PRYMY vs. CBOE
PRYMY (Prysmian SPA ADR) and CBOE (Cboe Global Markets, Inc.) are both stocks. PRYMY operates in Electrical Equipment & Parts (Industrials), while CBOE operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, PRYMY returned 23.02%/yr vs 16.61%/yr for CBOE. At a 0.04 correlation, their price movements are largely independent.
Performance
PRYMY vs. CBOE - Performance Comparison
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Returns By Period
In the year-to-date period, PRYMY achieves a 48.54% return, which is significantly higher than CBOE's 11.22% return. Over the past 10 years, PRYMY has outperformed CBOE with an annualized return of 23.02%, while CBOE has yielded a comparatively lower 16.61% annualized return.
PRYMY
- 1D
- -3.92%
- 1M
- -11.84%
- 6M
- 38.10%
- YTD
- 48.54%
- 1Y
- 108.67%
- 3Y*
- 54.91%
- 5Y*
- 34.81%
- 10Y*
- 23.02%
CBOE
- 1D
- 0.28%
- 1M
- 4.77%
- 6M
- 3.08%
- YTD
- 11.22%
- 1Y
- 18.43%
- 3Y*
- 26.83%
- 5Y*
- 20.56%
- 10Y*
- 16.61%
PRYMY vs. CBOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRYMY Prysmian SPA ADR | 48.54% | 60.15% | 42.14% | 24.72% | 0.47% | 7.10% | 46.21% | 29.95% | -38.15% | 29.80% |
CBOE Cboe Global Markets, Inc. | 11.22% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
Correlation
The correlation between PRYMY and CBOE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.04 |
The correlation between PRYMY and CBOE shifts across timeframes, from -0.17 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PRYMY:
$43.34B
CBOE:
$29.08B
PRYMY:
€2.24
CBOE:
$11.77
PRYMY:
28.86
CBOE:
23.62
PRYMY:
0.72
CBOE:
0.44
PRYMY:
1.96
CBOE:
6.09
PRYMY:
5.48
CBOE:
5.43
PRYMY:
€20.04B
CBOE:
$4.79B
PRYMY:
€6.04B
CBOE:
$2.50B
PRYMY:
€2.65B
CBOE:
$1.87B
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Return for Risk
PRYMY vs. CBOE — Risk / Return Rank
PRYMY
CBOE
PRYMY vs. CBOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prysmian SPA ADR (PRYMY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRYMY | CBOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.06 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.13 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | 0.50 | +5.08 |
| Martin ratioReturn relative to average drawdown | 16.82 | 1.78 | +15.04 |
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Drawdowns
PRYMY vs. CBOE - Drawdown Comparison
The maximum PRYMY drawdown since its inception was -58.18%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for PRYMY and CBOE.
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Drawdown Indicators
| PRYMY | CBOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.18% | -43.23% | -14.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.58% | -36.73% | +17.15% |
Max Drawdown (3Y)Largest decline over 3 years | -42.01% | -36.73% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -42.01% | -36.73% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -54.97% | -43.23% | -11.74% |
Current DrawdownCurrent decline from peak | -19.58% | -24.06% | +4.48% |
Average DrawdownAverage peak-to-trough decline | -20.99% | -11.50% | -9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 10.35% | -3.87% |
Volatility
PRYMY vs. CBOE - Volatility Comparison
The current volatility for Prysmian SPA ADR (PRYMY) is 12.46%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 15.83%. This indicates that PRYMY 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.
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Volatility by Period
| PRYMY | CBOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.46% | 15.83% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 28.22% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.14% | 31.07% | +10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 24.05% | +11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 25.76% | +10.46% |
Dividends
PRYMY vs. CBOE - Dividend Comparison
PRYMY's dividend yield for the trailing twelve months is around 0.70%, less than CBOE's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.04% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
PRYMY Prysmian SPA ADR | 0.70% | 0.88% | 1.16% | 1.46% | 1.56% | 1.04% | 0.49% | 2.57% | 5.65% | 2.45% | 3.61% | 0.00% |
Financials
PRYMY vs. CBOE - Financials Comparison
This section allows you to compare key financial metrics between Prysmian SPA ADR 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
PRYMY vs. CBOE - Profitability Comparison
PRYMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Prysmian SPA ADR reported a gross profit of 1.85B and revenue of 5.22B. Therefore, the gross margin over that period was 35.5%.
CBOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.
PRYMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Prysmian SPA ADR reported an operating income of 333.00M and revenue of 5.22B, resulting in an operating margin of 6.4%.
CBOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.
PRYMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Prysmian SPA ADR reported a net income of 246.00M and revenue of 5.22B, resulting in a net margin of 4.7%.
CBOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.
Frequently Asked Questions
PRYMY and CBOE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBOE has higher volatility (15.83%) compared to PRYMY (12.46%). In terms of maximum drawdown, PRYMY dropped -58.18% vs CBOE's -43.23%.
PRYMY currently has the higher Sharpe Ratio (2.66 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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