OR.TO vs. CME
OR.TO (Osisko Gold Royalties Ltd) and CME (CME Group Inc.) are both stocks. OR.TO operates in Gold (Basic Materials), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, OR.TO returned 12.45%/yr vs 15.55%/yr for CME. At a 0.01 correlation, their price movements are largely independent.
Performance
OR.TO vs. CME - Performance Comparison
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Different Trading Currencies
OR.TO is traded in CAD, while CME is traded in USD. To make them comparable, the CME values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, OR.TO achieves a -2.97% return, which is significantly higher than CME's -3.78% return. Over the past 10 years, OR.TO has underperformed CME with an annualized return of 12.45%, while CME has yielded a comparatively higher 15.55% annualized return.
OR.TO
- 1D
- -0.04%
- 1M
- -10.41%
- YTD
- -2.97%
- 6M
- 1.63%
- 1Y
- 33.53%
- 3Y*
- 31.27%
- 5Y*
- 23.09%
- 10Y*
- 12.45%
CME
- 1D
- -1.82%
- 1M
- -8.53%
- YTD
- -3.78%
- 6M
- -3.37%
- 1Y
- -2.64%
- 3Y*
- 17.20%
- 5Y*
- 10.57%
- 10Y*
- 15.55%
OR.TO vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OR.TO Osisko Gold Royalties Ltd | -2.97% | 88.16% | 39.17% | 17.33% | 7.02% | -2.67% | 29.76% | 6.96% | -16.11% | 12.23% |
CME CME Group Inc. | -3.78% | 14.36% | 25.18% | 28.20% | -18.00% | 29.41% | -8.57% | 5.15% | 43.26% | 23.38% |
Correlation
The correlation between OR.TO and CME is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2014 | 0.01 |
Fundamentals
OR.TO:
CA$8.89B
CME:
$91.54B
OR.TO:
CA$1.34
CME:
$11.75
OR.TO:
35.10
CME:
21.45
OR.TO:
0.09
CME:
1.87
OR.TO:
27.41
CME:
13.46
OR.TO:
6.03
CME:
3.44
OR.TO:
CA$324.98M
CME:
$6.76B
OR.TO:
CA$282.47M
CME:
$5.84B
OR.TO:
CA$324.46M
CME:
$5.69B
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Return for Risk
OR.TO vs. CME — Risk / Return Rank
OR.TO
CME
OR.TO vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR.TO) 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.
| OR.TO | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.00 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.13 | +1.22 |
| Martin ratioReturn relative to average drawdown | 2.49 | -0.43 | +2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OR.TO | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.13 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.51 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.63 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.53 | -0.21 |
Drawdowns
OR.TO vs. CME - Drawdown Comparison
The maximum OR.TO drawdown since its inception was -58.25%, smaller than the maximum CME drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for OR.TO and CME.
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Drawdown Indicators
| OR.TO | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.25% | -71.05% | +12.80% |
Max Drawdown (1Y)Largest decline over 1 year | -30.85% | -20.44% | -10.41% |
Max Drawdown (3Y)Largest decline over 3 years | -30.85% | -20.44% | -10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.22% | -26.71% | -7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -57.66% | -33.25% | -24.41% |
Current DrawdownCurrent decline from peak | -27.70% | -19.36% | -8.34% |
Average DrawdownAverage peak-to-trough decline | -16.54% | -19.94% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.52% | 6.10% | +7.42% |
Volatility
OR.TO vs. CME - Volatility Comparison
Osisko Gold Royalties Ltd (OR.TO) has a higher volatility of 13.81% compared to CME Group Inc. (CME) at 10.30%. This indicates that OR.TO's price experiences larger fluctuations and is considered to be riskier than CME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OR.TO | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.81% | 10.30% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 36.68% | 17.22% | +19.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.70% | 20.91% | +22.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.58% | 20.88% | +12.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.20% | 24.73% | +11.47% |
Dividends
OR.TO vs. CME - Dividend Comparison
OR.TO's dividend yield for the trailing twelve months is around 0.64%, less than CME's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.44% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
OR.TO Osisko Gold Royalties Ltd | 0.64% | 0.60% | 0.98% | 1.24% | 1.35% | 1.36% | 1.24% | 1.58% | 1.67% | 1.24% | 1.22% | 0.95% |
Financials
OR.TO vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Osisko Gold Royalties 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
OR.TO vs. CME - Profitability Comparison
OR.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Osisko Gold Royalties Ltd reported a gross profit of 87.05M and revenue of 101.15M. Therefore, the gross margin over that period was 86.1%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
OR.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Osisko Gold Royalties Ltd reported an operating income of 78.93M and revenue of 101.15M, resulting in an operating margin of 78.0%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
OR.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Osisko Gold Royalties Ltd reported a net income of 72.38M and revenue of 101.15M, resulting in a net margin of 71.6%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
OR.TO and CME have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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