CME vs. CBOE
Compare and contrast key facts about CME Group Inc. (CME) and Cboe Global Markets, Inc. (CBOE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CME or CBOE.
Key characteristics
| CME | CBOE | |
|---|---|---|
| YTD Return | 0.69% | 0.19% |
| 1Y Return | 19.84% | 30.82% |
| 3Y Return (Ann) | 5.34% | 21.57% |
| 5Y Return (Ann) | 7.25% | 13.61% |
| 10Y Return (Ann) | 16.14% | 14.53% |
| Sharpe Ratio | 1.13 | 1.72 |
| Daily Std Dev | 17.20% | 18.20% |
| Max Drawdown | -77.50% | -43.23% |
| Current Drawdown | -7.52% | -9.25% |
Fundamentals
| CME | CBOE | |
|---|---|---|
| Market Cap | $76.70B | $19.08B |
| EPS | $8.86 | $7.13 |
| PE Ratio | 24.05 | 25.36 |
| PEG Ratio | 8.46 | 1.75 |
| Revenue (TTM) | $5.57B | $3.77B |
| Gross Profit (TTM) | $5.01B | $1.74B |
| EBITDA (TTM) | $3.81B | $1.20B |
Correlation
The correlation between CME and CBOE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CME vs. CBOE - Performance Comparison
In the year-to-date period, CME achieves a 0.69% return, which is significantly higher than CBOE's 0.19% return. Over the past 10 years, CME has outperformed CBOE with an annualized return of 16.14%, while CBOE has yielded a comparatively lower 14.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CME vs. CBOE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Cboe Global Markets, Inc. (CBOE). 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.
Dividends
CME vs. CBOE - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.60%, more than CBOE's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.60% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
CBOE Cboe Global Markets, Inc. | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.22% |
Drawdowns
CME vs. CBOE - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for CME and CBOE. For additional features, visit the drawdowns tool.
Volatility
CME vs. CBOE - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 5.06%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 5.43%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CME vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Cboe Global 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.
Total Revenue: Total amount of money received from sales and other business activities