TPR vs. CME
TPR (Tapestry, Inc.) and CME (CME Group Inc.) are both stocks. TPR operates in Luxury Goods (Consumer Cyclical), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, TPR returned 17.11%/yr vs 14.50%/yr for CME. At a 0.26 correlation, their price movements are largely independent.
Performance
TPR vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, TPR achieves a 10.89% return, which is significantly higher than CME's -5.50% return. Over the past 10 years, TPR has outperformed CME with an annualized return of 17.11%, while CME has yielded a comparatively lower 14.50% annualized return.
TPR
- 1D
- 0.57%
- 1M
- 5.86%
- YTD
- 10.89%
- 6M
- 20.82%
- 1Y
- 80.77%
- 3Y*
- 52.54%
- 5Y*
- 29.87%
- 10Y*
- 17.11%
CME
- 1D
- -2.09%
- 1M
- -10.39%
- YTD
- -5.50%
- 6M
- -4.13%
- 1Y
- -4.58%
- 3Y*
- 15.54%
- 5Y*
- 7.50%
- 10Y*
- 14.50%
TPR vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPR Tapestry, Inc. | 10.89% | 98.73% | 82.80% | 0.16% | -3.32% | 32.29% | 16.86% | -15.97% | -22.09% | 30.48% |
CME CME Group Inc. | -5.50% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between TPR and CME is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.26 |
The correlation between TPR and CME shifts across timeframes, from -0.12 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TPR:
$29.35B
CME:
$91.54B
TPR:
$3.15
CME:
$11.75
TPR:
44.72
CME:
21.45
TPR:
3.78
CME:
13.46
TPR:
43.01
CME:
3.44
TPR:
$7.85B
CME:
$6.76B
TPR:
$5.98B
CME:
$5.84B
TPR:
$1.06B
CME:
$5.69B
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Return for Risk
TPR vs. CME — Risk / Return Rank
TPR
CME
TPR vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tapestry, Inc. (TPR) 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.
| TPR | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.22 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.98 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | -0.21 | +4.44 |
| Martin ratioReturn relative to average drawdown | 10.73 | -0.72 | +11.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPR | CME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | -0.23 | +2.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.38 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.61 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.14 |
Drawdowns
TPR vs. CME - Drawdown Comparison
The maximum TPR drawdown since its inception was -82.55%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for TPR and CME.
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Drawdown Indicators
| TPR | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.55% | -77.50% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -19.21% | -21.42% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -39.54% | -21.42% | -18.12% |
Max Drawdown (5Y)Largest decline over 5 years | -41.87% | -31.74% | -10.13% |
Max Drawdown (10Y)Largest decline over 10 years | -79.06% | -37.36% | -41.70% |
Current DrawdownCurrent decline from peak | -11.72% | -20.95% | +9.23% |
Average DrawdownAverage peak-to-trough decline | -27.74% | -20.69% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.55% | 6.35% | +1.20% |
Volatility
TPR vs. CME - Volatility Comparison
The current volatility for Tapestry, Inc. (TPR) is 8.83%, while CME Group Inc. (CME) has a volatility of 10.21%. This indicates that TPR 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
| TPR | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.83% | 10.21% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 16.89% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.87% | 20.38% | +20.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.24% | 20.06% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.23% | 23.89% | +20.34% |
Dividends
TPR vs. CME - Dividend Comparison
TPR's dividend yield for the trailing twelve months is around 1.14%, 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% |
TPR Tapestry, Inc. | 1.14% | 1.17% | 2.14% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 3.00% | 3.06% | 3.85% | 4.13% |
Financials
TPR vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Tapestry, 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
TPR vs. CME - Profitability Comparison
TPR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported a gross profit of 1.48B and revenue of 1.92B. Therefore, the gross margin over that period was 76.9%.
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%.
TPR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported an operating income of 427.50M and revenue of 1.92B, resulting in an operating margin of 22.3%.
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%.
TPR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tapestry, Inc. reported a net income of 343.80M and revenue of 1.92B, resulting in a net margin of 17.9%.
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
TPR and CME have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.21%) compared to TPR (8.83%). In terms of maximum drawdown, TPR dropped -82.55% vs CME's -77.50%.
TPR currently has the higher Sharpe Ratio (1.99 vs -0.23), 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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