CME vs. VGT
Compare and contrast key facts about CME Group Inc. (CME) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CME or VGT.
Performance
CME vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, CME achieves a 10.53% return, which is significantly lower than VGT's 29.10% return. Over the past 10 years, CME has underperformed VGT with an annualized return of 15.16%, while VGT has yielded a comparatively higher 20.77% annualized return.
CME
10.53%
0.84%
7.74%
10.86%
6.00%
15.16%
VGT
29.10%
4.10%
14.33%
35.99%
22.83%
20.77%
Key characteristics
| CME | VGT | |
|---|---|---|
| Sharpe Ratio | 0.66 | 1.72 |
| Sortino Ratio | 1.02 | 2.24 |
| Omega Ratio | 1.12 | 1.31 |
| Calmar Ratio | 0.74 | 2.36 |
| Martin Ratio | 2.09 | 8.49 |
| Ulcer Index | 5.20% | 4.24% |
| Daily Std Dev | 16.43% | 20.98% |
| Max Drawdown | -77.50% | -54.63% |
| Current Drawdown | -0.28% | -0.64% |
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Correlation
The correlation between CME and VGT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CME vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Vanguard Information Technology ETF (VGT). 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.
Dividends
CME vs. VGT - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.28%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.28% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
CME vs. VGT - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CME and VGT. For additional features, visit the drawdowns tool.
Volatility
CME vs. VGT - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 4.74%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.47%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.