IVZ vs. CME
IVZ (Invesco Ltd.) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — IVZ in Asset Management, CME in Financial Data & Stock Exchanges. Over the past 10 years, IVZ returned 5.37%/yr vs 13.98%/yr for CME. At a 0.35 correlation, their price movements are largely independent.
Performance
IVZ vs. CME - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IVZ achieves a 15.75% return, which is significantly higher than CME's -3.78% return. Over the past 10 years, IVZ has underperformed CME with an annualized return of 5.37%, while CME has yielded a comparatively higher 13.98% annualized return.
IVZ
- 1D
- 0.44%
- 1M
- 15.25%
- 6M
- 7.07%
- YTD
- 15.75%
- 1Y
- 44.56%
- 3Y*
- 28.09%
- 5Y*
- 8.68%
- 10Y*
- 5.37%
- ALL TIME*
- 8.14%
CME
- 1D
- 0.39%
- 1M
- 10.20%
- 6M
- -7.06%
- YTD
- -3.78%
- 1Y
- -4.31%
- 3Y*
- 14.94%
- 5Y*
- 8.25%
- 10Y*
- 13.98%
- ALL TIME*
- 19.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $676.33M | $811.49M | $857.23M | |
IVZ Invesco Ltd. | $140.57M | $131.54M | $143.36M |
IVZ vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 15.75% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
CME CME Group Inc. | -3.78% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between IVZ and CME is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.35 |
The correlation between IVZ and CME shifts across timeframes, from -0.08 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IVZ:
$13.27B
CME:
$92.51B
IVZ:
-$0.62
CME:
$11.82
IVZ:
2.13
CME:
13.63
IVZ:
$6.38B
CME:
$6.77B
IVZ:
$2.75B
CME:
$5.55B
IVZ:
$1.38B
CME:
$5.37B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IVZ vs. CME — Risk / Return Rank
IVZ
CME
IVZ vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) 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.
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.
| IVZ | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.99 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.14 | +2.17 |
| Martin ratioReturn relative to average drawdown | 5.35 | -0.41 | +5.76 |
Loading charts...
Drawdowns
IVZ vs. CME - Drawdown Comparison
The maximum IVZ drawdown since its inception was -83.91%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for IVZ and CME.
Loading charts...
Drawdown Indicators
| IVZ | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -77.50% | -6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -31.09% | +9.06% |
Max Drawdown (3Y)Largest decline over 3 years | -36.52% | -31.09% | -5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -48.88% | -31.74% | -17.14% |
Max Drawdown (10Y)Largest decline over 10 years | -79.72% | -37.36% | -42.36% |
Current DrawdownCurrent decline from peak | -1.87% | -19.51% | +17.64% |
Average DrawdownAverage peak-to-trough decline | -35.86% | -20.70% | -15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 10.45% | -2.09% |
Volatility
IVZ vs. CME - Volatility Comparison
Invesco Ltd. (IVZ) and CME Group Inc. (CME) have volatilities of 9.76% and 9.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IVZ | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.76% | 9.66% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 19.78% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.92% | 23.46% | +9.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.66% | 20.64% | +16.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.16% | 24.13% | +15.03% |
Dividends
IVZ vs. CME - Dividend Comparison
IVZ's dividend yield for the trailing twelve months is around 2.82%, less than CME's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.41% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
IVZ Invesco Ltd. | 2.82% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
Financials
IVZ vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Invesco Ltd. 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
IVZ vs. CME - Profitability Comparison
IVZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a gross profit of 1.18B and revenue of 1.71B. Therefore, the gross margin over that period was 69.3%.
IVZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported an operating income of 1.11B and revenue of 1.71B, resulting in an operating margin of 64.9%.
IVZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a net income of 1.04B and revenue of 1.71B, resulting in a net margin of 61.1%.
Frequently Asked Questions
IVZ and CME have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.76%) compared to CME (9.66%). In terms of maximum drawdown, IVZ dropped -83.91% vs CME's -77.50%.
IVZ currently has the higher Sharpe Ratio (1.36 vs -0.18), 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.
Find the right allocation for IVZ and CME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer