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 15.46%/yr vs 14.04%/yr for CME. At a 0.39 correlation, their price movements are largely independent.
Performance
STT vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, STT achieves a 36.44% return, which is significantly higher than CME's -7.59% return. Over the past 10 years, STT has outperformed CME with an annualized return of 15.46%, while CME has yielded a comparatively lower 14.04% annualized return.
STT
- 1D
- 3.21%
- 1M
- 12.84%
- YTD
- 36.44%
- 6M
- 34.50%
- 1Y
- 79.26%
- 3Y*
- 39.21%
- 5Y*
- 20.27%
- 10Y*
- 15.46%
CME
- 1D
- -0.48%
- 1M
- -15.37%
- YTD
- -7.59%
- 6M
- -7.63%
- 1Y
- -7.03%
- 3Y*
- 15.35%
- 5Y*
- 7.09%
- 10Y*
- 14.04%
STT vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STT State Street Corporation | 36.44% | 35.54% | 30.18% | 3.54% | -13.75% | 31.03% | -4.76% | 29.35% | -33.97% | 27.84% |
CME CME Group Inc. | -7.59% | 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 -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
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 -0.04 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
Fundamentals
STT:
$10.18
CME:
$11.75
STT:
17.06
CME:
20.87
STT:
1.73
CME:
1.82
STT:
2.22
CME:
13.10
STT:
$22.63B
CME:
$6.76B
STT:
$13.89B
CME:
$5.84B
STT:
$4.29B
CME:
$5.69B
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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 | +3.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.96 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 6.76 | -0.31 | +7.07 |
| Martin ratioReturn relative to average drawdown | 20.63 | -0.97 | +21.59 |
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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% | -22.70% | +10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -25.68% | -22.70% | -2.98% |
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 | 0.00% | -22.70% | +22.70% |
Average DrawdownAverage peak-to-trough decline | -20.46% | -20.68% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 7.27% | -3.41% |
Volatility
STT vs. CME - Volatility Comparison
The current volatility for State Street Corporation (STT) is 7.06%, while CME Group Inc. (CME) has a volatility of 10.05%. This indicates that STT experiences smaller price fluctuations and is considered to be less risky 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 | 7.06% | 10.05% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 17.92% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.08% | 21.25% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.30% | 20.19% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.94% | 23.97% | +8.97% |
Dividends
STT vs. CME - Dividend Comparison
STT's dividend yield for the trailing twelve months is around 1.89%, less than CME's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.59% | 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 | 1.89% | 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 Jun 2026, State Street Corporation reported a gross profit of 3.64B and revenue of 5.59B. Therefore, the gross margin over that period was 65.1%.
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%.
STT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported an operating income of 918.00M and revenue of 5.59B, resulting in an operating margin of 16.4%.
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%.
STT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, State Street Corporation reported a net income of 747.00M and revenue of 5.59B, resulting in a net margin of 13.4%.
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
STT and CME have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.05%) compared to STT (7.06%). In terms of maximum drawdown, STT dropped -82.26% vs CME's -77.50%.
STT currently has the higher Sharpe Ratio (3.18 vs -0.33), 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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