DFY.TO vs. CME
DFY.TO (Definity Financial Corp) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — DFY.TO in Insurance - Property & Casualty, CME in Financial Data & Stock Exchanges. Over the past 3 years, DFY.TO returned 26.58%/yr vs 17.20%/yr for CME. At a 0.13 correlation, their price movements are largely independent.
Performance
DFY.TO vs. CME - Performance Comparison
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Different Trading Currencies
DFY.TO is traded in CAD, while CME is traded in USD. To make them comparable, the CME values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DFY.TO achieves a -7.17% return, which is significantly lower than CME's -3.78% return.
DFY.TO
- 1D
- 2.57%
- 1M
- 2.45%
- YTD
- -7.17%
- 6M
- -0.04%
- 1Y
- -4.42%
- 3Y*
- 26.58%
- 5Y*
- —
- 10Y*
- —
CME
- 1D
- -1.82%
- 1M
- -8.53%
- YTD
- -3.78%
- 6M
- -3.37%
- 1Y
- -2.64%
- 3Y*
- 17.20%
- 5Y*
- 10.57%
- 10Y*
- 15.55%
DFY.TO vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFY.TO Definity Financial Corp | -7.17% | 31.30% | 57.75% | -0.94% | 32.39% | 5.46% |
CME CME Group Inc. | -3.78% | 14.36% | 25.18% | 28.20% | -18.00% | 4.21% |
Correlation
The correlation between DFY.TO and CME is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.13 |
The correlation between DFY.TO and CME shifts across timeframes, from 0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DFY.TO:
CA$8.56B
CME:
$91.54B
DFY.TO:
CA$3.24
CME:
$11.75
DFY.TO:
21.68
CME:
21.45
DFY.TO:
1.33
CME:
1.87
DFY.TO:
1.50
CME:
13.46
DFY.TO:
2.10
CME:
3.44
DFY.TO:
CA$5.62B
CME:
$6.76B
DFY.TO:
CA$2.65B
CME:
$5.84B
DFY.TO:
CA$733.60M
CME:
$5.69B
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Return for Risk
DFY.TO vs. CME — Risk / Return Rank
DFY.TO
CME
DFY.TO vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Definity Financial Corp (DFY.TO) and CME Group Inc. (CME). 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.
| DFY.TO | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.00 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | -0.13 | -0.08 |
| Martin ratioReturn relative to average drawdown | -0.38 | -0.43 | +0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFY.TO | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | -0.13 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.53 | +0.53 |
Drawdowns
DFY.TO vs. CME - Drawdown Comparison
The maximum DFY.TO drawdown since its inception was -20.98%, smaller than the maximum CME drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for DFY.TO and CME.
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Drawdown Indicators
| DFY.TO | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -71.05% | +50.07% |
Max Drawdown (1Y)Largest decline over 1 year | -20.98% | -20.44% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.98% | -20.44% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.25% | — |
Current DrawdownCurrent decline from peak | -10.74% | -19.36% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -19.94% | +13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.76% | 6.10% | +5.66% |
Volatility
DFY.TO vs. CME - Volatility Comparison
The current volatility for Definity Financial Corp (DFY.TO) is 8.76%, while CME Group Inc. (CME) has a volatility of 10.30%. This indicates that DFY.TO experiences smaller price fluctuations and is considered to be less risky than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFY.TO | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 10.30% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 17.22% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 20.91% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.51% | 20.88% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.51% | 24.73% | -1.22% |
Dividends
DFY.TO vs. CME - Dividend Comparison
DFY.TO's dividend yield for the trailing twelve months is around 1.11%, less than CME's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
DFY.TO Definity Financial Corp | 1.11% | 0.99% | 1.09% | 1.47% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
DFY.TO vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Definity Financial Corp and CME Group 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
DFY.TO vs. CME - Profitability Comparison
DFY.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported a gross profit of 1.92B and revenue of 1.92B. Therefore, the gross margin over that period was 100.0%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
DFY.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported an operating income of 92.20M and revenue of 1.92B, resulting in an operating margin of 4.8%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
DFY.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Definity Financial Corp reported a net income of 63.90M and revenue of 1.92B, resulting in a net margin of 3.3%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
DFY.TO and CME have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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