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NDAQ vs. CBOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NDAQ and CBOE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

NDAQ vs. CBOE - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,382.12%
654.44%
NDAQ
CBOE

Key characteristics

Sharpe Ratio

NDAQ:

2.31

CBOE:

0.54

Sortino Ratio

NDAQ:

3.21

CBOE:

0.91

Omega Ratio

NDAQ:

1.41

CBOE:

1.10

Calmar Ratio

NDAQ:

2.22

CBOE:

0.79

Martin Ratio

NDAQ:

13.10

CBOE:

1.72

Ulcer Index

NDAQ:

3.27%

CBOE:

6.62%

Daily Std Dev

NDAQ:

18.58%

CBOE:

21.10%

Max Drawdown

NDAQ:

-68.48%

CBOE:

-43.23%

Current Drawdown

NDAQ:

-6.16%

CBOE:

-11.79%

Fundamentals

Market Cap

NDAQ:

$45.76B

CBOE:

$20.74B

EPS

NDAQ:

$1.66

CBOE:

$7.34

PE Ratio

NDAQ:

47.96

CBOE:

26.99

PEG Ratio

NDAQ:

4.30

CBOE:

1.75

Total Revenue (TTM)

NDAQ:

$7.02B

CBOE:

$3.96B

Gross Profit (TTM)

NDAQ:

$4.02B

CBOE:

$1.82B

EBITDA (TTM)

NDAQ:

$2.51B

CBOE:

$1.33B

Returns By Period

In the year-to-date period, NDAQ achieves a 35.53% return, which is significantly higher than CBOE's 8.60% return. Over the past 10 years, NDAQ has outperformed CBOE with an annualized return of 18.84%, while CBOE has yielded a comparatively lower 13.03% annualized return.


NDAQ

YTD

35.53%

1M

-2.68%

6M

29.77%

1Y

40.48%

5Y*

18.45%

10Y*

18.84%

CBOE

YTD

8.60%

1M

-7.83%

6M

9.57%

1Y

10.11%

5Y*

11.66%

10Y*

13.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDAQ vs. CBOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) 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.


Sharpe ratio
The chart of Sharpe ratio for NDAQ, currently valued at 2.31, compared to the broader market-4.00-2.000.002.002.310.54
The chart of Sortino ratio for NDAQ, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.003.210.91
The chart of Omega ratio for NDAQ, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.10
The chart of Calmar ratio for NDAQ, currently valued at 2.22, compared to the broader market0.002.004.006.002.220.79
The chart of Martin ratio for NDAQ, currently valued at 13.10, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.101.72
NDAQ
CBOE

The current NDAQ Sharpe Ratio is 2.31, which is higher than the CBOE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NDAQ and CBOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.31
0.54
NDAQ
CBOE

Dividends

NDAQ vs. CBOE - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.21%, less than CBOE's 1.23% yield.


TTM20232022202120202019201820172016201520142013
NDAQ
Nasdaq, Inc.
1.21%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%1.31%
CBOE
Cboe Global Markets, Inc.
1.23%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%2.23%

Drawdowns

NDAQ vs. CBOE - Drawdown Comparison

The maximum NDAQ drawdown since its inception was -68.48%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for NDAQ and CBOE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.16%
-11.79%
NDAQ
CBOE

Volatility

NDAQ vs. CBOE - Volatility Comparison

The current volatility for Nasdaq, Inc. (NDAQ) is 4.82%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 6.36%. This indicates that NDAQ 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.82%
6.36%
NDAQ
CBOE

Financials

NDAQ vs. CBOE - Financials Comparison

This section allows you to compare key financial metrics between Nasdaq, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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