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 7.98%/yr vs 16.25%/yr for CBOE. At a 0.17 correlation, their price movements are largely independent.
Performance
CMPGY vs. CBOE - Performance Comparison
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Returns By Period
In the year-to-date period, CMPGY achieves a 4.26% return, which is significantly higher than CBOE's 2.45% return. Over the past 10 years, CMPGY has underperformed CBOE with an annualized return of 7.98%, while CBOE has yielded a comparatively higher 16.25% annualized return.
CMPGY
- 1D
- -0.43%
- 1M
- 5.10%
- YTD
- 4.26%
- 6M
- 2.50%
- 1Y
- -0.75%
- 3Y*
- 7.02%
- 5Y*
- 10.47%
- 10Y*
- 7.98%
CBOE
- 1D
- 2.76%
- 1M
- -28.22%
- YTD
- 2.45%
- 6M
- 2.11%
- 1Y
- 14.53%
- 3Y*
- 25.12%
- 5Y*
- 18.18%
- 10Y*
- 16.25%
CMPGY vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGY Compass Group PLC ADR | 4.26% | -2.98% | 23.21% | 21.71% | 2.19% | 23.17% | -24.79% | 23.34% | -2.91% | 22.13% |
CBOE Cboe Global Markets, Inc. | 2.45% | 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, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.17 |
Fundamentals
CMPGY:
$55.44B
CBOE:
$26.88B
CMPGY:
$1.70
CBOE:
$11.77
CMPGY:
19.17
CBOE:
21.76
CMPGY:
0.26
CBOE:
0.41
CMPGY:
0.74
CBOE:
5.61
CMPGY:
6.98
CBOE:
5.00
CMPGY:
$75.11B
CBOE:
$4.79B
CMPGY:
$13.98B
CBOE:
$2.50B
CMPGY:
$7.39B
CBOE:
$1.87B
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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 | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.46 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.06 | 2.12 | -2.18 |
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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 | -24.30% | -31.93% | +7.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.30% | -31.93% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -31.93% | +7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -57.36% | -43.23% | -14.13% |
Current DrawdownCurrent decline from peak | -8.17% | -30.05% | +21.88% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -11.43% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.51% | 6.85% | +5.66% |
Volatility
CMPGY vs. CBOE - Volatility Comparison
The current volatility for Compass Group PLC ADR (CMPGY) is 6.75%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 18.36%. This indicates that CMPGY experiences smaller price fluctuations and is considered to be less risky than CBOE based on this measure. 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 | 6.75% | 18.36% | -11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.44% | 26.62% | -5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.32% | 29.55% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.40% | 23.66% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 25.59% | +3.22% |
Dividends
CMPGY vs. CBOE - Dividend Comparison
CMPGY's dividend yield for the trailing twelve months is around 2.11%, more than CBOE's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.13% | 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 | 2.11% | 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 Jun 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 Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.
CMPGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.
CMPGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.
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.
CBOE has higher volatility (18.36%) compared to CMPGY (6.75%). In terms of maximum drawdown, CMPGY dropped -57.36% vs CBOE's -43.23%.
CBOE currently has the higher Sharpe Ratio (0.49 vs -0.03), 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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