CME Group Inc. (CME) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CME Group Inc. (CME): 1Y return 8.1%, Sharpe ratio 0.44, volatility 23.0%, max drawdown -31.1%. A Stock in the Equity asset class. Compare CME with other assets and invest through your own broker with pfolio.
CME Group Inc. (CME) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CME Performance
- MTD
- Return: 4.9%, Sharpe: 3.53, Volatility: 18.5%, Max Drawdown: -3.2%
- YTD
- Return: 5.9%, Sharpe: 0.45, Volatility: 25.8%, Max Drawdown: -31.1%
- 1Y
- Return: 8.1%, Sharpe: 0.44, Volatility: 23.0%, Max Drawdown: -31.1%
- 5Y
- Return: 73.4%, Sharpe: 0.63, Volatility: 20.3%, Max Drawdown: -31.7%
- 10Y
- Return: 290.2%, Sharpe: 0.67, Volatility: 23.7%, Max Drawdown: -37.4%
Frequently Asked Questions
- What is CME Group Inc. (CME)?
- CME Group Inc. (CME) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CME compare to other assets?
- You can compare CME with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CME through pfolio?
- pfolio helps you build diversified portfolios that may include CME. You invest through your own broker — pfolio provides the analytics.