CME vs. JNJ
CME (CME Group Inc.) and JNJ (Johnson & Johnson) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while JNJ operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CME returned 13.98%/yr vs 10.71%/yr for JNJ. At a 0.27 correlation, their price movements are largely independent.
Performance
CME vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -3.78% return, which is significantly lower than JNJ's 28.69% return. Over the past 10 years, CME has outperformed JNJ with an annualized return of 13.98%, while JNJ has yielded a comparatively lower 10.71% annualized return.
CME
- 1D
- 0.39%
- 1M
- 10.20%
- 6M
- -7.06%
- YTD
- -3.78%
- 1Y
- -4.31%
- 3Y*
- 14.94%
- 5Y*
- 8.25%
- 10Y*
- 13.98%
- ALL TIME*
- 19.60%
JNJ
- 1D
- 1.59%
- 1M
- 9.29%
- 6M
- 20.98%
- YTD
- 28.69%
- 1Y
- 59.22%
- 3Y*
- 18.59%
- 5Y*
- 12.03%
- 10Y*
- 10.71%
- ALL TIME*
- 12.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $676.33M | $811.49M | $857.23M | |
| $2.16B | $2.18B | $1.96B |
CME vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -3.78% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
JNJ Johnson & Johnson | 28.69% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between CME and JNJ is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.27 |
Fundamentals
CME:
$92.51B
JNJ:
$634.06B
CME:
$11.82
JNJ:
$8.63
CME:
21.60
JNJ:
30.53
CME:
1.89
JNJ:
1.02
CME:
13.63
JNJ:
6.56
CME:
3.49
JNJ:
7.56
CME:
$6.77B
JNJ:
$97.93B
CME:
$5.55B
JNJ:
$68.99B
CME:
$5.37B
JNJ:
$31.92B
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Return for Risk
CME vs. JNJ — Risk / Return Rank
CME
JNJ
CME vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.56 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 5.43 | -5.57 |
| Martin ratioReturn relative to average drawdown | -0.41 | 15.17 | -15.58 |
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Drawdowns
CME vs. JNJ - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for CME and JNJ.
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Drawdown Indicators
| CME | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -50.67% | -26.83% |
Max Drawdown (1Y)Largest decline over 1 year | -31.09% | -10.96% | -20.13% |
Max Drawdown (3Y)Largest decline over 3 years | -31.09% | -15.95% | -15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -18.41% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -27.37% | -9.99% |
Current DrawdownCurrent decline from peak | -19.51% | -1.44% | -18.07% |
Average DrawdownAverage peak-to-trough decline | -20.70% | -11.88% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | 3.92% | +6.53% |
Volatility
CME vs. JNJ - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 9.66% compared to Johnson & Johnson (JNJ) at 8.75%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 8.75% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.78% | 14.62% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 18.12% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 17.37% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 18.71% | +5.42% |
Dividends
CME vs. JNJ - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.41%, more than JNJ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.41% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
JNJ Johnson & Johnson | 1.99% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
CME vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Johnson & Johnson. 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
CME vs. JNJ - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a gross profit of 1.18B and revenue of 1.71B. Therefore, the gross margin over that period was 69.3%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported an operating income of 1.11B and revenue of 1.71B, resulting in an operating margin of 64.9%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a net income of 1.04B and revenue of 1.71B, resulting in a net margin of 61.1%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
Frequently Asked Questions
CME and JNJ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (9.66%) compared to JNJ (8.75%). In terms of maximum drawdown, CME dropped -77.50% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.28 vs -0.18), 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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