ICE vs. CME
Compare and contrast key facts about Intercontinental Exchange, Inc. (ICE) and CME Group Inc. (CME).
Performance
ICE vs. CME - Performance Comparison
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ICE vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | -2.58% | 9.92% | 17.46% | 27.12% | -23.91% | 19.94% | 26.15% | 24.47% | 8.11% | 26.60% |
CME CME Group Inc. | 10.74% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Fundamentals
ICE:
$89.83B
CME:
$106.39B
ICE:
$5.76
CME:
$11.23
ICE:
27.29
CME:
26.31
ICE:
3.29
CME:
2.30
ICE:
7.14
CME:
16.32
ICE:
3.11
CME:
3.70
ICE:
$12.64B
CME:
$6.52B
ICE:
$7.82B
CME:
$5.61B
ICE:
$6.66B
CME:
$5.72B
Returns By Period
In the year-to-date period, ICE achieves a -2.58% return, which is significantly lower than CME's 10.74% return. Over the past 10 years, ICE has underperformed CME with an annualized return of 14.25%, while CME has yielded a comparatively higher 16.19% annualized return.
ICE
- 1D
- 0.22%
- 1M
- -3.86%
- YTD
- -2.58%
- 6M
- -6.07%
- 1Y
- -7.75%
- 3Y*
- 16.13%
- 5Y*
- 7.99%
- 10Y*
- 14.25%
CME
- 1D
- -0.75%
- 1M
- -5.35%
- YTD
- 10.74%
- 6M
- 12.44%
- 1Y
- 15.59%
- 3Y*
- 20.63%
- 5Y*
- 12.05%
- 10Y*
- 16.19%
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Return for Risk
ICE vs. CME — Risk / Return Rank
ICE
CME
ICE vs. CME - Risk-Adjusted Trends 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.
| ICE | CME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.35 | 0.80 | -1.15 |
Sortino ratioReturn per unit of downside risk | -0.32 | 1.14 | -1.46 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.15 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.67 | -2.07 |
Martin ratioReturn relative to average drawdown | -0.79 | 3.30 | -4.08 |
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
| ICE | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 0.80 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.62 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.69 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.62 | -0.17 |
Correlation
The correlation between ICE and CME is 0.59, 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.
Dividends
ICE vs. CME - Dividend Comparison
ICE's dividend yield for the trailing twelve months is around 1.25%, less than CME's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.25% | 1.19% | 1.21% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% |
CME CME Group Inc. | 3.79% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
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.
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Drawdown Indicators
| ICE | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -77.50% | +3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -22.53% | -10.13% | -12.40% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -31.74% | -2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.32% | -37.36% | +3.04% |
Current DrawdownCurrent decline from peak | -15.79% | -7.37% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -16.46% | -20.77% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.33% | 5.14% | +6.19% |
Volatility
ICE vs. CME - Volatility Comparison
Intercontinental Exchange, Inc. (ICE) has a higher volatility of 6.73% compared to CME Group Inc. (CME) at 5.77%. 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.
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Volatility by Period
| ICE | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.77% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 13.89% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 19.52% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 19.58% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.19% | 23.70% | -1.51% |
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
ICE vs. CME - Profitability Comparison
ICE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Intercontinental Exchange, Inc. reported a gross profit of 2.50B and revenue of 3.14B. Therefore, the gross margin over that period was 79.8%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported a gross profit of 1.41B and revenue of 1.65B. Therefore, the gross margin over that period was 85.4%.
ICE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Intercontinental Exchange, Inc. reported an operating income of 1.20B and revenue of 3.14B, resulting in an operating margin of 38.3%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported an operating income of 1.02B and revenue of 1.65B, resulting in an operating margin of 61.8%.
ICE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Intercontinental Exchange, Inc. reported a net income of 840.00M and revenue of 3.14B, resulting in a net margin of 26.8%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, CME Group Inc. reported a net income of 1.17B and revenue of 1.65B, resulting in a net margin of 70.8%.