CME Group Inc. (CME) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CME Group Inc. (CME): 1Y return -0.7%, Sharpe ratio 0.06, volatility 19.1%, max drawdown -14.2%. 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: -5.0%, Sharpe: -2.14, Volatility: 26.9%, Max Drawdown: -10.4%
- YTD
- Return: 2.6%, Sharpe: 0.38, Volatility: 22.2%, Max Drawdown: -14.2%
- 1Y
- Return: -0.7%, Sharpe: 0.06, Volatility: 19.1%, Max Drawdown: -14.2%
- 5Y
- Return: 54.1%, Sharpe: 0.53, Volatility: 19.5%, Max Drawdown: -31.7%
- 10Y
- Return: 308.4%, Sharpe: 0.70, Volatility: 23.3%, 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.