MPTI vs. CBOE
Compare and contrast key facts about M-tron Industries Inc (MPTI) and Cboe Global Markets, Inc. (CBOE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPTI or CBOE.
Performance
MPTI vs. CBOE - Performance Comparison
Returns By Period
In the year-to-date period, MPTI achieves a 55.62% return, which is significantly higher than CBOE's 16.28% return.
MPTI
55.62%
13.38%
92.03%
51.87%
N/A
N/A
CBOE
16.28%
-1.67%
13.33%
17.89%
12.48%
14.84%
Fundamentals
| MPTI | CBOE | |
|---|---|---|
| Market Cap | $152.79M | $20.88B |
| EPS | $1.76 | $7.34 |
| PE Ratio | 30.91 | 27.18 |
| PEG Ratio | 0.83 | 1.75 |
| Total Revenue (TTM) | $33.77M | $3.96B |
| Gross Profit (TTM) | $14.97M | $2.40B |
| EBITDA (TTM) | $4.51M | $1.30B |
Key characteristics
| MPTI | CBOE | |
|---|---|---|
| Sharpe Ratio | 0.75 | 0.82 |
| Sortino Ratio | 1.41 | 1.29 |
| Omega Ratio | 1.18 | 1.15 |
| Calmar Ratio | 1.26 | 1.18 |
| Martin Ratio | 2.75 | 2.66 |
| Ulcer Index | 20.66% | 6.44% |
| Daily Std Dev | 75.61% | 20.84% |
| Max Drawdown | -46.41% | -43.23% |
| Current Drawdown | -7.13% | -4.29% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between MPTI and CBOE is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
MPTI vs. CBOE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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.
Dividends
MPTI vs. CBOE - Dividend Comparison
MPTI has not paid dividends to shareholders, while CBOE's dividend yield for the trailing twelve months is around 1.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPTI M-tron Industries Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CBOE Cboe Global Markets, Inc. | 1.11% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.23% |
Drawdowns
MPTI vs. CBOE - Drawdown Comparison
The maximum MPTI drawdown since its inception was -46.41%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for MPTI and CBOE. For additional features, visit the drawdowns tool.
Volatility
MPTI vs. CBOE - Volatility Comparison
M-tron Industries Inc (MPTI) has a higher volatility of 14.78% compared to Cboe Global Markets, Inc. (CBOE) at 7.67%. This indicates that MPTI's price experiences larger fluctuations and is considered to be riskier than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPTI vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between M-tron Industries 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.
Total Revenue: Total amount of money received from sales and other business activities