CME vs. FFIV
CME (CME Group Inc.) and FFIV (F5 Networks, Inc.) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, CME returned 14.50%/yr vs 12.74%/yr for FFIV. At a 0.27 correlation, their price movements are largely independent.
Performance
CME vs. FFIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CME achieves a -5.50% return, which is significantly lower than FFIV's 55.21% return. Over the past 10 years, CME has outperformed FFIV with an annualized return of 14.50%, while FFIV has yielded a comparatively lower 12.74% 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%
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
CME vs. FFIV - 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% |
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between CME and FFIV is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.27 |
The correlation between CME and FFIV shifts across timeframes, from -0.03 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$91.54B
FFIV:
$22.70B
CME:
$11.75
FFIV:
$12.19
CME:
21.45
FFIV:
32.50
CME:
1.87
FFIV:
1.42
CME:
13.46
FFIV:
9.54
CME:
3.44
FFIV:
6.22
CME:
$6.76B
FFIV:
$2.41B
CME:
$5.84B
FFIV:
$2.63B
CME:
$5.69B
FFIV:
$889.95M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CME vs. FFIV — Risk / Return Rank
CME
FFIV
CME vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and F5 Networks, Inc. (FFIV). 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 | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 0.99 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.72 | 2.17 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CME | FFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 1.02 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.54 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.43 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.27 | +0.31 |
Drawdowns
CME vs. FFIV - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for CME and FFIV.
Loading charts...
Drawdown Indicators
| CME | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -97.59% | +20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -34.73% | +13.31% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -34.73% | +13.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -47.42% | +15.68% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -54.59% | +17.23% |
Current DrawdownCurrent decline from peak | -20.95% | -3.16% | -17.79% |
Average DrawdownAverage peak-to-trough decline | -20.69% | -40.19% | +19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 15.76% | -9.41% |
Volatility
CME vs. FFIV - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 10.21% compared to F5 Networks, Inc. (FFIV) at 9.07%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CME | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 9.07% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 24.96% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.38% | 33.52% | -13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 30.02% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 29.57% | -5.68% |
Dividends
CME vs. FFIV - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.44%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FFIV F5 Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CME vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and F5 Networks, 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
Frequently Asked Questions
CME and FFIV have a correlation of -0.03, 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 FFIV (9.07%). In terms of maximum drawdown, CME dropped -77.50% vs FFIV's -97.59%.
FFIV currently has the higher Sharpe Ratio (1.02 vs -0.23), 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.
Find the right allocation for CME and FFIV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer