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

Correlation

The correlation between CME and ICE is 0.60, 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.


-0.50.00.51.00.6

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%JulyAugustSeptemberOctoberNovemberDecember
501.44%
2,111.58%
CME
ICE

Key characteristics

Sharpe Ratio

CME:

1.10

ICE:

1.51

Sortino Ratio

CME:

1.58

ICE:

2.10

Omega Ratio

CME:

1.20

ICE:

1.29

Calmar Ratio

CME:

1.24

ICE:

2.24

Martin Ratio

CME:

3.59

ICE:

7.50

Ulcer Index

CME:

5.10%

ICE:

3.25%

Daily Std Dev

CME:

16.59%

ICE:

16.17%

Max Drawdown

CME:

-77.50%

ICE:

-73.94%

Current Drawdown

CME:

-2.58%

ICE:

-9.68%

Fundamentals

Market Cap

CME:

$85.04B

ICE:

$87.73B

EPS

CME:

$9.51

ICE:

$4.22

PE Ratio

CME:

24.81

ICE:

36.21

PEG Ratio

CME:

8.19

ICE:

2.42

Total Revenue (TTM)

CME:

$6.04B

ICE:

$11.19B

Gross Profit (TTM)

CME:

$5.03B

ICE:

$6.99B

EBITDA (TTM)

CME:

$4.38B

ICE:

$5.84B

Returns By Period

In the year-to-date period, CME achieves a 15.67% return, which is significantly lower than ICE's 18.48% return. Both investments have delivered pretty close results over the past 10 years, with CME having a 14.42% annualized return and ICE not far behind at 14.38%.


CME

YTD

15.67%

1M

5.12%

6M

23.89%

1Y

16.81%

5Y*

7.35%

10Y*

14.42%

ICE

YTD

18.48%

1M

-3.23%

6M

9.67%

1Y

22.49%

5Y*

11.54%

10Y*

14.38%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CME, currently valued at 1.10, compared to the broader market-4.00-2.000.002.001.101.51
The chart of Sortino ratio for CME, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.582.10
The chart of Omega ratio for CME, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.29
The chart of Calmar ratio for CME, currently valued at 1.24, compared to the broader market0.002.004.006.001.242.24
The chart of Martin ratio for CME, currently valued at 3.59, compared to the broader market-5.000.005.0010.0015.0020.0025.003.597.50
CME
ICE

The current CME Sharpe Ratio is 1.10, which is comparable to the ICE Sharpe Ratio of 1.51. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.51
CME
ICE

Dividends

CME vs. ICE - Dividend Comparison

CME's dividend yield for the trailing twelve months is around 4.13%, more than ICE's 1.20% yield.


TTM20232022202120202019201820172016201520142013
CME
CME Group Inc.
4.13%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%5.61%
ICE
Intercontinental Exchange, Inc.
1.20%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%0.29%

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%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-9.68%
CME
ICE

Volatility

CME vs. ICE - Volatility Comparison

CME Group Inc. (CME) has a higher volatility of 5.60% compared to Intercontinental Exchange, Inc. (ICE) at 4.57%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than ICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
4.57%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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