CME Group Inc. (CME) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CME Group Inc. (CME): 1Y return 6.1%, Sharpe ratio 0.36, volatility 23.7%, 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: 5.8%, Sharpe: 8.21, Volatility: 22.1%, Max Drawdown: -1.2%
- YTD
- Return: 5.0%, Sharpe: 0.36, Volatility: 25.2%, Max Drawdown: -31.1%
- 1Y
- Return: 6.1%, Sharpe: 0.36, Volatility: 23.7%, Max Drawdown: -31.1%
- 5Y
- Return: 68.7%, Sharpe: 0.60, Volatility: 20.4%, Max Drawdown: -31.7%
- 10Y
- Return: 290.7%, Sharpe: 0.67, Volatility: 23.8%, 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.