HKXCY vs. CME
HKXCY (Hong Kong Exchange & Clearing) 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, HKXCY returned 10.04%/yr vs 14.71%/yr for CME. At a 0.15 correlation, their price movements are largely independent.
Performance
HKXCY vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, HKXCY achieves a -3.23% return, which is significantly higher than CME's -3.49% return. Over the past 10 years, HKXCY has underperformed CME with an annualized return of 10.04%, while CME has yielded a comparatively higher 14.71% annualized return.
HKXCY
- 1D
- -2.26%
- 1M
- -8.88%
- YTD
- -3.23%
- 6M
- -3.41%
- 1Y
- -0.80%
- 3Y*
- 11.39%
- 5Y*
- -1.61%
- 10Y*
- 10.04%
CME
- 1D
- 0.52%
- 1M
- -10.73%
- YTD
- -3.49%
- 6M
- -2.25%
- 1Y
- -2.78%
- 3Y*
- 16.70%
- 5Y*
- 7.75%
- 10Y*
- 14.71%
HKXCY vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HKXCY Hong Kong Exchange & Clearing | -3.23% | 42.70% | 13.43% | -18.00% | -25.90% | 10.33% | 71.84% | 16.07% | -4.44% | 34.85% |
CME CME Group Inc. | -3.49% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between HKXCY and CME is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2008 | 0.15 |
The correlation between HKXCY and CME shifts across timeframes, from -0.16 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Fundamentals
HKXCY:
$62.98B
CME:
$93.49B
HKXCY:
$14.88
CME:
$11.75
HKXCY:
3.34
CME:
21.90
HKXCY:
0.30
CME:
1.91
HKXCY:
2.18
CME:
13.75
HKXCY:
1.14
CME:
3.51
HKXCY:
$28.82B
CME:
$6.76B
HKXCY:
$24.52B
CME:
$5.84B
HKXCY:
$26.24B
CME:
$5.69B
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Return for Risk
HKXCY vs. CME — Risk / Return Rank
HKXCY
CME
HKXCY vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hong Kong Exchange & Clearing (HKXCY) 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.
| HKXCY | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.99 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.13 | +0.08 |
| Martin ratioReturn relative to average drawdown | -0.10 | -0.45 | +0.35 |
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
| HKXCY | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.14 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.39 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.62 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Drawdowns
HKXCY vs. CME - Drawdown Comparison
The maximum HKXCY drawdown since its inception was -62.49%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for HKXCY and CME.
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Drawdown Indicators
| HKXCY | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.49% | -77.50% | +15.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.08% | -21.42% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -32.98% | -21.42% | -11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -60.60% | -31.74% | -28.86% |
Max Drawdown (10Y)Largest decline over 10 years | -62.49% | -37.36% | -25.13% |
Current DrawdownCurrent decline from peak | -21.99% | -19.27% | -2.72% |
Average DrawdownAverage peak-to-trough decline | -22.91% | -20.69% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.79% | 6.21% | +1.58% |
Volatility
HKXCY vs. CME - Volatility Comparison
The current volatility for Hong Kong Exchange & Clearing (HKXCY) is 6.22%, while CME Group Inc. (CME) has a volatility of 10.09%. This indicates that HKXCY 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
| HKXCY | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 10.09% | -3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 16.77% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.78% | 20.26% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.08% | 20.03% | +15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.37% | 23.87% | +7.50% |
Dividends
HKXCY vs. CME - Dividend Comparison
HKXCY's dividend yield for the trailing twelve months is around 3.23%, less than CME's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.35% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
HKXCY Hong Kong Exchange & Clearing | 3.23% | 2.68% | 2.82% | 3.05% | 2.27% | 1.99% | 1.40% | 2.37% | 2.56% | 2.60% | 5.54% | 2.59% |
Financials
HKXCY vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Hong Kong Exchange & Clearing 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
HKXCY vs. CME - Profitability Comparison
HKXCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hong Kong Exchange & Clearing reported a gross profit of 7.15B and revenue of 8.23B. Therefore, the gross margin over that period was 86.9%.
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%.
HKXCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hong Kong Exchange & Clearing reported an operating income of 6.30B and revenue of 8.23B, resulting in an operating margin of 76.6%.
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%.
HKXCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hong Kong Exchange & Clearing reported a net income of 5.20B and revenue of 8.23B, resulting in a net margin of 63.3%.
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
HKXCY and CME have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.09%) compared to HKXCY (6.22%). In terms of maximum drawdown, HKXCY dropped -62.49% vs CME's -77.50%.
HKXCY currently has the higher Sharpe Ratio (-0.04 vs -0.14), 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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