CMPGY vs. CBOE
CMPGY (Compass Group PLC ADR) and CBOE (Cboe Global Markets, Inc.) are both stocks. CMPGY operates in Restaurants (Consumer Cyclical), while CBOE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, CMPGY returned 7.10%/yr vs 17.85%/yr for CBOE. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
CMPGY vs. CBOE - Performance Comparison
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Returns By Period
In the year-to-date period, CMPGY achieves a 1.73% return, which is significantly lower than CBOE's 24.16% return. Over the past 10 years, CMPGY has underperformed CBOE with an annualized return of 7.10%, while CBOE has yielded a comparatively higher 17.85% annualized return.
CMPGY
- 1D
- -0.25%
- 1M
- -4.41%
- 6M
- 7.46%
- YTD
- 1.73%
- 1Y
- -7.60%
- 3Y*
- 9.16%
- 5Y*
- 10.15%
- 10Y*
- 7.10%
- ALL TIME*
- 10.18%
CBOE
- 1D
- 4.62%
- 1M
- 24.60%
- 6M
- 17.58%
- YTD
- 24.16%
- 1Y
- 26.51%
- 3Y*
- 31.94%
- 5Y*
- 22.86%
- 10Y*
- 17.85%
- ALL TIME*
- 16.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $331.59M | $331.44M | $425.74M | |
| $9.73M | $8.28M | $10.33M |
CMPGY vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 1.73% | -2.98% | 23.21% | 21.71% | 2.19% | 23.17% | -24.79% | 23.34% | -2.91% | 22.13% |
CBOE Cboe Global Markets, Inc. | 24.16% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
Correlation
The correlation between CMPGY and CBOE is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.17 |
Fundamentals
CMPGY:
$54.14B
CBOE:
$32.47B
CMPGY:
$1.70
CBOE:
$12.89
CMPGY:
18.70
CBOE:
24.06
CMPGY:
0.25
CBOE:
0.45
CMPGY:
0.72
CBOE:
6.43
CMPGY:
6.81
CBOE:
5.78
CMPGY:
$75.11B
CBOE:
$5.06B
CMPGY:
$13.98B
CBOE:
$2.65B
CMPGY:
$7.39B
CBOE:
$2.05B
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Return for Risk
CMPGY vs. CBOE — Risk / Return Rank
CMPGY
CBOE
CMPGY vs. CBOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Group PLC ADR (CMPGY) and Cboe Global Markets, Inc. (CBOE). 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.
| CMPGY | CBOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.82 | -1.14 |
| Martin ratioReturn relative to average drawdown | -0.64 | 2.67 | -3.31 |
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Drawdowns
CMPGY vs. CBOE - Drawdown Comparison
The maximum CMPGY drawdown since its inception was -57.36%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for CMPGY and CBOE.
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Drawdown Indicators
| CMPGY | CBOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.36% | -43.23% | -14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -22.96% | -36.73% | +13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -36.73% | +12.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -36.73% | +12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -57.36% | -43.23% | -14.13% |
Current DrawdownCurrent decline from peak | -10.39% | -15.22% | +4.83% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -11.53% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.58% | 11.27% | +0.31% |
Volatility
CMPGY vs. CBOE - Volatility Comparison
Compass Group PLC ADR (CMPGY) and Cboe Global Markets, Inc. (CBOE) have volatilities of 10.59% and 10.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPGY | CBOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 10.21% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 23.34% | 29.24% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 31.94% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.36% | 24.22% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 25.89% | +2.97% |
Dividends
CMPGY vs. CBOE - Dividend Comparison
CMPGY's dividend yield for the trailing twelve months is around 2.16%, more than CBOE's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 0.93% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
CMPGY Compass Group PLC ADR | 2.16% | 1.93% | 1.68% | 1.64% | 1.30% | 0.00% | 1.88% | 1.81% | 2.05% | 7.37% | 4.34% | 2.21% |
Financials
CMPGY vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between Compass Group PLC ADR and Cboe Global Markets, 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
CMPGY vs. CBOE - Profitability Comparison
CMPGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Compass Group PLC ADR reported a gross profit of 1.67B and revenue of 24.95B. Therefore, the gross margin over that period was 6.7%.
CBOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported a gross profit of 731.60M and revenue of 1.44B. Therefore, the gross margin over that period was 50.7%.
CMPGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Compass Group PLC ADR reported an operating income of 1.67B and revenue of 24.95B, resulting in an operating margin of 6.7%.
CBOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported an operating income of 476.00M and revenue of 1.44B, resulting in an operating margin of 33.0%.
CMPGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Compass Group PLC ADR reported a net income of 1.07B and revenue of 24.95B, resulting in a net margin of 4.3%.
CBOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported a net income of 353.10M and revenue of 1.44B, resulting in a net margin of 24.5%.
Frequently Asked Questions
CMPGY and CBOE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPGY has higher volatility (10.59%) compared to CBOE (10.21%). In terms of maximum drawdown, CMPGY dropped -57.36% vs CBOE's -43.23%.
CBOE currently has the higher Sharpe Ratio (0.95 vs -0.28), 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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