CME vs. CBOE
Compare and contrast key facts about CME Group Inc. (CME) and Cboe Global Markets, Inc. (CBOE).
Performance
CME vs. CBOE - Performance Comparison
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CME vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 11.34% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
CBOE Cboe Global Markets, Inc. | 11.95% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
Fundamentals
CME:
$106.97B
CBOE:
$29.43B
CME:
$11.23
CBOE:
$10.48
CME:
26.45
CBOE:
26.75
CME:
2.31
CBOE:
0.50
CME:
16.41
CBOE:
6.24
CME:
3.72
CBOE:
5.73
CME:
$6.52B
CBOE:
$4.71B
CME:
$5.61B
CBOE:
$4.48B
CME:
$5.72B
CBOE:
$1.71B
Returns By Period
In the year-to-date period, CME achieves a 11.34% return, which is significantly lower than CBOE's 11.95% return. Both investments have delivered pretty close results over the past 10 years, with CME having a 16.25% annualized return and CBOE not far ahead at 16.96%.
CME
- 1D
- 0.54%
- 1M
- -6.87%
- YTD
- 11.34%
- 6M
- 14.90%
- 1Y
- 17.57%
- 3Y*
- 20.84%
- 5Y*
- 12.17%
- 10Y*
- 16.25%
CBOE
- 1D
- -0.28%
- 1M
- -5.78%
- YTD
- 11.95%
- 6M
- 16.64%
- 1Y
- 25.94%
- 3Y*
- 29.38%
- 5Y*
- 24.37%
- 10Y*
- 16.96%
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Return for Risk
CME vs. CBOE — Risk / Return Rank
CME
CBOE
CME vs. CBOE - Risk-Adjusted Trends 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.
| CME | CBOE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.18 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.65 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.45 | -0.84 |
Martin ratioReturn relative to average drawdown | 3.14 | 6.21 | -3.07 |
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
| CME | CBOE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.18 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 1.13 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.69 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.67 | -0.06 |
Correlation
The correlation between CME and CBOE is 0.46, 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.
Dividends
CME vs. CBOE - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 3.77%, more than CBOE's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 3.77% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
CBOE Cboe Global Markets, Inc. | 1.00% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
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.
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Drawdown Indicators
| CME | CBOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -43.23% | -34.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -10.32% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -21.77% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -43.23% | +5.87% |
Current DrawdownCurrent decline from peak | -6.87% | -7.93% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -20.77% | -11.48% | -9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 4.06% | +1.10% |
Volatility
CME vs. CBOE - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 5.84%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 7.89%. 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.
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Volatility by Period
| CME | CBOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 7.89% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 15.45% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.49% | 22.02% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 21.73% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 24.63% | -0.93% |
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