SIEGY vs. CME
SIEGY (Siemens Aktiengesellschaft) and CME (CME Group Inc.) are both stocks. SIEGY operates in Specialty Industrial Machinery (Industrials), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, SIEGY returned 15.98%/yr vs 15.38%/yr for CME. At a 0.17 correlation, their price movements are largely independent.
Performance
SIEGY vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, SIEGY achieves a 11.68% return, which is significantly higher than CME's 1.58% return. Both investments have delivered pretty close results over the past 10 years, with SIEGY having a 15.98% annualized return and CME not far behind at 15.38%.
SIEGY
- 1D
- -0.16%
- 1M
- -2.53%
- YTD
- 11.68%
- 6M
- 12.22%
- 1Y
- 23.99%
- 3Y*
- 22.88%
- 5Y*
- 15.84%
- 10Y*
- 15.98%
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%
SIEGY vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEGY Siemens Aktiengesellschaft | 11.68% | 48.14% | 6.32% | 39.98% | -18.92% | 22.99% | 23.99% | 19.10% | -17.30% | 21.90% |
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 SIEGY and CME is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 16, 2014 | 0.17 |
The correlation between SIEGY and CME shifts across timeframes, from -0.16 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SIEGY:
$240.57B
CME:
$97.90B
SIEGY:
€4.91
CME:
$11.75
SIEGY:
26.95
CME:
22.94
SIEGY:
1.00
CME:
2.00
SIEGY:
2.61
CME:
14.40
SIEGY:
3.23
CME:
3.68
SIEGY:
€80.02B
CME:
$6.76B
SIEGY:
€31.09B
CME:
$5.84B
SIEGY:
€14.55B
CME:
$5.69B
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Return for Risk
SIEGY vs. CME — Risk / Return Rank
SIEGY
CME
SIEGY vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIEGY) 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.
| SIEGY | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.05 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.16 | +0.88 |
| Martin ratioReturn relative to average drawdown | 3.37 | 0.50 | +2.87 |
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Drawdowns
SIEGY vs. CME - Drawdown Comparison
The maximum SIEGY drawdown since its inception was -54.15%, smaller than the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for SIEGY and CME.
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Drawdown Indicators
| SIEGY | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.15% | -77.50% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -21.42% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -29.91% | -21.42% | -8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -31.74% | -14.28% |
Max Drawdown (10Y)Largest decline over 10 years | -54.15% | -37.36% | -16.79% |
Current DrawdownCurrent decline from peak | -5.37% | -15.03% | +9.66% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -20.68% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 6.70% | +0.44% |
Volatility
SIEGY vs. CME - Volatility Comparison
Siemens Aktiengesellschaft (SIEGY) and CME Group Inc. (CME) have volatilities of 10.01% and 10.45%, 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.
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Volatility by Period
| SIEGY | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 10.45% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 17.44% | +8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.87% | 20.74% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.74% | 20.15% | +11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 23.93% | +5.63% |
Dividends
SIEGY vs. CME - Dividend Comparison
SIEGY's dividend yield for the trailing twelve months is around 2.07%, 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% |
SIEGY Siemens Aktiengesellschaft | 2.07% | 1.94% | 2.64% | 2.43% | 2.42% | 1.81% | 10.83% | 2.44% | 2.86% | 6.82% | 5.76% | 2.87% |
Financials
SIEGY vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Siemens Aktiengesellschaft 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
SIEGY vs. CME - Profitability Comparison
SIEGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a gross profit of 7.81B and revenue of 20.08B. Therefore, the gross margin over that period was 38.9%.
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%.
SIEGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported an operating income of 2.51B and revenue of 20.08B, resulting in an operating margin of 12.5%.
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%.
SIEGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Siemens Aktiengesellschaft reported a net income of 2.06B and revenue of 20.08B, resulting in a net margin of 10.3%.
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
SIEGY and CME have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.45%) compared to SIEGY (10.01%). In terms of maximum drawdown, SIEGY dropped -54.15% vs CME's -77.50%.
SIEGY currently has the higher Sharpe Ratio (0.73 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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