CME vs. ORCL
CME (CME Group Inc.) and ORCL (Oracle Corporation) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, CME returned 14.50%/yr vs 20.30%/yr for ORCL. At a 0.30 correlation, their price movements are largely independent.
Performance
CME vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -5.50% return, which is significantly lower than ORCL's 9.34% return. Over the past 10 years, CME has underperformed ORCL with an annualized return of 14.50%, while ORCL has yielded a comparatively higher 20.30% annualized return.
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
CME vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between CME and ORCL is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.30 |
The correlation between CME and ORCL shifts across timeframes, from -0.17 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$91.54B
ORCL:
$617.24B
CME:
$11.75
ORCL:
$5.56
CME:
21.45
ORCL:
38.09
CME:
1.87
ORCL:
8.54
CME:
13.46
ORCL:
9.64
CME:
3.44
ORCL:
15.81
CME:
$6.76B
ORCL:
$64.08B
CME:
$5.84B
ORCL:
$58.10B
CME:
$5.69B
ORCL:
$17.85B
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Return for Risk
CME vs. ORCL — Risk / Return Rank
CME
ORCL
CME vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Oracle Corporation (ORCL). 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.
| CME | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 0.40 | -0.61 |
| Martin ratioReturn relative to average drawdown | -0.72 | 0.66 | -1.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CME | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 0.35 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.52 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.49 | +0.09 |
Drawdowns
CME vs. ORCL - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for CME and ORCL.
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Drawdown Indicators
| CME | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -84.19% | +6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -58.25% | +36.83% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -58.25% | +36.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -58.25% | +26.51% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -58.25% | +20.89% |
Current DrawdownCurrent decline from peak | -20.95% | -34.98% | +14.03% |
Average DrawdownAverage peak-to-trough decline | -20.69% | -29.10% | +8.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 35.04% | -28.69% |
Volatility
CME vs. ORCL - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 10.21%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 21.62% | -11.41% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 42.42% | -25.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.38% | 65.38% | -45.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 41.98% | -21.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 35.01% | -11.12% |
Dividends
CME vs. ORCL - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.44%, more than ORCL's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
CME vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Oracle Corporation. 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
Frequently Asked Questions
CME and ORCL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to CME (10.21%). In terms of maximum drawdown, CME dropped -77.50% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (0.35 vs -0.23), 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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