CME vs. PSEC
Compare and contrast key facts about CME Group Inc. (CME) and Prospect Capital Corporation (PSEC).
Performance
CME vs. PSEC - Performance Comparison
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CME vs. PSEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 10.74% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
PSEC Prospect Capital Corporation | 5.88% | -28.86% | -18.16% | -4.13% | -8.61% | 70.00% | -3.54% | 13.83% | 4.09% | -9.44% |
Fundamentals
CME:
$11.23
PSEC:
-$0.86
CME:
16.32
PSEC:
61.69
CME:
$6.52B
PSEC:
$12.64M
CME:
$5.61B
PSEC:
-$212.47M
CME:
$5.72B
PSEC:
-$257.87M
Returns By Period
In the year-to-date period, CME achieves a 10.74% return, which is significantly higher than PSEC's 5.88% return. Over the past 10 years, CME has outperformed PSEC with an annualized return of 16.19%, while PSEC has yielded a comparatively lower 1.82% annualized return.
CME
- 1D
- -0.75%
- 1M
- -5.35%
- YTD
- 10.74%
- 6M
- 12.44%
- 1Y
- 15.59%
- 3Y*
- 20.63%
- 5Y*
- 12.05%
- 10Y*
- 16.19%
PSEC
- 1D
- 3.98%
- 1M
- -2.32%
- YTD
- 5.88%
- 6M
- 4.98%
- 1Y
- -23.27%
- 3Y*
- -16.65%
- 5Y*
- -9.07%
- 10Y*
- 1.82%
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Return for Risk
CME vs. PSEC — Risk / Return Rank
CME
PSEC
CME vs. PSEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Prospect Capital Corporation (PSEC). 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 | PSEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | -0.69 | +1.50 |
Sortino ratioReturn per unit of downside risk | 1.14 | -0.90 | +2.04 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.90 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.72 | +2.39 |
Martin ratioReturn relative to average drawdown | 3.30 | -1.04 | +4.34 |
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 | PSEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | -0.69 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.33 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.07 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.09 | +0.52 |
Correlation
The correlation between CME and PSEC is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CME vs. PSEC - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 3.79%, less than PSEC's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 3.79% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
PSEC Prospect Capital Corporation | 20.69% | 20.85% | 16.01% | 12.02% | 10.30% | 8.56% | 13.31% | 11.18% | 11.41% | 13.45% | 11.98% | 14.72% |
Drawdowns
CME vs. PSEC - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than PSEC's maximum drawdown of -61.51%. Use the drawdown chart below to compare losses from any high point for CME and PSEC.
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Drawdown Indicators
| CME | PSEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -61.51% | -15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -32.01% | +21.88% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -55.18% | +23.44% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -55.18% | +17.82% |
Current DrawdownCurrent decline from peak | -7.37% | -48.91% | +41.54% |
Average DrawdownAverage peak-to-trough decline | -20.77% | -15.32% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 22.63% | -17.49% |
Volatility
CME vs. PSEC - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 5.77%, while Prospect Capital Corporation (PSEC) has a volatility of 9.13%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than PSEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | PSEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 9.13% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 24.68% | -10.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 33.68% | -14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 27.28% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 26.86% | -3.16% |
Financials
CME vs. PSEC - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and Prospect Capital 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
CME vs. PSEC - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported a gross profit of 1.41B and revenue of 1.65B. Therefore, the gross margin over that period was 85.4%.
PSEC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Prospect Capital Corporation reported a gross profit of 0.00 and revenue of 133.90M. Therefore, the gross margin over that period was 0.0%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported an operating income of 1.02B and revenue of 1.65B, resulting in an operating margin of 61.8%.
PSEC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Prospect Capital Corporation reported an operating income of 0.00 and revenue of 133.90M, resulting in an operating margin of 0.0%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported a net income of 1.17B and revenue of 1.65B, resulting in a net margin of 70.8%.
PSEC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Prospect Capital Corporation reported a net income of 0.00 and revenue of 133.90M, resulting in a net margin of 0.0%.