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

Correlation

The correlation between NDAQ and CBOE is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

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%NovemberDecember2025FebruaryMarchApril
1,330.40%
739.95%
NDAQ
CBOE

Key characteristics

Sharpe Ratio

NDAQ:

1.00

CBOE:

0.87

Sortino Ratio

NDAQ:

1.47

CBOE:

1.31

Omega Ratio

NDAQ:

1.21

CBOE:

1.16

Calmar Ratio

NDAQ:

1.16

CBOE:

1.35

Martin Ratio

NDAQ:

4.36

CBOE:

3.78

Ulcer Index

NDAQ:

5.46%

CBOE:

5.19%

Daily Std Dev

NDAQ:

23.96%

CBOE:

22.62%

Max Drawdown

NDAQ:

-68.48%

CBOE:

-43.23%

Current Drawdown

NDAQ:

-10.47%

CBOE:

-6.01%

Fundamentals

Market Cap

NDAQ:

$42.27B

CBOE:

$22.42B

EPS

NDAQ:

$1.96

CBOE:

$7.12

PE Ratio

NDAQ:

37.50

CBOE:

29.69

PEG Ratio

NDAQ:

1.48

CBOE:

1.75

PS Ratio

NDAQ:

5.71

CBOE:

5.47

PB Ratio

NDAQ:

3.74

CBOE:

5.24

Total Revenue (TTM)

NDAQ:

$5.72B

CBOE:

$3.14B

Gross Profit (TTM)

NDAQ:

$2.55B

CBOE:

$1.31B

EBITDA (TTM)

NDAQ:

$1.98B

CBOE:

$1.00B

Returns By Period

In the year-to-date period, NDAQ achieves a -3.00% return, which is significantly lower than CBOE's 9.17% return. Over the past 10 years, NDAQ has outperformed CBOE with an annualized return of 18.60%, while CBOE has yielded a comparatively lower 15.77% annualized return.


NDAQ

YTD

-3.00%

1M

-3.77%

6M

-0.04%

1Y

23.20%

5Y*

17.96%

10Y*

18.60%

CBOE

YTD

9.17%

1M

-0.72%

6M

-0.49%

1Y

20.00%

5Y*

18.94%

10Y*

15.77%

*Annualized

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 Rank

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

NDAQ
The Risk-Adjusted Performance Rank of NDAQ is 8282
Overall Rank
The Sharpe Ratio Rank of NDAQ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of NDAQ is 7777
Sortino Ratio Rank
The Omega Ratio Rank of NDAQ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NDAQ is 8787
Calmar Ratio Rank
The Martin Ratio Rank of NDAQ is 8585
Martin Ratio Rank

CBOE
The Risk-Adjusted Performance Rank of CBOE is 8080
Overall Rank
The Sharpe Ratio Rank of CBOE is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CBOE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CBOE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CBOE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CBOE is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for NDAQ, currently valued at 1.00, compared to the broader market-2.00-1.000.001.002.003.00
NDAQ: 1.00
CBOE: 0.87
The chart of Sortino ratio for NDAQ, currently valued at 1.47, compared to the broader market-6.00-4.00-2.000.002.004.00
NDAQ: 1.47
CBOE: 1.31
The chart of Omega ratio for NDAQ, currently valued at 1.21, compared to the broader market0.501.001.502.00
NDAQ: 1.21
CBOE: 1.16
The chart of Calmar ratio for NDAQ, currently valued at 1.16, compared to the broader market0.001.002.003.004.005.00
NDAQ: 1.16
CBOE: 1.35
The chart of Martin ratio for NDAQ, currently valued at 4.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NDAQ: 4.36
CBOE: 3.78

The current NDAQ Sharpe Ratio is 1.00, which is comparable to the CBOE Sharpe Ratio of 0.87. 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.00
0.87
NDAQ
CBOE

Dividends

NDAQ vs. CBOE - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.28%, more than CBOE's 1.15% yield.


TTM20242023202220212020201920182017201620152014
NDAQ
Nasdaq, Inc.
1.28%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%
CBOE
Cboe Global Markets, Inc.
1.15%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.47%
-6.01%
NDAQ
CBOE

Volatility

NDAQ vs. CBOE - Volatility Comparison

Nasdaq, Inc. (NDAQ) has a higher volatility of 15.01% compared to Cboe Global Markets, Inc. (CBOE) at 8.05%. This indicates that NDAQ'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.01%
8.05%
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