Cboe Global Markets (CBOE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cboe Global Markets, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $320.42 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +26.94% |
| Total return over period | +103.80% |
| Annualized volatility | 27.13% |
| Period volatility | 46.87% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.95 |
| Sortino ratio | 2.78 |
| Max drawdown | -36.73% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.88% |
| Correlation with the S&P 500 | -0.15 |
| Period range | $158.73 – $365.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Cboe Global Markets (CBOE) has posted an annualized return of +26.94% with annual volatility of 27.13%, a Sharpe ratio of 1.95. Its worst stretch (max drawdown from a peak) was -36.73%. Its correlation with the S&P 500 is -0.15, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CBOE would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Cboe Global Markets (CBOE) is of the S&P 500.
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