CPRT vs. CBOE
CPRT (Copart, Inc.) and CBOE (Cboe Global Markets, Inc.) are both stocks. CPRT operates in Specialty Business Services (Industrials), while CBOE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, CPRT returned 17.57%/yr vs 17.84%/yr for CBOE. At a 0.23 correlation, their price movements are largely independent.
Performance
CPRT vs. CBOE - Performance Comparison
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Returns By Period
In the year-to-date period, CPRT achieves a -21.46% return, which is significantly lower than CBOE's 18.03% return. Both investments have delivered pretty close results over the past 10 years, with CPRT having a 17.57% annualized return and CBOE not far ahead at 17.84%.
CPRT
- 1D
- -1.00%
- 1M
- -4.80%
- YTD
- -21.46%
- 6M
- -20.48%
- 1Y
- -36.72%
- 3Y*
- -10.83%
- 5Y*
- -0.30%
- 10Y*
- 17.57%
CBOE
- 1D
- -0.33%
- 1M
- -18.59%
- YTD
- 18.03%
- 6M
- 17.09%
- 1Y
- 31.97%
- 3Y*
- 31.02%
- 5Y*
- 22.58%
- 10Y*
- 17.84%
CPRT vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPRT Copart, Inc. | -21.46% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
CBOE Cboe Global Markets, Inc. | 18.03% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
Correlation
The correlation between CPRT and CBOE is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.23 |
The correlation between CPRT and CBOE shifts across timeframes, from -0.02 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CPRT:
$29.68B
CBOE:
$30.97B
CPRT:
$1.59
CBOE:
$11.77
CPRT:
19.28
CBOE:
25.07
CPRT:
1.49
CBOE:
0.47
CPRT:
6.46
CBOE:
6.46
CPRT:
3.38
CBOE:
5.76
CPRT:
$4.64B
CBOE:
$4.79B
CPRT:
$2.11B
CBOE:
$2.50B
CPRT:
$2.00B
CBOE:
$1.87B
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Return for Risk
CPRT vs. CBOE — Risk / Return Rank
CPRT
CBOE
CPRT vs. CBOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copart, Inc. (CPRT) 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.
| CPRT | CBOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 1.23 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.29 | -2.27 |
| Martin ratioReturn relative to average drawdown | -1.75 | 5.70 | -7.45 |
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Drawdowns
CPRT vs. CBOE - Drawdown Comparison
The maximum CPRT drawdown since its inception was -72.49%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for CPRT and CBOE.
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Drawdown Indicators
| CPRT | CBOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.49% | -43.23% | -29.26% |
Max Drawdown (1Y)Largest decline over 1 year | -39.26% | -24.69% | -14.57% |
Max Drawdown (3Y)Largest decline over 3 years | -52.46% | -24.69% | -27.77% |
Max Drawdown (5Y)Largest decline over 5 years | -52.46% | -24.69% | -27.77% |
Max Drawdown (10Y)Largest decline over 10 years | -52.46% | -43.23% | -9.23% |
Current DrawdownCurrent decline from peak | -51.83% | -19.41% | -32.42% |
Average DrawdownAverage peak-to-trough decline | -16.57% | -11.41% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.06% | 5.58% | +16.48% |
Volatility
CPRT vs. CBOE - Volatility Comparison
The current volatility for Copart, Inc. (CPRT) is 8.74%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 15.70%. This indicates that CPRT 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
| CPRT | CBOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 15.70% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.69% | 24.24% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.70% | 27.44% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.94% | 23.27% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.43% | 25.36% | +2.07% |
Dividends
CPRT vs. CBOE - Dividend Comparison
CPRT has not paid dividends to shareholders, while CBOE's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 0.98% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
CPRT Copart, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CPRT vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between Copart, Inc. 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
CPRT vs. CBOE - Profitability Comparison
CPRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a gross profit of 572.60M and revenue of 1.24B. Therefore, the gross margin over that period was 46.3%.
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%.
CPRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported an operating income of 464.28M and revenue of 1.24B, resulting in an operating margin of 37.5%.
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%.
CPRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Copart, Inc. reported a net income of 402.40M and revenue of 1.24B, resulting in a net margin of 32.5%.
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
CPRT and CBOE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBOE has higher volatility (15.70%) compared to CPRT (8.74%). In terms of maximum drawdown, CPRT dropped -72.49% vs CBOE's -43.23%.
CBOE currently has the higher Sharpe Ratio (1.16 vs -1.63), 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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