TW vs. CBOE
Compare and contrast key facts about Tradeweb Markets Inc. (TW) and Cboe Global Markets, Inc. (CBOE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TW or CBOE.
Key characteristics
| TW | CBOE | |
|---|---|---|
| YTD Return | 42.29% | 12.72% |
| 1Y Return | 39.49% | 13.12% |
| 3Y Return (Ann) | 10.90% | 16.82% |
| 5Y Return (Ann) | 25.38% | 12.87% |
| Sharpe Ratio | 1.83 | 0.74 |
| Sortino Ratio | 2.62 | 1.18 |
| Omega Ratio | 1.33 | 1.14 |
| Calmar Ratio | 2.99 | 1.06 |
| Martin Ratio | 9.93 | 2.41 |
| Ulcer Index | 3.91% | 6.38% |
| Daily Std Dev | 21.24% | 20.69% |
| Max Drawdown | -48.64% | -43.23% |
| Current Drawdown | -4.52% | -7.22% |
Fundamentals
| TW | CBOE | |
|---|---|---|
| Market Cap | $28.14B | $20.88B |
| EPS | $2.08 | $7.34 |
| PE Ratio | 62.00 | 27.18 |
| PEG Ratio | 2.98 | 1.75 |
| Total Revenue (TTM) | $1.63B | $3.96B |
| Gross Profit (TTM) | $1.25B | $2.40B |
| EBITDA (TTM) | $844.40M | $1.30B |
Correlation
The correlation between TW and CBOE is 0.29, 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.
Performance
TW vs. CBOE - Performance Comparison
In the year-to-date period, TW achieves a 42.29% return, which is significantly higher than CBOE's 12.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
TW vs. CBOE - Dividend Comparison
TW's dividend yield for the trailing twelve months is around 0.30%, less than CBOE's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TW Tradeweb Markets Inc. | 0.30% | 0.40% | 0.49% | 0.32% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CBOE Cboe Global Markets, Inc. | 1.14% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.23% |
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.
Volatility
TW vs. CBOE - Volatility Comparison
The current volatility for Tradeweb Markets Inc. (TW) is 4.66%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 7.40%. This indicates that TW experiences smaller price fluctuations and is considered to be less risky than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities