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TW vs. CBOE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, TW achieves a -6.31% return, which is significantly lower than CBOE's 24.16% return.


TW

1D
2.76%
1M
-2.23%
6M
-2.25%
YTD
-6.31%
1Y
-26.32%
3Y*
7.73%
5Y*
3.42%
10Y*
ALL TIME*
16.37%

CBOE

1D
4.62%
1M
24.60%
6M
17.58%
YTD
24.16%
1Y
26.51%
3Y*
31.94%
5Y*
22.86%
10Y*
17.85%
ALL TIME*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$331.59M$331.44M$425.74M
$197.00M$171.87M$180.44M

TW vs. CBOE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TW
Tradeweb Markets Inc.
-6.31%-17.55%44.56%40.61%-34.86%60.96%35.50%36.03%
CBOE
Cboe Global Markets, Inc.
24.16%29.96%10.74%44.37%-2.16%42.23%-21.17%26.50%

Correlation

The correlation between TW and CBOE is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2019

0.31

Fundamentals

Market Cap

TW:

$21.40B

CBOE:

$32.47B

EPS

TW:

$4.19

CBOE:

$12.89

PE Ratio

TW:

23.97

CBOE:

24.06

PEG Ratio

TW:

0.66

CBOE:

0.45

PS Ratio

TW:

9.75

CBOE:

6.43

PB Ratio

TW:

3.22

CBOE:

5.78

Total Revenue (TTM)

TW:

$2.21B

CBOE:

$5.06B

Gross Profit (TTM)

TW:

$1.50B

CBOE:

$2.65B

EBITDA (TTM)

TW:

$1.52B

CBOE:

$2.05B

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Return for Risk

TW vs. CBOE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TW
TW Risk / Return Rank: 1111
Overall Rank
TW Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TW Sortino Ratio Rank: 1010
Sortino Ratio Rank
TW Omega Ratio Rank: 1111
Omega Ratio Rank
TW Calmar Ratio Rank: 1414
Calmar Ratio Rank
TW Martin Ratio Rank: 1414
Martin Ratio Rank

CBOE
CBOE Risk / Return Rank: 6969
Overall Rank
CBOE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 6868
Sortino Ratio Rank
CBOE Omega Ratio Rank: 7070
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6363
Calmar Ratio Rank
CBOE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TW vs. CBOE - Risk-Adjusted Trends 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.

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.


TWCBOEDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

0.86

1.19

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.78

0.82

-1.60

Martin ratioReturn relative to average drawdown

-1.24

2.67

-3.92

TW vs. CBOE - Sharpe Ratio Comparison

The current TW Sharpe Ratio is -0.89, which is lower than the CBOE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TW and CBOE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


TWCBOEDifference

Max Drawdown

Largest peak-to-trough decline

-48.64%

-43.23%

-5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-34.83%

-36.73%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-38.26%

-36.73%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.64%

-36.73%

-11.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.23%

Current Drawdown

Current decline from peak

-32.19%

-15.22%

-16.97%

Average Drawdown

Average peak-to-trough decline

-14.23%

-11.53%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.86%

11.27%

+10.59%

Volatility

TW vs. CBOE - Volatility Comparison

Tradeweb Markets Inc. (TW) has a higher volatility of 13.40% compared to Cboe Global Markets, Inc. (CBOE) at 10.21%. 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.


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Volatility by Period


TWCBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

10.21%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

25.51%

29.24%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

31.13%

31.94%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.46%

24.22%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.52%

25.89%

+4.63%

Dividends

TW vs. CBOE - Dividend Comparison

TW's dividend yield for the trailing twelve months is around 0.52%, less than CBOE's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CBOE
Cboe Global Markets, Inc.
0.93%1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%
TW
Tradeweb Markets Inc.
0.52%0.45%0.31%0.40%0.49%0.32%0.51%0.52%0.00%0.00%0.00%0.00%

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

TW vs. CBOE - Profitability Comparison

The chart below illustrates the profitability comparison between Tradeweb Markets Inc. and Cboe Global Markets, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tradeweb Markets Inc. reported a gross profit of 378.11M and revenue of 558.95M. Therefore, the gross margin over that period was 67.7%.

CBOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported a gross profit of 731.60M and revenue of 1.44B. Therefore, the gross margin over that period was 50.7%.

TW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tradeweb Markets Inc. reported an operating income of 245.26M and revenue of 558.95M, resulting in an operating margin of 43.9%.

CBOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported an operating income of 476.00M and revenue of 1.44B, resulting in an operating margin of 33.0%.

TW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tradeweb Markets Inc. reported a net income of 181.32M and revenue of 558.95M, resulting in a net margin of 32.4%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cboe Global Markets, Inc. reported a net income of 353.10M and revenue of 1.44B, resulting in a net margin of 24.5%.


Frequently Asked Questions


TW and CBOE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TW has higher volatility (13.40%) compared to CBOE (10.21%). In terms of maximum drawdown, TW dropped -48.64% vs CBOE's -43.23%.

CBOE currently has the higher Sharpe Ratio (0.95 vs -0.89), 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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