ENX.PA vs. CME
Compare and contrast key facts about Euronext N.V. (ENX.PA) and CME Group Inc. (CME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENX.PA or CME.
Key characteristics
| ENX.PA | CME | |
|---|---|---|
| YTD Return | 28.00% | 9.21% |
| 1Y Return | 38.96% | 9.17% |
| 3Y Return (Ann) | 4.26% | 4.61% |
| 5Y Return (Ann) | 10.96% | 5.85% |
| 10Y Return (Ann) | 19.20% | 14.85% |
| Sharpe Ratio | 2.24 | 0.56 |
| Sortino Ratio | 3.01 | 0.88 |
| Omega Ratio | 1.41 | 1.11 |
| Calmar Ratio | 1.45 | 0.62 |
| Martin Ratio | 16.84 | 1.76 |
| Ulcer Index | 2.25% | 5.21% |
| Daily Std Dev | 16.97% | 16.45% |
| Max Drawdown | -40.09% | -77.50% |
| Current Drawdown | -5.77% | -1.47% |
Fundamentals
| ENX.PA | CME | |
|---|---|---|
| Market Cap | €10.13B | $81.55B |
| EPS | €4.80 | $9.51 |
| PE Ratio | 20.40 | 23.80 |
| PEG Ratio | 1.88 | 7.85 |
| Total Revenue (TTM) | €1.19B | $6.04B |
| Gross Profit (TTM) | €930.39M | $4.71B |
| EBITDA (TTM) | €707.91M | $4.06B |
Correlation
The correlation between ENX.PA and CME is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ENX.PA vs. CME - Performance Comparison
In the year-to-date period, ENX.PA achieves a 28.00% return, which is significantly higher than CME's 9.21% return. Over the past 10 years, ENX.PA has outperformed CME with an annualized return of 19.20%, while CME has yielded a comparatively lower 14.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ENX.PA vs. CME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Euronext N.V. (ENX.PA) 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.
Dividends
ENX.PA vs. CME - Dividend Comparison
ENX.PA's dividend yield for the trailing twelve months is around 2.53%, less than CME's 4.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENX.PA Euronext N.V. | 2.53% | 2.82% | 2.79% | 1.61% | 1.76% | 2.12% | 3.44% | 2.74% | 3.16% | 1.78% | 0.00% | 0.00% |
CME CME Group Inc. | 4.33% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
Drawdowns
ENX.PA vs. CME - Drawdown Comparison
The maximum ENX.PA drawdown since its inception was -40.09%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for ENX.PA and CME. For additional features, visit the drawdowns tool.
Volatility
ENX.PA vs. CME - Volatility Comparison
Euronext N.V. (ENX.PA) has a higher volatility of 6.92% compared to CME Group Inc. (CME) at 3.96%. This indicates that ENX.PA's price experiences larger fluctuations and is considered to be riskier than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ENX.PA vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Euronext N.V. 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