VALU vs. CME
VALU (Value Line, Inc.) and CME (CME Group Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, VALU returned 10.12%/yr vs 14.32%/yr for CME. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
VALU vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, VALU achieves a -8.55% return, which is significantly lower than CME's 0.93% return. Over the past 10 years, VALU has underperformed CME with an annualized return of 10.12%, while CME has yielded a comparatively higher 14.32% annualized return.
VALU
- 1D
- -0.70%
- 1M
- -11.54%
- 6M
- -7.03%
- YTD
- -8.55%
- 1Y
- -5.12%
- 3Y*
- -10.76%
- 5Y*
- 4.04%
- 10Y*
- 10.12%
- ALL TIME*
- 6.85%
CME
- 1D
- 0.21%
- 1M
- 13.18%
- 6M
- -4.65%
- YTD
- 0.93%
- 1Y
- -0.91%
- 3Y*
- 15.08%
- 5Y*
- 9.26%
- 10Y*
- 14.32%
- ALL TIME*
- 19.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $710.10M | $709.21M | $863.92M | |
VALU Value Line, Inc. | $103.64K | $92.91K | $101.65K |
VALU vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | -8.55% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
CME CME Group Inc. | 0.93% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between VALU and CME is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.12 |
The correlation between VALU and CME shifts across timeframes, from -0.07 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VALU:
$320.95M
CME:
$96.29B
VALU:
$2.34
CME:
$11.82
VALU:
14.61
CME:
22.66
VALU:
9.50
CME:
14.29
VALU:
$33.83M
CME:
$6.77B
VALU:
$16.58M
CME:
$5.55B
VALU:
$6.13M
CME:
$5.37B
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Return for Risk
VALU vs. CME — Risk / Return Rank
VALU
CME
VALU vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) 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.
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.
| VALU | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.02 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.00 | -0.26 |
| Martin ratioReturn relative to average drawdown | -0.60 | -0.00 | -0.59 |
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Drawdowns
VALU vs. CME - Drawdown Comparison
The maximum VALU drawdown since its inception was -77.54%, roughly equal to the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for VALU and CME.
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Drawdown Indicators
| VALU | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -77.50% | -0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -17.84% | -31.09% | +13.25% |
Max Drawdown (3Y)Largest decline over 3 years | -43.43% | -31.09% | -12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -67.15% | -31.74% | -35.41% |
Max Drawdown (10Y)Largest decline over 10 years | -67.15% | -37.36% | -29.79% |
Current DrawdownCurrent decline from peak | -62.04% | -15.58% | -46.46% |
Average DrawdownAverage peak-to-trough decline | -33.20% | -20.69% | -12.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 10.72% | -3.01% |
Volatility
VALU vs. CME - Volatility Comparison
Value Line, Inc. (VALU) has a higher volatility of 11.32% compared to CME Group Inc. (CME) at 7.71%. This indicates that VALU'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.
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Volatility by Period
| VALU | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.32% | 7.71% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 21.04% | 19.93% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.49% | 23.51% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.81% | 20.66% | +40.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.66% | 24.14% | +33.52% |
Dividends
VALU vs. CME - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.95%, less than CME's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.20% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
VALU Value Line, Inc. | 3.95% | 3.32% | 2.23% | 2.24% | 1.91% | 1.86% | 2.52% | 2.73% | 3.65% | 3.67% | 3.44% | 4.37% |
Financials
VALU vs. CME - Financials Comparison
This section allows you to compare key financial metrics between Value Line, 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
Frequently Asked Questions
VALU and CME have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VALU has higher volatility (11.32%) compared to CME (7.71%). In terms of maximum drawdown, VALU dropped -77.54% vs CME's -77.50%.
CME currently has the higher Sharpe Ratio (-0.00 vs -0.16), 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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