CME vs. IBIT
CME (CME Group Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, CME returned 3.34% vs -40.63% for IBIT. At a correlation of -0.02, they often move in opposite directions.
Performance
CME vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a 1.58% return, which is significantly higher than IBIT's -27.41% return.
CME
- 1D
- 2.80%
- 1M
- -8.82%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.34%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CME vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CME CME Group Inc. | 1.58% | 19.83% | 22.86% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between CME and IBIT is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | -0.02 |
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Return for Risk
CME vs. IBIT — Risk / Return Rank
CME
IBIT
CME vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.85 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.78 | +0.94 |
| Martin ratioReturn relative to average drawdown | 0.50 | -1.37 | +1.87 |
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Drawdowns
CME vs. IBIT - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for CME and IBIT.
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Drawdown Indicators
| CME | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -52.11% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -52.11% | +30.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | — | — |
Current DrawdownCurrent decline from peak | -15.03% | -49.45% | +34.42% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -16.53% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 29.64% | -22.94% |
Volatility
CME vs. IBIT - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.45%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 12.07% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 34.45% | -17.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 44.10% | -23.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 50.26% | -30.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 50.26% | -26.33% |
Dividends
CME vs. IBIT - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.17%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CME and IBIT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to CME (10.45%). In terms of maximum drawdown, CME dropped -77.50% vs IBIT's -52.11%.
CME currently has the higher Sharpe Ratio (0.16 vs -0.92), 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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