PortfoliosLab logo
ICE vs. CME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ICE and CME is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ICE vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intercontinental Exchange, Inc. (ICE) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,312.13%
595.75%
ICE
CME

Key characteristics

Sharpe Ratio

ICE:

1.32

CME:

1.84

Sortino Ratio

ICE:

1.80

CME:

2.47

Omega Ratio

ICE:

1.26

CME:

1.32

Calmar Ratio

ICE:

1.75

CME:

2.17

Martin Ratio

ICE:

5.08

CME:

8.42

Ulcer Index

ICE:

4.88%

CME:

3.79%

Daily Std Dev

ICE:

18.85%

CME:

17.33%

Max Drawdown

ICE:

-73.94%

CME:

-77.50%

Current Drawdown

ICE:

-7.30%

CME:

-0.16%

Fundamentals

Market Cap

ICE:

$93.78B

CME:

$95.97B

EPS

ICE:

$4.78

CME:

$9.93

PE Ratio

ICE:

34.15

CME:

26.82

PEG Ratio

ICE:

2.70

CME:

8.21

PS Ratio

ICE:

10.11

CME:

15.29

PB Ratio

ICE:

3.39

CME:

3.55

Total Revenue (TTM)

ICE:

$8.82B

CME:

$6.28B

Gross Profit (TTM)

ICE:

$5.20B

CME:

$5.43B

EBITDA (TTM)

ICE:

$4.50B

CME:

$4.87B

Returns By Period

In the year-to-date period, ICE achieves a 10.02% return, which is significantly lower than CME's 15.94% return. Over the past 10 years, ICE has underperformed CME with an annualized return of 15.25%, while CME has yielded a comparatively higher 16.06% annualized return.


ICE

YTD

10.02%

1M

-6.43%

6M

-1.22%

1Y

25.61%

5Y*

14.03%

10Y*

15.25%

CME

YTD

15.94%

1M

2.17%

6M

21.54%

1Y

32.89%

5Y*

12.65%

10Y*

16.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ICE vs. CME — Risk-Adjusted Performance Rank

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

ICE
The Risk-Adjusted Performance Rank of ICE is 8787
Overall Rank
The Sharpe Ratio Rank of ICE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ICE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ICE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ICE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ICE is 8787
Martin Ratio Rank

CME
The Risk-Adjusted Performance Rank of CME is 9393
Overall Rank
The Sharpe Ratio Rank of CME is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of CME is 9191
Sortino Ratio Rank
The Omega Ratio Rank of CME is 9090
Omega Ratio Rank
The Calmar Ratio Rank of CME is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CME is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ICE, currently valued at 1.32, compared to the broader market-2.00-1.000.001.002.003.00
ICE: 1.32
CME: 1.84
The chart of Sortino ratio for ICE, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
ICE: 1.80
CME: 2.47
The chart of Omega ratio for ICE, currently valued at 1.26, compared to the broader market0.501.001.502.00
ICE: 1.26
CME: 1.32
The chart of Calmar ratio for ICE, currently valued at 1.75, compared to the broader market0.001.002.003.004.005.00
ICE: 1.75
CME: 2.17
The chart of Martin ratio for ICE, currently valued at 5.08, compared to the broader market-5.000.005.0010.0015.0020.00
ICE: 5.08
CME: 8.42

The current ICE Sharpe Ratio is 1.32, which is comparable to the CME Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ICE and CME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.32
1.84
ICE
CME

Dividends

ICE vs. CME - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.12%, less than CME's 3.92% yield.


TTM20242023202220212020201920182017201620152014
ICE
Intercontinental Exchange, Inc.
1.12%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
CME
CME Group Inc.
3.92%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.30%
-0.16%
ICE
CME

Volatility

ICE vs. CME - Volatility Comparison

Intercontinental Exchange, Inc. (ICE) has a higher volatility of 9.88% compared to CME Group Inc. (CME) at 7.40%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
9.88%
7.40%
ICE
CME

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.


Quarterly
Annual

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


Values in USD except per share items