FFIV vs. CME
FFIV (F5 Networks, Inc.) and CME (CME Group Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, FFIV returned 12.74%/yr vs 14.50%/yr for CME. At a 0.27 correlation, their price movements are largely independent.
Performance
FFIV vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, FFIV achieves a 55.21% return, which is significantly higher than CME's -5.50% return. Over the past 10 years, FFIV has underperformed CME with an annualized return of 12.74%, while CME has yielded a comparatively higher 14.50% 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%
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%
FFIV vs. CME - 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% |
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 FFIV and CME 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 | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.27 |
The correlation between FFIV and CME shifts across timeframes, from -0.03 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FFIV:
$22.70B
CME:
$91.54B
FFIV:
$12.19
CME:
$11.75
FFIV:
32.50
CME:
21.45
FFIV:
1.42
CME:
1.87
FFIV:
9.54
CME:
13.46
FFIV:
6.22
CME:
3.44
FFIV:
$2.41B
CME:
$6.76B
FFIV:
$2.63B
CME:
$5.84B
FFIV:
$889.95M
CME:
$5.69B
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Return for Risk
FFIV vs. CME — Risk / Return Rank
FFIV
CME
FFIV vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.
| FFIV | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.21 | +1.20 |
| Martin ratioReturn relative to average drawdown | 2.17 | -0.72 | +2.89 |
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
| FFIV | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.23 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.38 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.61 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.59 | -0.31 |
Drawdowns
FFIV vs. CME - Drawdown Comparison
The maximum FFIV drawdown since its inception was -97.59%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for FFIV and CME.
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Drawdown Indicators
| FFIV | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -77.50% | -20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -21.42% | -13.31% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -21.42% | -13.31% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -31.74% | -15.68% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -37.36% | -17.23% |
Current DrawdownCurrent decline from peak | -3.16% | -20.95% | +17.79% |
Average DrawdownAverage peak-to-trough decline | -40.19% | -20.69% | -19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.76% | 6.35% | +9.41% |
Volatility
FFIV vs. CME - Volatility Comparison
The current volatility for F5 Networks, Inc. (FFIV) is 9.07%, while CME Group Inc. (CME) has a volatility of 10.21%. This indicates that FFIV 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
| FFIV | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 10.21% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 16.89% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.52% | 20.38% | +13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 20.06% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 23.89% | +5.68% |
Dividends
FFIV vs. CME - Dividend Comparison
FFIV has not paid dividends to shareholders, while CME's dividend yield for the trailing twelve months is around 4.44%.
| 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% |
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. CME - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, 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
Frequently Asked Questions
FFIV and CME 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.
CME has higher volatility (10.21%) compared to FFIV (9.07%). In terms of maximum drawdown, FFIV dropped -97.59% vs CME's -77.50%.
FFIV currently has the higher Sharpe Ratio (1.02 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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