FDS vs. CME
FDS (FactSet Research Systems Inc.) and CME (CME Group Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, FDS returned 5.60%/yr vs 14.50%/yr for CME. At a 0.37 correlation, their price movements are largely independent.
Performance
FDS vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, FDS achieves a -14.24% return, which is significantly lower than CME's -5.50% return. Over the past 10 years, FDS has underperformed CME with an annualized return of 5.60%, while CME has yielded a comparatively higher 14.50% annualized return.
FDS
- 1D
- -3.61%
- 1M
- 10.72%
- YTD
- -14.24%
- 6M
- -13.26%
- 1Y
- -42.04%
- 3Y*
- -13.73%
- 5Y*
- -4.20%
- 10Y*
- 5.60%
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%
FDS vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | -14.24% | -38.88% | 1.62% | 19.99% | -16.75% | 47.49% | 25.13% | 35.51% | 5.02% | 19.44% |
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 FDS and CME is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2002 | 0.37 |
The correlation between FDS and CME shifts across timeframes, from 0.16 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FDS:
$9.20B
CME:
$91.54B
FDS:
$15.59
CME:
$11.75
FDS:
15.80
CME:
21.45
FDS:
1.47
CME:
1.87
FDS:
3.87
CME:
13.46
FDS:
4.32
CME:
3.44
FDS:
$2.40B
CME:
$6.76B
FDS:
$1.25B
CME:
$5.84B
FDS:
$821.05M
CME:
$5.69B
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Return for Risk
FDS vs. CME — Risk / Return Rank
FDS
CME
FDS vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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.
| FDS | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.98 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.21 | -0.52 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.72 | -0.38 |
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
| FDS | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | -0.23 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.38 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.61 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Drawdowns
FDS vs. CME - Drawdown Comparison
The maximum FDS drawdown since its inception was -61.13%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for FDS and CME.
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Drawdown Indicators
| FDS | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.13% | -77.50% | +16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -57.50% | -21.42% | -36.08% |
Max Drawdown (3Y)Largest decline over 3 years | -61.13% | -21.42% | -39.71% |
Max Drawdown (5Y)Largest decline over 5 years | -61.13% | -31.74% | -29.39% |
Max Drawdown (10Y)Largest decline over 10 years | -61.13% | -37.36% | -23.77% |
Current DrawdownCurrent decline from peak | -49.11% | -20.95% | -28.16% |
Average DrawdownAverage peak-to-trough decline | -13.21% | -20.69% | +7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.05% | 6.35% | +31.70% |
Volatility
FDS vs. CME - Volatility Comparison
FactSet Research Systems Inc. (FDS) has a higher volatility of 17.36% compared to CME Group Inc. (CME) at 10.21%. This indicates that FDS'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.
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Volatility by Period
| FDS | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.36% | 10.21% | +7.15% |
Volatility (6M)Calculated over the trailing 6-month period | 35.53% | 16.89% | +18.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.09% | 20.38% | +20.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.70% | 20.06% | +7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.66% | 23.89% | +3.77% |
Dividends
FDS vs. CME - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 1.81%, 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% |
FDS FactSet Research Systems Inc. | 1.81% | 1.50% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% |
Financials
FDS vs. CME - Financials Comparison
This section allows you to compare key financial metrics between FactSet Research Systems Inc. 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
FDS vs. CME - Profitability Comparison
FDS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a gross profit of 314.28M and revenue of 611.02M. Therefore, the gross margin over that period was 51.4%.
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%.
FDS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported an operating income of 184.96M and revenue of 611.02M, resulting in an operating margin of 30.3%.
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%.
FDS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, FactSet Research Systems Inc. reported a net income of 133.06M and revenue of 611.02M, resulting in a net margin of 21.8%.
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
FDS and CME have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDS has higher volatility (17.36%) compared to CME (10.21%). In terms of maximum drawdown, FDS dropped -61.13% vs CME's -77.50%.
CME currently has the higher Sharpe Ratio (-0.23 vs -1.03), 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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