RYCEY vs. CME
RYCEY (Rolls-Royce Holdings plc) and CME (CME Group Inc.) are both stocks. RYCEY operates in Aerospace & Defense (Industrials), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, RYCEY returned 8.49%/yr vs 15.38%/yr for CME. At a 0.14 correlation, their price movements are largely independent.
Performance
RYCEY vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, RYCEY achieves a 12.43% return, which is significantly higher than CME's 1.58% return. Over the past 10 years, RYCEY has underperformed CME with an annualized return of 8.49%, while CME has yielded a comparatively higher 15.38% annualized return.
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
CME
- 1D
- 2.80%
- 1M
- -8.82%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.34%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
RYCEY vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
CME CME Group Inc. | 1.58% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between RYCEY and CME is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2014 | 0.14 |
The correlation between RYCEY and CME shifts across timeframes, from -0.11 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RYCEY:
$147.86B
CME:
$97.90B
RYCEY:
£0.99
CME:
$11.75
RYCEY:
13.26
CME:
22.94
RYCEY:
0.03
CME:
2.00
RYCEY:
2.77
CME:
14.40
RYCEY:
40.55
CME:
3.68
RYCEY:
£40.04B
CME:
$6.76B
RYCEY:
£10.10B
CME:
$5.84B
RYCEY:
£8.04B
CME:
$5.69B
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Return for Risk
RYCEY vs. CME — Risk / Return Rank
RYCEY
CME
RYCEY vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.
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.
| RYCEY | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.05 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.16 | +1.97 |
| Martin ratioReturn relative to average drawdown | 5.98 | 0.50 | +5.48 |
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Drawdowns
RYCEY vs. CME - Drawdown Comparison
The maximum RYCEY drawdown since its inception was -99.07%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for RYCEY and CME.
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Drawdown Indicators
| RYCEY | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.07% | -77.50% | -21.57% |
Max Drawdown (1Y)Largest decline over 1 year | -21.75% | -21.42% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -21.42% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -62.01% | -31.74% | -30.27% |
Max Drawdown (10Y)Largest decline over 10 years | -94.64% | -37.36% | -57.28% |
Current DrawdownCurrent decline from peak | -77.68% | -15.03% | -62.65% |
Average DrawdownAverage peak-to-trough decline | -84.15% | -20.68% | -63.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.73% | 6.70% | +1.03% |
Volatility
RYCEY vs. CME - Volatility Comparison
Rolls-Royce Holdings plc (RYCEY) has a higher volatility of 12.00% compared to CME Group Inc. (CME) at 10.45%. This indicates that RYCEY'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
| RYCEY | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.00% | 10.45% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 32.70% | 17.44% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.88% | 20.74% | +17.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.48% | 20.15% | +23.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.35% | 23.93% | +25.42% |
Dividends
RYCEY vs. CME - Dividend Comparison
RYCEY's dividend yield for the trailing twelve months is around 0.72%, less than CME's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
RYCEY vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Rolls-Royce Holdings plc 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
RYCEY vs. CME - Profitability Comparison
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
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%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
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%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
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
RYCEY and CME have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to CME (10.45%). In terms of maximum drawdown, RYCEY dropped -99.07% vs CME's -77.50%.
RYCEY currently has the higher Sharpe Ratio (1.22 vs 0.16), 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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