SII.TO vs. CME
SII.TO (Sprott Inc) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — SII.TO in Asset Management, CME in Financial Data & Stock Exchanges. Over the past 10 years, SII.TO returned 22.17%/yr vs 15.55%/yr for CME. At a 0.09 correlation, their price movements are largely independent.
Performance
SII.TO vs. CME - Performance Comparison
Loading charts...
Different Trading Currencies
SII.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, SII.TO achieves a 26.56% return, which is significantly higher than CME's -3.78% return. Over the past 10 years, SII.TO has outperformed CME with an annualized return of 22.17%, while CME has yielded a comparatively lower 15.55% annualized return.
SII.TO
- 1D
- -1.07%
- 1M
- -12.04%
- YTD
- 26.56%
- 6M
- 32.58%
- 1Y
- 102.46%
- 3Y*
- 59.40%
- 5Y*
- 29.10%
- 10Y*
- 22.17%
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%
SII.TO vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SII.TO Sprott Inc | 26.56% | 126.73% | 38.44% | 2.73% | -18.97% | 57.52% | 25.86% | 16.40% | 5.75% | -2.27% |
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 SII.TO and CME is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2008 | 0.09 |
Fundamentals
SII.TO:
CA$4.37B
CME:
$91.54B
SII.TO:
CA$4.14
CME:
$11.75
SII.TO:
40.88
CME:
21.45
SII.TO:
0.84
CME:
1.87
SII.TO:
9.16
CME:
13.46
SII.TO:
8.23
CME:
3.44
SII.TO:
CA$476.63M
CME:
$6.76B
SII.TO:
CA$369.54M
CME:
$5.84B
SII.TO:
CA$151.96M
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
SII.TO vs. CME — Risk / Return Rank
SII.TO
CME
SII.TO vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII.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.
| SII.TO | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.00 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | -0.13 | +4.27 |
| Martin ratioReturn relative to average drawdown | 9.95 | -0.43 | +10.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SII.TO | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.13 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.51 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.63 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.53 | -0.40 |
Drawdowns
SII.TO vs. CME - Drawdown Comparison
The maximum SII.TO drawdown since its inception was -81.85%, which is greater than CME's maximum drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for SII.TO and CME.
Loading charts...
Drawdown Indicators
| SII.TO | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.85% | -71.05% | -10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -24.88% | -20.44% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -20.44% | -4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -43.38% | -26.71% | -16.67% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -33.25% | -14.81% |
Current DrawdownCurrent decline from peak | -24.88% | -19.36% | -5.52% |
Average DrawdownAverage peak-to-trough decline | -50.55% | -19.94% | -30.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.33% | 6.10% | +4.23% |
Volatility
SII.TO vs. CME - Volatility Comparison
Sprott Inc (SII.TO) has a higher volatility of 11.66% compared to CME Group Inc. (CME) at 10.30%. This indicates that SII.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.
Loading charts...
Volatility by Period
| SII.TO | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.66% | 10.30% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 38.65% | 17.22% | +21.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.30% | 20.91% | +24.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 20.88% | +14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.12% | 24.73% | +12.39% |
Dividends
SII.TO vs. CME - Dividend Comparison
SII.TO's dividend yield for the trailing twelve months is around 1.23%, 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% |
SII.TO Sprott Inc | 1.23% | 1.36% | 2.38% | 3.04% | 2.89% | 1.75% | 1.67% | 0.40% | 0.47% | 0.49% | 0.48% | 0.50% |
Financials
SII.TO vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Sprott 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.
Total Revenue: Total amount of money received from sales and other business activities
SII.TO vs. CME - Profitability Comparison
SII.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a gross profit of 182.55M and revenue of 199.39M. Therefore, the gross margin over that period was 91.6%.
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%.
SII.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported an operating income of 57.39M and revenue of 199.39M, resulting in an operating margin of 28.8%.
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%.
SII.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a net income of 40.08M and revenue of 199.39M, resulting in a net margin of 20.1%.
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
SII.TO and CME have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SII.TO 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