98%, while C has yielded a comparatively higher 14.98% annualized return.
CME
- 1D
- 0.39%
- 1M
- 10.20%
- 6M
- -7.06%
- YTD
- -3.78%
- 1Y
- -4.31%
- 3Y*
- 14.94%
- 5Y*
- 8.25%
- 10Y*
- 13.98%
- ALL TIME*
- 19.60%
C
- 1D
- 0.24%
- 1M
- -7.94%
- 6M
- 17.53%
- YTD
- 14.41%
- 1Y
- 41.72%
- 3Y*
- 45.76%
- 5Y*
- 18.70%
- 10Y*
- 14.98%
- ALL TIME*
- 6.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.93B | $1.86B | $1.68B | |
| $676.33M | $811.49M | $857.23M |
CME vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -3.78% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
C Citigroup Inc. | 14.41% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
Correlation
The correlation between CME and C is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.35 |
The correlation between CME and C shifts across timeframes, from -0.14 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$92.51B
C:
$226.75B
CME:
$11.82
C:
$9.84
CME:
21.60
C:
13.44
CME:
13.63
C:
1.56
CME:
3.49
C:
1.19
CME:
$6.77B
C:
$153.60B
CME:
$5.55B
C:
$83.82B
CME:
$5.37B
C:
$28.05B
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Return for Risk
CME vs. C — Risk / Return Rank
CME
C
CME vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Citigroup Inc. (C). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CME | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.25 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.84 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.41 | 7.66 | -8.07 |
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Drawdowns
CME vs. C - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for CME and C.
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Drawdown Indicators
| CME | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -98.00% | +20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -31.09% | -14.76% | -16.33% |
Max Drawdown (3Y)Largest decline over 3 years | -31.09% | -31.31% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -44.31% | +12.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -56.51% | +19.15% |
Current DrawdownCurrent decline from peak | -19.51% | -64.72% | +45.21% |
Average DrawdownAverage peak-to-trough decline | -20.70% | -43.56% | +22.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | 5.46% | +4.99% |
Volatility
CME vs. C - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 9.66% compared to Citigroup Inc. (C) at 9.05%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 9.05% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.78% | 22.68% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 28.71% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 29.17% | -8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 33.05% | -8.92% |
Dividends
CME vs. C - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.41%, more than C's 1.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.82% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
CME CME Group Inc. | 4.41% | 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. C - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Citigroup 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.
Total Revenue: Total amount of money received from sales and other business activities
CME vs. C - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a gross profit of 1.18B and revenue of 1.71B. Therefore, the gross margin over that period was 69.3%.
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a gross profit of 24.77B and revenue of 24.77B. Therefore, the gross margin over that period was 100.0%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported an operating income of 1.11B and revenue of 1.71B, resulting in an operating margin of 64.9%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a net income of 1.04B and revenue of 1.71B, resulting in a net margin of 61.1%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.
Frequently Asked Questions
CME and C have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (9.66%) compared to C (9.05%). In terms of maximum drawdown, CME dropped -77.50% vs C's -98.00%.
C currently has the higher Sharpe Ratio (1.46 vs -0.18), 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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