CME Group Inc. (CME) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CME Group Inc. (CME): 1Y return -7.4%, Sharpe ratio -0.22, volatility 22.3%, 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: 11.0%, Sharpe: 9.92, Volatility: 30.0%, Max Drawdown: -1.4%
- YTD
- Return: -7.6%, Sharpe: -0.42, Volatility: 26.3%, Max Drawdown: -31.1%
- 1Y
- Return: -7.4%, Sharpe: -0.22, Volatility: 22.3%, Max Drawdown: -31.1%
- 5Y
- Return: 43.7%, Sharpe: 0.45, Volatility: 20.1%, Max Drawdown: -31.7%
- 10Y
- Return: 261.6%, Sharpe: 0.65, Volatility: 23.6%, 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.