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 sector. Data as of 2026-09-13.
| Last close price | $281.04 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +24.06% |
| Total return over period | +90.11% |
| Annualized volatility | 25.97% |
| Period volatility | 44.83% |
| Sharpe ratio | 0.78 |
| Sortino ratio | 1.09 |
| Max drawdown | -36.73% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.75% |
| Correlation with the S&P 500 | -0.13 |
| Period range | $145.53 – $365.93 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Cboe Global Markets (CBOE) has posted an annualized return of +24.06% with annual volatility of 25.97%, a Sharpe ratio of 0.78. 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 stocks, try the optimizer.
Optimize a portfolio with CBOE →
Other Financials stocks
Is it part of the S&P 500?
Yes, Cboe Global Markets (CBOE) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio