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TW vs. CBOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TW and CBOE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

TW vs. CBOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradeweb Markets Inc. (TW) and Cboe Global Markets, Inc. (CBOE). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
288.73%
143.12%
TW
CBOE

Key characteristics

Sharpe Ratio

TW:

1.31

CBOE:

0.93

Sortino Ratio

TW:

1.68

CBOE:

1.38

Omega Ratio

TW:

1.26

CBOE:

1.17

Calmar Ratio

TW:

2.10

CBOE:

1.44

Martin Ratio

TW:

6.88

CBOE:

4.02

Ulcer Index

TW:

4.84%

CBOE:

5.20%

Daily Std Dev

TW:

25.47%

CBOE:

22.62%

Max Drawdown

TW:

-48.64%

CBOE:

-43.23%

Current Drawdown

TW:

-9.21%

CBOE:

-5.61%

Fundamentals

Market Cap

TW:

$29.20B

CBOE:

$22.37B

EPS

TW:

$2.34

CBOE:

$7.21

PE Ratio

TW:

57.71

CBOE:

29.62

PEG Ratio

TW:

3.86

CBOE:

1.75

PS Ratio

TW:

17.13

CBOE:

5.46

PB Ratio

TW:

4.97

CBOE:

5.20

Total Revenue (TTM)

TW:

$1.32B

CBOE:

$3.14B

Gross Profit (TTM)

TW:

$954.91M

CBOE:

$1.31B

EBITDA (TTM)

TW:

$740.61M

CBOE:

$1.00B

Returns By Period

In the year-to-date period, TW achieves a 3.43% return, which is significantly lower than CBOE's 9.64% return.


TW

YTD

3.43%

1M

-6.93%

6M

2.27%

1Y

32.89%

5Y*

21.21%

10Y*

N/A

CBOE

YTD

9.64%

1M

-2.00%

6M

0.96%

1Y

18.99%

5Y*

19.02%

10Y*

15.71%

*Annualized

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Risk-Adjusted Performance

TW vs. CBOE — Risk-Adjusted Performance Rank

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

TW
The Risk-Adjusted Performance Rank of TW is 8888
Overall Rank
The Sharpe Ratio Rank of TW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of TW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of TW is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TW is 9191
Martin Ratio Rank

CBOE
The Risk-Adjusted Performance Rank of CBOE is 8181
Overall Rank
The Sharpe Ratio Rank of CBOE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CBOE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of CBOE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CBOE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CBOE is 8484
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.

TW vs. CBOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) and Cboe Global Markets, Inc. (CBOE). 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 chart of Sharpe ratio for TW, currently valued at 1.31, compared to the broader market-2.00-1.000.001.002.003.00
TW: 1.31
CBOE: 0.93
The chart of Sortino ratio for TW, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.00
TW: 1.68
CBOE: 1.38
The chart of Omega ratio for TW, currently valued at 1.26, compared to the broader market0.501.001.502.00
TW: 1.26
CBOE: 1.17
The chart of Calmar ratio for TW, currently valued at 2.10, compared to the broader market0.001.002.003.004.005.00
TW: 2.10
CBOE: 1.44
The chart of Martin ratio for TW, currently valued at 6.88, compared to the broader market-5.000.005.0010.0015.0020.00
TW: 6.88
CBOE: 4.02

The current TW Sharpe Ratio is 1.31, which is higher than the CBOE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TW and CBOE, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.31
0.93
TW
CBOE

Dividends

TW vs. CBOE - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.31%, less than CBOE's 1.14% yield.


TTM20242023202220212020201920182017201620152014
TW
Tradeweb Markets Inc.
0.31%0.31%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%0.00%
CBOE
Cboe Global Markets, Inc.
1.14%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%

Drawdowns

TW vs. CBOE - Drawdown Comparison

The maximum TW drawdown since its inception was -48.64%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for TW and CBOE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.21%
-5.61%
TW
CBOE

Volatility

TW vs. CBOE - Volatility Comparison

Tradeweb Markets Inc. (TW) has a higher volatility of 15.76% compared to Cboe Global Markets, Inc. (CBOE) at 7.86%. This indicates that TW's price experiences larger fluctuations and is considered to be riskier than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.76%
7.86%
TW
CBOE

Financials

TW vs. CBOE - Financials Comparison

This section allows you to compare key financial metrics between Tradeweb Markets Inc. and Cboe Global Markets, 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


Values in USD except per share items