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CME vs. V
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CME vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CME Group Inc. (CME) and Visa Inc. (V). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CME achieves a 1.58% return, which is significantly higher than V's -7.69% return. Both investments have delivered pretty close results over the past 10 years, with CME having a 15.38% annualized return and V not far ahead at 15.98%.


CME

1D
2.80%
1M
-8.82%
YTD
1.58%
6M
1.41%
1Y
3.34%
3Y*
19.92%
5Y*
9.17%
10Y*
15.38%

V

1D
1.05%
1M
0.65%
YTD
-7.69%
6M
-6.93%
1Y
-12.51%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CME vs. V - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CME
CME Group Inc.
1.58%19.83%15.41%31.32%-22.89%29.47%-6.34%9.67%32.15%32.35%
V
Visa Inc.
-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%

Correlation

The correlation between CME and V is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2008

0.39

Over the past year, the correlation between CME and V has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

EPS

CME:

$11.75

V:

$15.24

PE Ratio

CME:

22.94

V:

21.16

PEG Ratio

CME:

2.00

V:

1.30

PS Ratio

CME:

14.40

V:

10.93

Total Revenue (TTM)

CME:

$6.76B

V:

$43.03B

Gross Profit (TTM)

CME:

$5.84B

V:

$16.94B

EBITDA (TTM)

CME:

$5.69B

V:

$27.63B

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Return for Risk

CME vs. V — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CME
CME Risk / Return Rank: 4545
Overall Rank
CME Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CME Sortino Ratio Rank: 4040
Sortino Ratio Rank
CME Omega Ratio Rank: 4040
Omega Ratio Rank
CME Calmar Ratio Rank: 4646
Calmar Ratio Rank
CME Martin Ratio Rank: 4848
Martin Ratio Rank

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CME vs. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Visa Inc. (V). 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.


CMEVDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.05

0.92

+0.13

Calmar ratioReturn relative to maximum drawdown

0.16

-0.73

+0.89

Martin ratioReturn relative to average drawdown

0.50

-1.57

+2.07

CME vs. V - Sharpe Ratio Comparison

The current CME Sharpe Ratio is 0.16, which is higher than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CME and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CME vs. V - Drawdown Comparison

The maximum CME drawdown since its inception was -77.50%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for CME and V.


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Drawdown Indicators


CMEVDifference

Max Drawdown

Largest peak-to-trough decline

-77.50%

-51.90%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-21.42%

-17.18%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-20.38%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.74%

-28.60%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-37.36%

-36.36%

-1.00%

Current Drawdown

Current decline from peak

-15.03%

-12.96%

-2.07%

Average Drawdown

Average peak-to-trough decline

-20.68%

-8.26%

-12.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

10.73%

-4.03%

Volatility

CME vs. V - Volatility Comparison

CME Group Inc. (CME) has a higher volatility of 10.45% compared to Visa Inc. (V) at 5.57%. This indicates that CME's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

5.57%

+4.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

17.57%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

22.35%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

22.82%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

24.45%

-0.52%

Dividends

CME vs. V - Dividend Comparison

CME's dividend yield for the trailing twelve months is around 4.17%, more than V's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
CME
CME Group Inc.
4.17%1.83%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Financials

CME vs. V - Financials Comparison

This section allows you to compare key financial metrics between CME Group Inc. and Visa 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
1.88B
11.23B
(CME) Total Revenue
(V) Total Revenue
Values in USD except per share items

CME vs. V - Profitability Comparison

The chart below illustrates the profitability comparison between CME Group Inc. and Visa Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
88.1%
-79.3%
Portfolio components
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%.

V - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Visa Inc. reported a gross profit of -8.90B and revenue of 11.23B. Therefore, the gross margin over that period was -79.3%.

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%.

V - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Visa Inc. reported an operating income of 7.23B and revenue of 11.23B, resulting in an operating margin of 64.4%.

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%.

V - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Visa Inc. reported a net income of 6.02B and revenue of 11.23B, resulting in a net margin of 53.6%.


Frequently Asked Questions


CME and V have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CME has higher volatility (10.45%) compared to V (5.57%). In terms of maximum drawdown, CME dropped -77.50% vs V's -51.90%.

CME currently has the higher Sharpe Ratio (0.16 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for CME and V

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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