CME vs. REMIX
CME (CME Group Inc.) is a stock, while REMIX (Standpoint Multi-Asset Fund Investor Class) is Macro Trading fund managed by Standpoint Asset Management. Over the past 5 years, CME returned 7.36%/yr vs 8.55%/yr for REMIX. At a 0.19 correlation, their price movements are largely independent.
Performance
CME vs. REMIX - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -7.62% return, which is significantly lower than REMIX's 11.87% 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%
REMIX
- 1D
- -1.02%
- 1M
- -0.78%
- 6M
- 8.06%
- YTD
- 11.87%
- 1Y
- 24.76%
- 3Y*
- 9.80%
- 5Y*
- 8.55%
- 10Y*
- —
- ALL TIME*
- 11.11%
CME vs. REMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -7.62% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% |
REMIX Standpoint Multi-Asset Fund Investor Class | 11.87% | 3.85% | 12.92% | 5.53% | 3.44% | 19.81% | 16.06% |
Correlation
The correlation between CME and REMIX 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 | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.19 |
The correlation between CME and REMIX shifts across timeframes, from -0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CME vs. REMIX — Risk / Return Rank
CME
REMIX
CME vs. REMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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 | REMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.33 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 3.40 | -3.64 |
| Martin ratioReturn relative to average drawdown | -0.73 | 11.12 | -11.85 |
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Drawdowns
CME vs. REMIX - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than REMIX's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for CME and REMIX.
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Drawdown Indicators
| CME | REMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -17.89% | -59.61% |
Max Drawdown (1Y)Largest decline over 1 year | -31.09% | -7.28% | -23.81% |
Max Drawdown (3Y)Largest decline over 3 years | -31.09% | -17.89% | -13.20% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -17.89% | -13.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | — | — |
Current DrawdownCurrent decline from peak | -22.73% | -5.50% | -17.23% |
Average DrawdownAverage peak-to-trough decline | -20.70% | -3.32% | -17.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.08% | 2.22% | +7.86% |
Volatility
CME vs. REMIX - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 9.30% compared to Standpoint Multi-Asset Fund Investor Class (REMIX) at 3.19%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | REMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 3.19% | +6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 9.81% | +9.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 12.98% | +9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 11.74% | +8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 11.78% | +12.28% |
Dividends
CME vs. REMIX - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.59%, more than REMIX's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
REMIX Standpoint Multi-Asset Fund Investor Class | 0.42% | 0.47% | 5.52% | 3.46% | 2.48% | 6.04% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CME and REMIX 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.
CME has higher volatility (9.30%) compared to REMIX (3.19%). In terms of maximum drawdown, CME dropped -77.50% vs REMIX's -17.89%.
REMIX currently has the higher Sharpe Ratio (1.91 vs -0.32), 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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