CME vs. VGT

In the year-to-date period, CME achieves a 13.93% return, which is significantly higher than VGT's -13.30% return. Over the past 10 years, CME has underperformed VGT with an annualized return of 16.09%, while VGT has yielded a comparatively higher 18.48% annualized return.

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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.

The current CME Sharpe Ratio is 1.60, which is higher than the VGT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of CME and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CME's dividend yield for the trailing twelve months is around 3.99%, more than VGT's 0.59% yield.

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.

The current volatility for CME Group Inc. (CME) is 7.31%, while Vanguard Information Technology ETF (VGT) has a volatility of 19.21%. 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.