FAST vs. CME
FAST (Fastenal Company) and CME (CME Group Inc.) are both stocks. FAST operates in Industrial Distribution (Industrials), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, FAST returned 18.29%/yr vs 14.50%/yr for CME. At a 0.32 correlation, their price movements are largely independent.
Performance
FAST vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, FAST achieves a 15.88% return, which is significantly higher than CME's -5.50% return. Over the past 10 years, FAST has outperformed CME with an annualized return of 18.29%, while CME has yielded a comparatively lower 14.50% annualized return.
FAST
- 1D
- -1.69%
- 1M
- 4.14%
- YTD
- 15.88%
- 6M
- 13.97%
- 1Y
- 11.66%
- 3Y*
- 21.78%
- 5Y*
- 14.55%
- 10Y*
- 18.29%
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
FAST vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAST Fastenal Company | 15.88% | 13.98% | 13.53% | 41.31% | -24.34% | 34.06% | 36.60% | 45.08% | -1.61% | 19.66% |
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between FAST and CME 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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.32 |
The correlation between FAST and CME shifts across timeframes, from -0.06 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FAST:
$52.94B
CME:
$91.54B
FAST:
$1.13
CME:
$11.75
FAST:
40.72
CME:
21.45
FAST:
4.78
CME:
1.87
FAST:
6.27
CME:
13.46
FAST:
13.27
CME:
3.44
FAST:
$8.44B
CME:
$6.76B
FAST:
$3.79B
CME:
$5.84B
FAST:
$1.80B
CME:
$5.69B
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Return for Risk
FAST vs. CME — Risk / Return Rank
FAST
CME
FAST vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) 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.
| FAST | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.98 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.21 | +0.75 |
| Martin ratioReturn relative to average drawdown | 1.07 | -0.72 | +1.79 |
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
| FAST | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | -0.23 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.38 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.61 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.06 |
Drawdowns
FAST vs. CME - Drawdown Comparison
The maximum FAST drawdown since its inception was -63.43%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for FAST and CME.
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Drawdown Indicators
| FAST | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.43% | -77.50% | +14.07% |
Max Drawdown (1Y)Largest decline over 1 year | -21.90% | -21.42% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -21.42% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.71% | -31.74% | +1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -30.71% | -37.36% | +6.65% |
Current DrawdownCurrent decline from peak | -7.24% | -20.95% | +13.71% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -20.69% | +8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.94% | 6.35% | +4.59% |
Volatility
FAST vs. CME - Volatility Comparison
The current volatility for Fastenal Company (FAST) is 6.42%, while CME Group Inc. (CME) has a volatility of 10.21%. This indicates that FAST 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
| FAST | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 10.21% | -3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 16.89% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.92% | 20.38% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.31% | 20.06% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.78% | 23.89% | +2.89% |
Dividends
FAST vs. CME - Dividend Comparison
FAST's dividend yield for the trailing twelve months is around 2.00%, 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% |
FAST Fastenal Company | 2.00% | 2.18% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% |
Financials
FAST vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Fastenal Company 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
FAST vs. CME - Profitability Comparison
FAST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a gross profit of 982.90M and revenue of 2.20B. Therefore, the gross margin over that period was 44.6%.
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%.
FAST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported an operating income of 447.60M and revenue of 2.20B, resulting in an operating margin of 20.3%.
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%.
FAST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fastenal Company reported a net income of 339.80M and revenue of 2.20B, resulting in a net margin of 15.4%.
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
FAST and CME 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.
CME has higher volatility (10.21%) compared to FAST (6.42%). In terms of maximum drawdown, FAST dropped -63.43% vs CME's -77.50%.
FAST currently has the higher Sharpe Ratio (0.47 vs -0.23), 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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