Cboe Global Markets (CBOE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cboe Global Markets, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $297.74 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +30.13% |
| Total return over period | +119.44% |
| Annualized volatility | 25.10% |
| Sharpe ratio | 1.05 |
| Sortino ratio | 1.50 |
| Max drawdown | -36.73% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.56% |
| Correlation with the S&P 500 | -0.13 |
| Period range | $135.69 – $365.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Cboe Global Markets (CBOE) has posted an annualized return of +30.13% with annual volatility of 25.10%, a Sharpe ratio of 1.05. Its worst stretch (max drawdown from a peak) was -36.73%. Its correlation with the S&P 500 is -0.13, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with CBOE →
Other Financials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio