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IGG.L vs. CME
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IGG.L vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IG Group Holdings plc (IGG.L) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

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IGG.L vs. CME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGG.L
IG Group Holdings plc
10.49%38.70%36.61%4.52%-689.76%-0.55%31.19%-141.00%-15.70%53.24%
CME
CME Group Inc.
12.84%11.29%17.43%24.76%-13.72%30.70%-9.09%5.49%39.98%20.90%
Different Trading Currencies

IGG.L is traded in GBp, while CME is traded in USD. To make them comparable, the CME values have been converted to GBp using the latest available exchange rates.

Fundamentals

EPS

IGG.L:

£2.61

CME:

$11.23

PE Ratio

IGG.L:

5.56

CME:

26.45

PEG Ratio

IGG.L:

1.99

CME:

2.31

PS Ratio

IGG.L:

2.58

CME:

16.41

Total Revenue (TTM)

IGG.L:

£2.06B

CME:

$6.52B

Gross Profit (TTM)

IGG.L:

£1.63B

CME:

$5.61B

EBITDA (TTM)

IGG.L:

£552.60M

CME:

$5.72B

Returns By Period

In the year-to-date period, IGG.L achieves a 10.49% return, which is significantly lower than CME's 12.84% return. Over the past 10 years, IGG.L has outperformed CME with an annualized return of 18.96%, while CME has yielded a comparatively lower 17.05% annualized return.


IGG.L

1D
1.47%
1M
8.84%
YTD
10.49%
6M
36.05%
1Y
57.04%
3Y*
34.05%
5Y*
10Y*
18.96%

CME

1D
0.00%
1M
-6.09%
YTD
12.84%
6M
16.49%
1Y
14.28%
3Y*
17.86%
5Y*
13.06%
10Y*
17.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IGG.L vs. CME — Risk / Return Rank

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

IGG.L
IGG.L Risk / Return Rank: 9595
Overall Rank
IGG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IGG.L Omega Ratio Rank: 9595
Omega Ratio Rank
IGG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IGG.L Martin Ratio Rank: 9595
Martin Ratio Rank

CME
CME Risk / Return Rank: 6666
Overall Rank
CME Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CME Sortino Ratio Rank: 6161
Sortino Ratio Rank
CME Omega Ratio Rank: 6161
Omega Ratio Rank
CME Calmar Ratio Rank: 7171
Calmar Ratio Rank
CME Martin Ratio Rank: 6767
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.

IGG.L vs. CME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IG Group Holdings plc (IGG.L) 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.


IGG.LCMEDifference

Sharpe ratio

Return per unit of total volatility

2.37

0.72

+1.65

Sortino ratio

Return per unit of downside risk

3.93

1.09

+2.84

Omega ratio

Gain probability vs. loss probability

1.50

1.14

+0.36

Calmar ratio

Return relative to maximum drawdown

6.02

1.12

+4.91

Martin ratio

Return relative to average drawdown

17.11

2.43

+14.67

IGG.L vs. CME - Sharpe Ratio Comparison

The current IGG.L Sharpe Ratio is 2.37, which is higher than the CME Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IGG.L 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.


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Sharpe Ratios by Period


IGG.LCMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

0.72

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.70

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.36

-0.23

Correlation

The correlation between IGG.L and CME is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGG.L vs. CME - Dividend Comparison

IGG.L's dividend yield for the trailing twelve months is around 2.29%, less than CME's 3.77% yield.


TTM20252024202320222021202020192018201720162015
IGG.L
IG Group Holdings plc
2.29%3.59%4.66%5.90%129.13%5.31%5.01%330.39%7.58%4.50%6.35%3.51%
CME
CME Group Inc.
3.77%1.83%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%

Drawdowns

IGG.L vs. CME - Drawdown Comparison

The maximum IGG.L drawdown since its inception was -137.83%, which is greater than CME's maximum drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for IGG.L and CME.


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Drawdown Indicators


IGG.LCMEDifference

Max Drawdown

Largest peak-to-trough decline

-137.83%

-77.50%

-60.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-10.13%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-1,247.39%

-31.74%

-1,215.65%

Max Drawdown (10Y)

Largest decline over 10 years

-137.83%

-37.36%

-100.47%

Current Drawdown

Current decline from peak

-0.48%

-6.87%

+6.39%

Average Drawdown

Average peak-to-trough decline

-25.74%

-20.77%

-4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

5.16%

-1.97%

Volatility

IGG.L vs. CME - Volatility Comparison

IG Group Holdings plc (IGG.L) has a higher volatility of 7.73% compared to CME Group Inc. (CME) at 5.93%. This indicates that IGG.L'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


IGG.LCMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

5.93%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.14%

14.20%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.93%

19.87%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

304.20%

20.10%

+284.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

220.27%

24.34%

+195.93%

Financials

IGG.L vs. CME - Financials Comparison

This section allows you to compare key financial metrics between IG Group Holdings plc 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


400.00M600.00M800.00M1.00B1.20B1.40B1.60B20212022202320242025
567.50M
1.65B
(IGG.L) Total Revenue
(CME) Total Revenue
Please note, different currencies. IGG.L values in GBp, CME values in USD