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ICE vs. CVS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ICE vs. CVS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICE achieves a -12.95% return, which is significantly lower than CVS's 30.67% return. Over the past 10 years, ICE has outperformed CVS with an annualized return of 11.91%, while CVS has yielded a comparatively lower 3.70% annualized return.


ICE

1D
1.12%
1M
-9.22%
YTD
-12.95%
6M
-13.36%
1Y
-20.60%
3Y*
10.22%
5Y*
5.87%
10Y*
11.91%

CVS

1D
1.47%
1M
3.92%
YTD
30.67%
6M
30.57%
1Y
59.29%
3Y*
16.60%
5Y*
7.08%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICE vs. CVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICE
Intercontinental Exchange, Inc.
-12.95%9.92%17.46%27.12%-23.91%19.94%26.15%24.47%8.11%26.60%
CVS
CVS Health Corporation
30.67%84.35%-40.77%-12.53%-7.63%54.87%-5.14%17.26%-7.04%-5.75%

Correlation

The correlation between ICE and CVS is 0.04, 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

0.04

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

0.12

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

0.22

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.28

Over the past year, the correlation between ICE and CVS has dropped to 0.04 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ICE:

$80.10B

CVS:

$130.41B

EPS

ICE:

$6.85

CVS:

$2.30

PE Ratio

ICE:

20.53

CVS:

44.29

PS Ratio

ICE:

6.15

CVS:

0.32

PB Ratio

ICE:

2.71

CVS:

1.68

Total Revenue (TTM)

ICE:

$13.08B

CVS:

$407.91B

Gross Profit (TTM)

ICE:

$8.93B

CVS:

$56.59B

EBITDA (TTM)

ICE:

$7.05B

CVS:

$9.99B

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Return for Risk

ICE vs. CVS — Risk / Return Rank

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

ICE
ICE Risk / Return Rank: 99
Overall Rank
ICE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ICE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ICE Omega Ratio Rank: 1010
Omega Ratio Rank
ICE Calmar Ratio Rank: 1212
Calmar Ratio Rank
ICE Martin Ratio Rank: 66
Martin Ratio Rank

CVS
CVS Risk / Return Rank: 8686
Overall Rank
CVS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVS Omega Ratio Rank: 8787
Omega Ratio Rank
CVS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CVS Martin Ratio Rank: 8787
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.

ICE vs. CVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) and CVS Health Corporation (CVS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICECVSDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.54

Omega ratioGain probability vs. loss probability

0.85

1.35

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.80

3.62

-4.42

Martin ratioReturn relative to average drawdown

-1.50

9.33

-10.83

ICE vs. CVS - Sharpe Ratio Comparison

The current ICE Sharpe Ratio is -0.95, which is lower than the CVS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ICE and CVS, 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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Drawdowns

ICE vs. CVS - Drawdown Comparison

The maximum ICE drawdown since its inception was -73.94%, which is greater than CVS's maximum drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for ICE and CVS.


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Drawdown Indicators


ICECVSDifference

Max Drawdown

Largest peak-to-trough decline

-73.94%

-64.07%

-9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-25.87%

-16.44%

-9.43%

Max Drawdown (3Y)

Largest decline over 3 years

-25.87%

-43.98%

+18.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-56.79%

+22.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.32%

-56.79%

+22.47%

Current Drawdown

Current decline from peak

-24.75%

0.00%

-24.75%

Average Drawdown

Average peak-to-trough decline

-16.46%

-19.54%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

6.38%

+7.36%

Volatility

ICE vs. CVS - Volatility Comparison

The current volatility for Intercontinental Exchange, Inc. (ICE) is 6.26%, while CVS Health Corporation (CVS) has a volatility of 7.50%. This indicates that ICE experiences smaller price fluctuations and is considered to be less risky than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICECVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

7.50%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

25.88%

-7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

31.05%

-9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

29.98%

-8.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

29.30%

-7.10%

Dividends

ICE vs. CVS - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.39%, less than CVS's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CVS
CVS Health Corporation
2.61%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%
ICE
Intercontinental Exchange, Inc.
1.39%1.19%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%

Financials

ICE vs. CVS - Financials Comparison

This section allows you to compare key financial metrics between Intercontinental Exchange, Inc. and CVS Health Corporation. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
3.67B
100.43B
(ICE) Total Revenue
(CVS) Total Revenue
Values in USD except per share items

ICE vs. CVS - Profitability Comparison

The chart below illustrates the profitability comparison between Intercontinental Exchange, Inc. and CVS Health Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
78.8%
15.6%
Portfolio components
ICE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a gross profit of 2.89B and revenue of 3.67B. Therefore, the gross margin over that period was 78.8%.

CVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.

ICE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported an operating income of 1.67B and revenue of 3.67B, resulting in an operating margin of 45.4%.

CVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.

ICE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intercontinental Exchange, Inc. reported a net income of 1.41B and revenue of 3.67B, resulting in a net margin of 38.5%.

CVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.


Frequently Asked Questions


ICE and CVS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVS has higher volatility (7.50%) compared to ICE (6.26%). In terms of maximum drawdown, ICE dropped -73.94% vs CVS's -64.07%.

CVS currently has the higher Sharpe Ratio (1.92 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for ICE and CVS

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