FFIV vs. CBOE
FFIV (F5 Networks, Inc.) and CBOE (Cboe Global Markets, Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while CBOE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, FFIV returned 12.74%/yr vs 17.38%/yr for CBOE. At a 0.17 correlation, their price movements are largely independent.
Performance
FFIV vs. CBOE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FFIV achieves a 55.21% return, which is significantly higher than CBOE's 12.19% return. Over the past 10 years, FFIV has underperformed CBOE with an annualized return of 12.74%, while CBOE has yielded a comparatively higher 17.38% annualized return.
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
CBOE
- 1D
- -0.56%
- 1M
- -19.41%
- YTD
- 12.19%
- 6M
- 11.21%
- 1Y
- 27.25%
- 3Y*
- 27.99%
- 5Y*
- 21.30%
- 10Y*
- 17.38%
FFIV vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
CBOE Cboe Global Markets, Inc. | 12.19% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
Correlation
The correlation between FFIV and CBOE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.17 |
The correlation between FFIV and CBOE shifts across timeframes, from -0.10 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FFIV:
$22.70B
CBOE:
$29.43B
FFIV:
$12.19
CBOE:
$11.77
FFIV:
32.50
CBOE:
23.83
FFIV:
1.42
CBOE:
0.44
FFIV:
9.54
CBOE:
6.14
FFIV:
6.22
CBOE:
5.48
FFIV:
$2.41B
CBOE:
$4.79B
FFIV:
$2.63B
CBOE:
$2.50B
FFIV:
$889.95M
CBOE:
$1.87B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FFIV vs. CBOE — Risk / Return Rank
FFIV
CBOE
FFIV vs. CBOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.
| FFIV | CBOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.11 | -0.12 |
| Martin ratioReturn relative to average drawdown | 2.17 | 5.44 | -3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FFIV | CBOE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.01 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.92 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.69 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.66 | -0.39 |
Drawdowns
FFIV vs. CBOE - Drawdown Comparison
The maximum FFIV drawdown since its inception was -97.59%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for FFIV and CBOE.
Loading charts...
Drawdown Indicators
| FFIV | CBOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -43.23% | -54.36% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -24.69% | -10.04% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -24.69% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -24.69% | -22.73% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -43.23% | -11.36% |
Current DrawdownCurrent decline from peak | -3.16% | -23.40% | +20.24% |
Average DrawdownAverage peak-to-trough decline | -40.19% | -11.40% | -28.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.76% | 5.02% | +10.74% |
Volatility
FFIV vs. CBOE - Volatility Comparison
The current volatility for F5 Networks, Inc. (FFIV) is 9.07%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 15.60%. This indicates that FFIV 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.
Loading charts...
Volatility by Period
| FFIV | CBOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 15.60% | -6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 23.74% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.52% | 27.02% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 23.17% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 25.32% | +4.25% |
Dividends
FFIV vs. CBOE - Dividend Comparison
FFIV has not paid dividends to shareholders, while CBOE's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.03% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
FFIV F5 Networks, 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
FFIV vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, 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
Frequently Asked Questions
FFIV and CBOE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBOE has higher volatility (15.60%) compared to FFIV (9.07%). In terms of maximum drawdown, FFIV dropped -97.59% vs CBOE's -43.23%.
FFIV currently has the higher Sharpe Ratio (1.02 vs 1.01), 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.
Find the right allocation for FFIV and CBOE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer