NDAQ vs. CBOE
Compare and contrast key facts about Nasdaq, Inc. (NDAQ) and Cboe Global Markets, Inc. (CBOE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NDAQ or CBOE.
Performance
NDAQ vs. CBOE - Performance Comparison
Returns By Period
In the year-to-date period, NDAQ achieves a 36.97% return, which is significantly higher than CBOE's 13.42% return. Over the past 10 years, NDAQ has outperformed CBOE with an annualized return of 20.33%, while CBOE has yielded a comparatively lower 14.54% annualized return.
NDAQ
36.97%
6.78%
26.42%
49.33%
19.72%
20.33%
CBOE
13.42%
-4.09%
10.05%
14.99%
12.07%
14.54%
Fundamentals
| NDAQ | CBOE | |
|---|---|---|
| Market Cap | $45.79B | $20.88B |
| EPS | $1.66 | $7.34 |
| PE Ratio | 47.99 | 27.18 |
| PEG Ratio | 4.22 | 1.75 |
| Total Revenue (TTM) | $7.02B | $3.96B |
| Gross Profit (TTM) | $4.02B | $2.40B |
| EBITDA (TTM) | $2.14B | $1.30B |
Key characteristics
| NDAQ | CBOE | |
|---|---|---|
| Sharpe Ratio | 2.64 | 0.72 |
| Sortino Ratio | 3.63 | 1.14 |
| Omega Ratio | 1.48 | 1.13 |
| Calmar Ratio | 2.23 | 1.02 |
| Martin Ratio | 15.69 | 2.30 |
| Ulcer Index | 3.18% | 6.43% |
| Daily Std Dev | 18.94% | 20.67% |
| Max Drawdown | -68.48% | -43.23% |
| Current Drawdown | -1.39% | -6.64% |
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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.
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.
Dividends
NDAQ vs. CBOE - Dividend Comparison
NDAQ's dividend yield for the trailing twelve months is around 1.17%, more than CBOE's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDAQ Nasdaq, Inc. | 1.17% | 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. | 1.14% | 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.
Volatility
NDAQ vs. CBOE - Volatility Comparison
The current volatility for Nasdaq, Inc. (NDAQ) is 5.37%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 7.18%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities