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IBST.L vs. CME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IBST.L vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ibstock plc (IBST.L) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBST.L is traded in GBp, while CME is traded in USD. To make them comparable, the CME values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBST.L achieves a -31.18% return, which is significantly lower than CME's -2.52% return. Over the past 10 years, IBST.L has underperformed CME with an annualized return of -3.35%, while CME has yielded a comparatively higher 15.71% annualized return.


IBST.L

1D
0.32%
1M
-8.50%
YTD
-31.18%
6M
-28.20%
1Y
-48.46%
3Y*
-13.92%
5Y*
-13.20%
10Y*
-3.35%

CME

1D
1.15%
1M
-9.04%
YTD
-2.52%
6M
-2.32%
1Y
-1.08%
3Y*
13.95%
5Y*
9.05%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBST.L vs. CME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBST.L
Ibstock plc
-31.18%-18.75%19.96%3.53%-20.48%0.46%-32.21%68.93%-20.72%48.01%
CME
CME Group Inc.
-2.52%11.29%17.43%24.76%-13.72%30.70%-9.09%5.49%39.98%20.90%

Correlation

The correlation between IBST.L and CME is -0.10, 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

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2015

0.02

The correlation between IBST.L and CME shifts across timeframes, from -0.10 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IBST.L:

£375.45M

CME:

$93.49B

EPS

IBST.L:

£0.05

CME:

$11.75

PE Ratio

IBST.L:

20.68

CME:

21.90

PS Ratio

IBST.L:

0.51

CME:

13.75

PB Ratio

IBST.L:

0.98

CME:

3.51

Total Revenue (TTM)

IBST.L:

£738.31M

CME:

$6.76B

Gross Profit (TTM)

IBST.L:

£222.09M

CME:

$5.84B

EBITDA (TTM)

IBST.L:

£147.07M

CME:

$5.69B

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Ibstock plc

CME Group Inc.

Return for Risk

IBST.L vs. CME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBST.L
IBST.L Risk / Return Rank: 33
Overall Rank
IBST.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IBST.L Sortino Ratio Rank: 22
Sortino Ratio Rank
IBST.L Omega Ratio Rank: 22
Omega Ratio Rank
IBST.L Calmar Ratio Rank: 22
Calmar Ratio Rank
IBST.L Martin Ratio Rank: 66
Martin Ratio Rank

CME
CME Risk / Return Rank: 3333
Overall Rank
CME Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CME Sortino Ratio Rank: 3030
Sortino Ratio Rank
CME Omega Ratio Rank: 2929
Omega Ratio Rank
CME Calmar Ratio Rank: 3838
Calmar Ratio Rank
CME Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBST.L vs. CME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ibstock plc (IBST.L) 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.


IBST.LCMEDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

0.73

1.01

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.05

-0.93

Martin ratioReturn relative to average drawdown

-1.46

-0.16

-1.30

IBST.L vs. CME - Sharpe Ratio Comparison

The current IBST.L Sharpe Ratio is -1.38, which is lower than the CME Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IBST.L and CME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBST.LCMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.38

-0.05

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.44

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.64

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.34

-0.43

Drawdowns

IBST.L vs. CME - Drawdown Comparison

The maximum IBST.L drawdown since its inception was -63.35%, smaller than the maximum CME drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for IBST.L and CME.


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Drawdown Indicators


IBST.LCMEDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-69.68%

+6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-49.90%

-21.79%

-28.11%

Max Drawdown (3Y)

Largest decline over 3 years

-52.95%

-21.79%

-31.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.10%

-25.94%

-27.16%

Max Drawdown (10Y)

Largest decline over 10 years

-63.35%

-34.95%

-28.40%

Current Drawdown

Current decline from peak

-63.23%

-18.87%

-44.36%

Average Drawdown

Average peak-to-trough decline

-28.83%

-19.70%

-9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.36%

6.77%

+26.59%

Volatility

IBST.L vs. CME - Volatility Comparison

Ibstock plc (IBST.L) and CME Group Inc. (CME) have volatilities of 10.48% and 10.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBST.LCMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

10.64%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

24.97%

17.52%

+7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

35.32%

21.59%

+13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.76%

20.65%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.88%

24.56%

+10.32%

Dividends

IBST.L vs. CME - Dividend Comparison

IBST.L's dividend yield for the trailing twelve months is around 3.17%, less than CME's 4.35% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IBST.L
Ibstock plc
3.17%2.87%2.90%5.87%5.36%2.01%3.15%4.67%8.05%2.96%3.65%0.00%

Financials

IBST.L vs. CME - Financials Comparison

This section allows you to compare key financial metrics between Ibstock plc 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B202120222023202420252026
178.66M
1.88B
(IBST.L) Total Revenue
(CME) Total Revenue
Please note, different currencies. IBST.L values in GBp, CME values in USD

IBST.L vs. CME - Profitability Comparison

The chart below illustrates the profitability comparison between Ibstock plc and CME Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%202120222023202420252026
30.5%
88.1%
Portfolio components
IBST.L - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ibstock plc reported a gross profit of 54.48M and revenue of 178.66M. Therefore, the gross margin over that period was 30.5%.

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%.

IBST.L - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ibstock plc reported an operating income of 12.69M and revenue of 178.66M, resulting in an operating margin of 7.1%.

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%.

IBST.L - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ibstock plc reported a net income of -2.58M and revenue of 178.66M, resulting in a net margin of -1.4%.

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


IBST.L and CME have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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