PortfoliosLab logo
CME vs. ICE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CME and ICE is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CME vs. ICE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CME Group Inc. (CME) and Intercontinental Exchange, Inc. (ICE). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
591.55%
2,308.45%
CME
ICE

Key characteristics

Sharpe Ratio

CME:

1.64

ICE:

1.32

Sortino Ratio

CME:

2.22

ICE:

1.80

Omega Ratio

CME:

1.29

ICE:

1.26

Calmar Ratio

CME:

1.94

ICE:

1.75

Martin Ratio

CME:

7.54

ICE:

5.10

Ulcer Index

CME:

3.79%

ICE:

4.86%

Daily Std Dev

CME:

17.31%

ICE:

18.83%

Max Drawdown

CME:

-77.50%

ICE:

-73.94%

Current Drawdown

CME:

-0.77%

ICE:

-7.44%

Fundamentals

Market Cap

CME:

$95.97B

ICE:

$93.78B

EPS

CME:

$9.95

ICE:

$4.78

PE Ratio

CME:

26.76

ICE:

34.15

PEG Ratio

CME:

8.21

ICE:

2.70

PS Ratio

CME:

15.29

ICE:

10.11

PB Ratio

CME:

3.55

ICE:

3.39

Total Revenue (TTM)

CME:

$6.28B

ICE:

$8.82B

Gross Profit (TTM)

CME:

$5.43B

ICE:

$5.20B

EBITDA (TTM)

CME:

$4.87B

ICE:

$4.50B

Returns By Period

In the year-to-date period, CME achieves a 15.24% return, which is significantly higher than ICE's 9.85% return. Over the past 10 years, CME has outperformed ICE with an annualized return of 16.19%, while ICE has yielded a comparatively lower 15.28% annualized return.


CME

YTD

15.24%

1M

1.70%

6M

21.87%

1Y

32.09%

5Y*

11.74%

10Y*

16.19%

ICE

YTD

9.85%

1M

-7.44%

6M

-0.69%

1Y

25.41%

5Y*

13.57%

10Y*

15.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CME vs. ICE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CME
The Risk-Adjusted Performance Rank of CME is 9191
Overall Rank
The Sharpe Ratio Rank of CME is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CME is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CME is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CME is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CME is 9292
Martin Ratio Rank

ICE
The Risk-Adjusted Performance Rank of ICE is 8787
Overall Rank
The Sharpe Ratio Rank of ICE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ICE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ICE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ICE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ICE is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CME vs. ICE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Intercontinental Exchange, Inc. (ICE). 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.


The chart of Sharpe ratio for CME, currently valued at 1.64, compared to the broader market-2.00-1.000.001.002.003.00
CME: 1.64
ICE: 1.32
The chart of Sortino ratio for CME, currently valued at 2.22, compared to the broader market-6.00-4.00-2.000.002.004.00
CME: 2.22
ICE: 1.80
The chart of Omega ratio for CME, currently valued at 1.29, compared to the broader market0.501.001.502.00
CME: 1.29
ICE: 1.26
The chart of Calmar ratio for CME, currently valued at 1.94, compared to the broader market0.001.002.003.004.005.00
CME: 1.94
ICE: 1.75
The chart of Martin ratio for CME, currently valued at 7.54, compared to the broader market-5.000.005.0010.0015.0020.00
CME: 7.54
ICE: 5.10

The current CME Sharpe Ratio is 1.64, which is comparable to the ICE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CME and ICE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.64
1.32
CME
ICE

Dividends

CME vs. ICE - Dividend Comparison

CME's dividend yield for the trailing twelve months is around 3.94%, more than ICE's 1.12% yield.


TTM20242023202220212020201920182017201620152014
CME
CME Group Inc.
3.94%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%
ICE
Intercontinental Exchange, Inc.
1.12%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%

Drawdowns

CME vs. ICE - Drawdown Comparison

The maximum CME drawdown since its inception was -77.50%, roughly equal to the maximum ICE drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for CME and ICE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.77%
-7.44%
CME
ICE

Volatility

CME vs. ICE - Volatility Comparison

The current volatility for CME Group Inc. (CME) is 7.40%, while Intercontinental Exchange, Inc. (ICE) has a volatility of 9.89%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than ICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
7.40%
9.89%
CME
ICE

Financials

CME vs. ICE - Financials Comparison

This section allows you to compare key financial metrics between CME Group Inc. and Intercontinental Exchange, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items