STT vs. CME
STT (State Street Corporation) and CME (CME Group Inc.) are both stocks. Both are in the Financial Services sector — STT in Asset Management, CME in Financial Data & Stock Exchanges. Over the past 10 years, STT returned 14.13%/yr vs 14.32%/yr for CME. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
STT vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 45.36% return, which is significantly higher than CME's 0.93% return. Both investments have delivered pretty close results over the past 10 years, with STT having a 14.13% annualized return and CME not far ahead at 14.32%.
STT
- 1D
- 0.73%
- 1M
- 7.89%
- 6M
- 42.38%
- YTD
- 45.36%
- 1Y
- 73.96%
- 3Y*
- 41.07%
- 5Y*
- 19.88%
- 10Y*
- 14.13%
- ALL TIME*
- 12.33%
CME
- 1D
- 0.21%
- 1M
- 13.18%
- 6M
- -4.65%
- YTD
- 0.93%
- 1Y
- -0.91%
- 3Y*
- 15.08%
- 5Y*
- 9.26%
- 10Y*
- 14.32%
- ALL TIME*
- 19.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $710.10M | $709.21M | $863.92M | |
| $374.32M | $453.15M | $386.42M |
STT vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 45.36% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
CME CME Group Inc. | 0.93% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between STT and CME is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.39 |
The correlation between STT and CME shifts across timeframes, from -0.05 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$50.97B
CME:
$96.29B
STT:
$12.10
CME:
$11.82
STT:
15.23
CME:
22.66
STT:
1.55
CME:
1.98
STT:
2.51
CME:
14.29
STT:
$21.00B
CME:
$6.77B
STT:
$15.00B
CME:
$5.55B
STT:
$4.94B
CME:
$5.37B
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Return for Risk
STT vs. CME — Risk / Return Rank
STT
CME
STT vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Corporation (STT) 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.
| STT | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.02 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 5.89 | -0.00 | +5.89 |
| Martin ratioReturn relative to average drawdown | 18.11 | -0.00 | +18.11 |
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Drawdowns
STT vs. CME - Drawdown Comparison
The maximum STT drawdown since its inception was -82.26%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for STT and CME.
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Drawdown Indicators
| STT | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -77.50% | -4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -31.09% | +19.30% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -31.09% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -41.45% | -31.74% | -9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -59.59% | -37.36% | -22.23% |
Current DrawdownCurrent decline from peak | -1.30% | -15.58% | +14.28% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -20.69% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 10.72% | -6.89% |
Volatility
STT vs. CME - Volatility Comparison
State Street Corporation (STT) has a higher volatility of 8.16% compared to CME Group Inc. (CME) at 7.71%. This indicates that STT'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
| STT | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.16% | 7.71% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 19.93% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.79% | 23.51% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.12% | 20.66% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.62% | 24.14% | +8.48% |
Dividends
STT vs. CME - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.82%, less than CME's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.20% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
STT State Street Corporation | 1.82% | 2.42% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% |
Financials
STT vs. CME - Financials Comparison
This section allows you to compare key financial metrics between State Street Corporation 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
STT vs. CME - Profitability Comparison
STT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported a gross profit of 4.05B and revenue of 4.05B. Therefore, the gross margin over that period was 100.0%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported a gross profit of 1.18B and revenue of 1.71B. Therefore, the gross margin over that period was 69.3%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported an operating income of 1.39B and revenue of 4.05B, resulting in an operating margin of 34.3%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported an operating income of 1.11B and revenue of 1.71B, resulting in an operating margin of 64.9%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, State Street Corporation reported a net income of 1.08B and revenue of 4.05B, resulting in a net margin of 26.8%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CME Group Inc. reported a net income of 1.04B and revenue of 1.71B, resulting in a net margin of 61.1%.
Frequently Asked Questions
STT and CME have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STT has higher volatility (8.16%) compared to CME (7.71%). In terms of maximum drawdown, STT dropped -82.26% vs CME's -77.50%.
STT currently has the higher Sharpe Ratio (2.80 vs -0.00), 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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