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STT vs. CME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STT and CME is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

STT vs. CME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Corporation (STT) and CME Group Inc. (CME). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%December2025FebruaryMarchAprilMay
234.13%
6,531.83%
STT
CME

Key characteristics

Sharpe Ratio

STT:

1.02

CME:

2.45

Sortino Ratio

STT:

1.48

CME:

3.15

Omega Ratio

STT:

1.22

CME:

1.42

Calmar Ratio

STT:

1.09

CME:

2.90

Martin Ratio

STT:

3.82

CME:

11.32

Ulcer Index

STT:

7.40%

CME:

3.77%

Daily Std Dev

STT:

27.71%

CME:

17.43%

Max Drawdown

STT:

-82.26%

CME:

-77.50%

Current Drawdown

STT:

-10.47%

CME:

0.00%

Fundamentals

Market Cap

STT:

$25.82B

CME:

$101.06B

EPS

STT:

$8.88

CME:

$9.93

PE Ratio

STT:

10.19

CME:

28.24

PEG Ratio

STT:

0.98

CME:

8.57

PS Ratio

STT:

1.97

CME:

16.23

PB Ratio

STT:

1.12

CME:

3.74

Total Revenue (TTM)

STT:

$13.04B

CME:

$6.28B

Gross Profit (TTM)

STT:

$12.94B

CME:

$5.43B

EBITDA (TTM)

STT:

$2.85B

CME:

$4.80B

Returns By Period

In the year-to-date period, STT achieves a -6.02% return, which is significantly lower than CME's 22.46% return. Over the past 10 years, STT has underperformed CME with an annualized return of 4.32%, while CME has yielded a comparatively higher 16.24% annualized return.


STT

YTD

-6.02%

1M

19.02%

6M

-0.72%

1Y

25.04%

5Y*

12.94%

10Y*

4.32%

CME

YTD

22.46%

1M

11.21%

6M

30.05%

1Y

42.35%

5Y*

14.28%

10Y*

16.24%

*Annualized

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Risk-Adjusted Performance

STT vs. CME — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STT
The Risk-Adjusted Performance Rank of STT is 8181
Overall Rank
The Sharpe Ratio Rank of STT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of STT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of STT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of STT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of STT is 8282
Martin Ratio Rank

CME
The Risk-Adjusted Performance Rank of CME is 9696
Overall Rank
The Sharpe Ratio Rank of CME is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CME is 9595
Sortino Ratio Rank
The Omega Ratio Rank of CME is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CME is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CME is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STT vs. CME - Risk-Adjusted Performance 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.


The current STT Sharpe Ratio is 1.02, which is lower than the CME Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of STT and CME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.02
2.45
STT
CME

Dividends

STT vs. CME - Dividend Comparison

STT's dividend yield for the trailing twelve months is around 3.27%, less than CME's 3.71% yield.


TTM20242023202220212020201920182017201620152014
STT
State Street Corporation
3.27%2.18%3.41%3.09%2.34%2.86%2.50%2.82%1.64%1.85%1.99%1.48%
CME
CME Group Inc.
3.71%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.47%
0
STT
CME

Volatility

STT vs. CME - Volatility Comparison

State Street Corporation (STT) has a higher volatility of 11.57% compared to CME Group Inc. (CME) at 4.46%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.57%
4.46%
STT
CME

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B20212022202320242025
3.27B
1.64B
(STT) Total Revenue
(CME) Total Revenue
Values in USD except per share items

STT vs. CME - Profitability Comparison

The chart below illustrates the profitability comparison between State Street Corporation and CME Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

80.0%85.0%90.0%95.0%100.0%20212022202320242025
100.0%
87.4%
(STT) Gross Margin
(CME) Gross Margin
STT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, State Street Corporation reported a gross profit of 3.27B and revenue of 3.27B. 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 May 2025, CME Group Inc. reported a gross profit of 1.44B and revenue of 1.64B. Therefore, the gross margin over that period was 87.4%.

STT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, State Street Corporation reported an operating income of 822.00M and revenue of 3.27B, resulting in an operating margin of 25.1%.

CME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, CME Group Inc. reported an operating income of 1.11B and revenue of 1.64B, resulting in an operating margin of 67.5%.

STT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, State Street Corporation reported a net income of 644.00M and revenue of 3.27B, resulting in a net margin of 19.7%.

CME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, CME Group Inc. reported a net income of 944.20M and revenue of 1.64B, resulting in a net margin of 57.5%.