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CME vs. MLB1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CME vs. MLB1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CME Group Inc. (CME) and Mercadolibre Inc (MLB1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CME is traded in USD, while MLB1.DE is traded in EUR. To make them comparable, the MLB1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CME achieves a -7.62% return, which is significantly higher than MLB1.DE's -8.55% return.


CME

1D
0.02%
1M
-0.52%
6M
-9.74%
YTD
-7.62%
1Y
-7.30%
3Y*
13.77%
5Y*
7.36%
10Y*
13.48%
ALL TIME*
19.41%

MLB1.DE

1D
2.13%
1M
13.05%
6M
-9.77%
YTD
-8.55%
1Y
-23.03%
3Y*
14.71%
5Y*
3.77%
10Y*
ALL TIME*
19.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CME vs. MLB1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CME
CME Group Inc.
-7.62%19.83%15.41%31.32%-22.89%29.47%-6.34%1.75%
MLB1.DE
Mercadolibre Inc
-8.55%17.94%7.91%84.96%-35.37%-21.84%183.87%9.97%

Correlation

The correlation between CME and MLB1.DE is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2019

0.06

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Return for Risk

CME vs. MLB1.DE — Risk / Return Rank

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

CME
CME Risk / Return Rank: 3131
Overall Rank
CME Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CME Sortino Ratio Rank: 2727
Sortino Ratio Rank
CME Omega Ratio Rank: 2727
Omega Ratio Rank
CME Calmar Ratio Rank: 3737
Calmar Ratio Rank
CME Martin Ratio Rank: 3131
Martin Ratio Rank

MLB1.DE
MLB1.DE Risk / Return Rank: 2222
Overall Rank
MLB1.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MLB1.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
MLB1.DE Omega Ratio Rank: 2121
Omega Ratio Rank
MLB1.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
MLB1.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CME vs. MLB1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Mercadolibre Inc (MLB1.DE). 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.


CMEMLB1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

0.96

0.92

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.24

-0.58

+0.35

Martin ratioReturn relative to average drawdown

-0.73

-1.00

+0.27

CME vs. MLB1.DE - Sharpe Ratio Comparison

The current CME Sharpe Ratio is -0.32, which is higher than the MLB1.DE Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of CME and MLB1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CME vs. MLB1.DE - Drawdown Comparison

The maximum CME drawdown since its inception was -77.50%, which is greater than MLB1.DE's maximum drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for CME and MLB1.DE.


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Drawdown Indicators


CMEMLB1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.50%

-68.29%

-9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-31.09%

-39.33%

+8.24%

Max Drawdown (3Y)

Largest decline over 3 years

-31.09%

-41.54%

+10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-31.74%

-68.29%

+36.55%

Max Drawdown (10Y)

Largest decline over 10 years

-37.36%

Current Drawdown

Current decline from peak

-22.73%

-29.40%

+6.67%

Average Drawdown

Average peak-to-trough decline

-20.70%

-23.40%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.08%

23.01%

-12.93%

Volatility

CME vs. MLB1.DE - Volatility Comparison

CME Group Inc. (CME) and Mercadolibre Inc (MLB1.DE) have volatilities of 9.30% and 8.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMEMLB1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

8.94%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

18.97%

28.61%

-9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

22.66%

38.39%

-15.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

47.21%

-26.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

48.76%

-24.70%

Dividends

CME vs. MLB1.DE - Dividend Comparison

CME's dividend yield for the trailing twelve months is around 4.59%, while MLB1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CME
CME Group Inc.
4.59%1.83%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%
MLB1.DE
Mercadolibre 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. MLB1.DE - Financials Comparison

This section allows you to compare key financial metrics between CME Group Inc. and Mercadolibre 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


Please note, different currencies. CME values in USD, MLB1.DE values in EUR

Frequently Asked Questions


CME and MLB1.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CME and MLB1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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