ICE vs. CME
Compare and contrast key facts about Intercontinental Exchange, Inc. (ICE) and CME Group Inc. (CME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICE or CME.
Key characteristics
| ICE | CME | |
|---|---|---|
| YTD Return | 22.98% | 7.82% |
| 1Y Return | 42.74% | 10.85% |
| 3Y Return (Ann) | 6.44% | 3.88% |
| 5Y Return (Ann) | 12.47% | 5.76% |
| 10Y Return (Ann) | 14.91% | 14.80% |
| Sharpe Ratio | 2.66 | 0.64 |
| Sortino Ratio | 3.56 | 0.99 |
| Omega Ratio | 1.51 | 1.12 |
| Calmar Ratio | 2.46 | 0.71 |
| Martin Ratio | 17.17 | 2.02 |
| Ulcer Index | 2.53% | 5.20% |
| Daily Std Dev | 16.34% | 16.42% |
| Max Drawdown | -73.94% | -77.50% |
| Current Drawdown | -6.25% | -2.73% |
Fundamentals
| ICE | CME | |
|---|---|---|
| Market Cap | $89.61B | $81.55B |
| EPS | $4.21 | $9.51 |
| PE Ratio | 37.07 | 23.80 |
| PEG Ratio | 2.48 | 7.85 |
| Total Revenue (TTM) | $11.19B | $6.04B |
| Gross Profit (TTM) | $7.61B | $4.71B |
| EBITDA (TTM) | $5.20B | $4.06B |
Correlation
The correlation between ICE and CME is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICE vs. CME - Performance Comparison
In the year-to-date period, ICE achieves a 22.98% return, which is significantly higher than CME's 7.82% return. Both investments have delivered pretty close results over the past 10 years, with ICE having a 14.91% annualized return and CME not far behind at 14.80%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICE vs. CME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) 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.
Dividends
ICE vs. CME - Dividend Comparison
ICE's dividend yield for the trailing twelve months is around 1.13%, less than CME's 4.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.13% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% | 1.19% | 0.29% |
CME CME Group Inc. | 4.39% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
Drawdowns
ICE vs. CME - Drawdown Comparison
The maximum ICE drawdown since its inception was -73.94%, roughly equal to the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for ICE and CME. For additional features, visit the drawdowns tool.
Volatility
ICE vs. CME - Volatility Comparison
Intercontinental Exchange, Inc. (ICE) has a higher volatility of 7.60% compared to CME Group Inc. (CME) at 4.43%. This indicates that ICE'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.
Financials
ICE vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Intercontinental Exchange, 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