CME vs. STT
CME (CME Group Inc.) and STT (State Street Corporation) are both stocks. Both are in the Financial Services sector — CME in Financial Data & Stock Exchanges, STT in Asset Management. Over the past 10 years, CME returned 14.04%/yr vs 15.46%/yr for STT. At a 0.39 correlation, their price movements are largely independent.
Performance
CME vs. STT - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a -7.59% return, which is significantly lower than STT's 36.44% return. Over the past 10 years, CME has underperformed STT with an annualized return of 14.04%, while STT has yielded a comparatively higher 15.46% annualized return.
CME
- 1D
- -0.48%
- 1M
- -15.37%
- YTD
- -7.59%
- 6M
- -7.63%
- 1Y
- -7.03%
- 3Y*
- 15.35%
- 5Y*
- 7.09%
- 10Y*
- 14.04%
STT
- 1D
- 3.21%
- 1M
- 12.84%
- YTD
- 36.44%
- 6M
- 34.50%
- 1Y
- 79.26%
- 3Y*
- 39.21%
- 5Y*
- 20.27%
- 10Y*
- 15.46%
CME vs. STT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -7.59% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
STT State Street Corporation | 36.44% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
Correlation
The correlation between CME and STT is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
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 | 0.39 |
The correlation between CME and STT shifts across timeframes, from -0.04 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$11.75
STT:
$10.18
CME:
20.87
STT:
17.06
CME:
1.82
STT:
1.73
CME:
13.10
STT:
2.22
CME:
$6.76B
STT:
$22.63B
CME:
$5.84B
STT:
$13.89B
CME:
$5.69B
STT:
$4.29B
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Return for Risk
CME vs. STT — Risk / Return Rank
CME
STT
CME vs. STT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and State Street Corporation (STT). 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 | STT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.84 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.50 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 6.76 | -7.07 |
| Martin ratioReturn relative to average drawdown | -0.97 | 20.63 | -21.59 |
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Drawdowns
CME vs. STT - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, smaller than the maximum STT drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for CME and STT.
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Drawdown Indicators
| CME | STT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -82.26% | +4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -22.70% | -11.79% | -10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -25.68% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -41.45% | +9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -59.59% | +22.23% |
Current DrawdownCurrent decline from peak | -22.70% | 0.00% | -22.70% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -20.46% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.27% | 3.86% | +3.41% |
Volatility
CME vs. STT - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 10.05% compared to State Street Corporation (STT) at 7.06%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than STT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | STT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 7.06% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.92% | 18.74% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.25% | 25.08% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 30.30% | -10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.97% | 32.94% | -8.97% |
Dividends
CME vs. STT - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.59%, more than STT's 1.89% 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% |
STT State Street Corporation | 1.89% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
CME vs. STT - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and State Street 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. STT - Profitability Comparison
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
Frequently Asked Questions
CME and STT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.05%) compared to STT (7.06%). In terms of maximum drawdown, CME dropped -77.50% vs STT's -82.26%.
STT currently has the higher Sharpe Ratio (3.18 vs -0.33), 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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