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IDCC vs. CBOE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IDCC vs. CBOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterDigital, Inc. (IDCC) and Cboe Global Markets, Inc. (CBOE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDCC achieves a -10.49% return, which is significantly lower than CBOE's 18.03% return. Over the past 10 years, IDCC has outperformed CBOE with an annualized return of 19.26%, while CBOE has yielded a comparatively lower 17.84% annualized return.


IDCC

1D
2.56%
1M
5.00%
YTD
-10.49%
6M
-19.56%
1Y
29.08%
3Y*
48.27%
5Y*
30.63%
10Y*
19.26%

CBOE

1D
-0.33%
1M
-19.41%
YTD
18.03%
6M
17.09%
1Y
31.68%
3Y*
31.02%
5Y*
22.58%
10Y*
17.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDCC vs. CBOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDCC
InterDigital, Inc.
-10.49%66.05%81.06%123.67%-29.25%20.49%14.28%-16.11%-11.23%-15.34%
CBOE
Cboe Global Markets, Inc.
18.03%29.96%10.74%44.37%-2.16%42.23%-21.17%24.16%-20.60%70.49%

Correlation

The correlation between IDCC and CBOE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

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

-0.09

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

0.06

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2010

0.16

The correlation between IDCC and CBOE shifts across timeframes, from -0.12 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IDCC:

$10.01B

CBOE:

$30.97B

EPS

IDCC:

$10.51

CBOE:

$11.77

PE Ratio

IDCC:

27.00

CBOE:

25.07

PEG Ratio

IDCC:

0.34

CBOE:

0.47

PS Ratio

IDCC:

11.93

CBOE:

6.46

PB Ratio

IDCC:

9.07

CBOE:

5.76

Total Revenue (TTM)

IDCC:

$828.92M

CBOE:

$4.79B

Gross Profit (TTM)

IDCC:

$537.64M

CBOE:

$2.50B

EBITDA (TTM)

IDCC:

$508.15M

CBOE:

$1.87B

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Return for Risk

IDCC vs. CBOE — Risk / Return Rank

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

IDCC
IDCC Risk / Return Rank: 6161
Overall Rank
IDCC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDCC Sortino Ratio Rank: 6060
Sortino Ratio Rank
IDCC Omega Ratio Rank: 6262
Omega Ratio Rank
IDCC Calmar Ratio Rank: 6060
Calmar Ratio Rank
IDCC Martin Ratio Rank: 6262
Martin Ratio Rank

CBOE
CBOE Risk / Return Rank: 7373
Overall Rank
CBOE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 7070
Sortino Ratio Rank
CBOE Omega Ratio Rank: 7272
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7979
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.

IDCC vs. CBOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) and Cboe Global Markets, Inc. (CBOE). 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.


IDCCCBOEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

0.80

1.29

-0.49

Martin ratioReturn relative to average drawdown

1.92

5.70

-3.77

IDCC vs. CBOE - Sharpe Ratio Comparison

The current IDCC Sharpe Ratio is 0.62, which is lower than the CBOE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IDCC and CBOE, 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

IDCC vs. CBOE - Drawdown Comparison

The maximum IDCC drawdown since its inception was -93.83%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for IDCC and CBOE.


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Drawdown Indicators


IDCCCBOEDifference

Max Drawdown

Largest peak-to-trough decline

-93.83%

-43.23%

-50.60%

Max Drawdown (1Y)

Largest decline over 1 year

-36.48%

-24.69%

-11.79%

Max Drawdown (3Y)

Largest decline over 3 years

-36.48%

-24.69%

-11.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.72%

-24.69%

-24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

-43.23%

-21.71%

Current Drawdown

Current decline from peak

-28.13%

-19.41%

-8.72%

Average Drawdown

Average peak-to-trough decline

-45.27%

-11.41%

-33.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.16%

5.58%

+9.58%

Volatility

IDCC vs. CBOE - Volatility Comparison

The current volatility for InterDigital, Inc. (IDCC) is 11.82%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 15.70%. This indicates that IDCC experiences smaller price fluctuations and is considered to be less risky than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDCCCBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.82%

15.70%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

36.83%

24.24%

+12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

47.07%

27.44%

+19.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.74%

23.27%

+12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.59%

25.36%

+10.23%

Dividends

IDCC vs. CBOE - Dividend Comparison

IDCC's dividend yield for the trailing twelve months is around 0.95%, less than CBOE's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
CBOE
Cboe Global Markets, Inc.
0.98%1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%
IDCC
InterDigital, Inc.
0.95%0.74%0.85%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%

Financials

IDCC vs. CBOE - Financials Comparison

This section allows you to compare key financial metrics between InterDigital, Inc. and Cboe Global Markets, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
205.42M
1.27B
(IDCC) Total Revenue
(CBOE) Total Revenue
Values in USD except per share items

IDCC vs. CBOE - Profitability Comparison

The chart below illustrates the profitability comparison between InterDigital, Inc. and Cboe Global Markets, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
52.6%
Portfolio components
IDCC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, InterDigital, Inc. reported a gross profit of 0.00 and revenue of 205.42M. Therefore, the gross margin over that period was 0.0%.

CBOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.

IDCC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, InterDigital, Inc. reported an operating income of 82.26M and revenue of 205.42M, resulting in an operating margin of 40.1%.

CBOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.

IDCC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, InterDigital, Inc. reported a net income of 75.33M and revenue of 205.42M, resulting in a net margin of 36.7%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.


Frequently Asked Questions


IDCC and CBOE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBOE has higher volatility (15.70%) compared to IDCC (11.82%). In terms of maximum drawdown, IDCC dropped -93.83% vs CBOE's -43.23%.

CBOE currently has the higher Sharpe Ratio (1.16 vs 0.62), 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.

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