CME vs. T
CME (CME Group Inc.) and T (AT&T Inc.) are both stocks. CME operates in Financial Data & Stock Exchanges (Financial Services), while T operates in Telecom Services (Communication Services). Over the past 10 years, CME returned 14.73%/yr vs 2.95%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
CME vs. T - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CME achieves a -3.54% return, which is significantly higher than T's -6.54% return. Over the past 10 years, CME has outperformed T with an annualized return of 14.73%, while T has yielded a comparatively lower 2.95% annualized return.
CME
- 1D
- 2.08%
- 1M
- -8.53%
- YTD
- -3.54%
- 6M
- -2.03%
- 1Y
- -0.91%
- 3Y*
- 16.34%
- 5Y*
- 8.20%
- 10Y*
- 14.73%
T
- 1D
- 0.93%
- 1M
- -9.74%
- YTD
- -6.54%
- 6M
- -5.28%
- 1Y
- -14.93%
- 3Y*
- 18.75%
- 5Y*
- 6.68%
- 10Y*
- 2.95%
CME vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | -3.54% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
T AT&T Inc. | -6.54% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between CME and T is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.28 |
The correlation between CME and T shifts across timeframes, from 0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CME:
$11.75
T:
$3.04
CME:
21.78
T:
7.46
CME:
1.90
T:
0.31
CME:
13.67
T:
1.30
CME:
$6.76B
T:
$125.65B
CME:
$5.84B
T:
$105.41B
CME:
$5.69B
T:
$54.70B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CME vs. T — Risk / Return Rank
CME
T
CME vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.90 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.69 | +0.64 |
| Martin ratioReturn relative to average drawdown | -0.14 | -1.43 | +1.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CME | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | -0.68 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.28 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.12 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.23 |
Drawdowns
CME vs. T - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for CME and T.
Loading charts...
Drawdown Indicators
| CME | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -64.15% | -13.35% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -21.87% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -21.87% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -32.01% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -42.35% | +4.99% |
Current DrawdownCurrent decline from peak | -19.31% | -21.14% | +1.83% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -15.72% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 10.43% | -3.97% |
Volatility
CME vs. T - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 10.44% compared to AT&T Inc. (T) at 7.65%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CME | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 7.65% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 17.59% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 21.96% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.08% | 23.98% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.90% | 23.72% | +0.18% |
Dividends
CME vs. T - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.40%, less than T's 4.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.40% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
T AT&T Inc. | 4.89% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
CME vs. T - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. and AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CME and T have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.44%) compared to T (7.65%). In terms of maximum drawdown, CME dropped -77.50% vs T's -64.15%.
CME currently has the higher Sharpe Ratio (-0.04 vs -0.68), 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.
Find the right allocation for CME and T
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer