PortfoliosLab logoPortfoliosLab logo
RMD vs. CME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RMD vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ResMed Inc. (RMD) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RMD achieves a -19.39% return, which is significantly lower than CME's -5.50% return. Over the past 10 years, RMD has underperformed CME with an annualized return of 13.71%, while CME has yielded a comparatively higher 14.50% annualized return.


RMD

1D
-1.48%
1M
-6.31%
YTD
-19.39%
6M
-22.35%
1Y
-22.67%
3Y*
-2.34%
5Y*
-0.97%
10Y*
13.71%

CME

1D
-2.09%
1M
-10.39%
YTD
-5.50%
6M
-4.13%
1Y
-4.58%
3Y*
15.54%
5Y*
7.50%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMD vs. CME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMD
ResMed Inc.
-19.39%6.26%34.18%-16.55%-19.47%23.41%38.33%37.85%36.38%39.06%
CME
CME Group Inc.
-5.50%19.83%15.41%31.32%-22.89%29.47%-6.34%9.67%32.15%32.35%

Correlation

The correlation between RMD and CME is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2002

0.28

The correlation between RMD and CME shifts across timeframes, from 0.08 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

RMD:

$13.78

CME:

$11.75

PE Ratio

RMD:

14.02

CME:

21.45

PEG Ratio

RMD:

0.43

CME:

1.87

PS Ratio

RMD:

3.85

CME:

13.46

Total Revenue (TTM)

RMD:

$5.54B

CME:

$6.76B

Gross Profit (TTM)

RMD:

$3.42B

CME:

$5.84B

EBITDA (TTM)

RMD:

$2.10B

CME:

$5.69B

Compare stocks, funds, or ETFs

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


Return for Risk

RMD vs. CME — Risk / Return Rank

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

RMD
RMD Risk / Return Rank: 1010
Overall Rank
RMD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
RMD Sortino Ratio Rank: 88
Sortino Ratio Rank
RMD Omega Ratio Rank: 1010
Omega Ratio Rank
RMD Calmar Ratio Rank: 2020
Calmar Ratio Rank
RMD Martin Ratio Rank: 88
Martin Ratio Rank

CME
CME Risk / Return Rank: 3030
Overall Rank
CME Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CME Sortino Ratio Rank: 2727
Sortino Ratio Rank
CME Omega Ratio Rank: 2727
Omega Ratio Rank
CME Calmar Ratio Rank: 3535
Calmar Ratio Rank
CME Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMD vs. CME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ResMed Inc. (RMD) 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.


RMDCMEDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

0.85

0.98

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.21

-0.40

Martin ratioReturn relative to average drawdown

-1.42

-0.72

-0.70

RMD vs. CME - Sharpe Ratio Comparison

The current RMD Sharpe Ratio is -0.95, which is lower than the CME Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of RMD and CME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RMDCMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

-0.23

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.38

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.59

-0.07

Drawdowns

RMD vs. CME - Drawdown Comparison

The maximum RMD drawdown since its inception was -61.61%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for RMD and CME.


Loading charts...

Drawdown Indicators


RMDCMEDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-77.50%

+15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-37.28%

-21.42%

-15.86%

Max Drawdown (3Y)

Largest decline over 3 years

-40.09%

-21.42%

-18.67%

Max Drawdown (5Y)

Largest decline over 5 years

-53.99%

-31.74%

-22.25%

Max Drawdown (10Y)

Largest decline over 10 years

-53.99%

-37.36%

-16.63%

Current Drawdown

Current decline from peak

-33.74%

-20.95%

-12.79%

Average Drawdown

Average peak-to-trough decline

-15.98%

-20.69%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.95%

6.35%

+9.60%

Volatility

RMD vs. CME - Volatility Comparison

ResMed Inc. (RMD) and CME Group Inc. (CME) have volatilities of 10.44% and 10.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RMDCMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

10.21%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.50%

16.89%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

20.38%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.12%

20.06%

+11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.55%

23.89%

+7.66%

Dividends

RMD vs. CME - Dividend Comparison

RMD's dividend yield for the trailing twelve months is around 1.24%, less than CME's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
RMD
ResMed Inc.
1.24%0.94%0.88%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%

Financials

RMD vs. CME - Financials Comparison

This section allows you to compare key financial metrics between ResMed Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


800.00M1.00B1.20B1.40B1.60B1.80B20222023202420252026
1.43B
1.88B
(RMD) Total Revenue
(CME) Total Revenue
Values in USD except per share items

RMD vs. CME - Profitability Comparison

The chart below illustrates the profitability comparison between ResMed Inc. and CME Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
62.3%
88.1%
Portfolio components
RMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported a gross profit of 890.98M and revenue of 1.43B. Therefore, the gross margin over that period was 62.3%.

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%.

RMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported an operating income of 499.81M and revenue of 1.43B, resulting in an operating margin of 34.9%.

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%.

RMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ResMed Inc. reported a net income of 398.73M and revenue of 1.43B, resulting in a net margin of 27.9%.

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


RMD and CME have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RMD has higher volatility (10.44%) compared to CME (10.21%). In terms of maximum drawdown, RMD dropped -61.61% vs CME's -77.50%.

CME currently has the higher Sharpe Ratio (-0.23 vs -0.95), 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.

Portfolio Optimizer

Find the right allocation for RMD and CME

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer