CME Group (CME): analysis and statistics
Return, volatility, Sharpe ratio and risk for CME Group, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $267.25 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +15.25% |
| Total return over period | +52.75% |
| Annualized volatility | 19.61% |
| Sharpe ratio | 0.59 |
| Sortino ratio | 0.82 |
| Max drawdown | -31.09% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.94% |
| Correlation with the S&P 500 | -0.07 |
| Period range | $174.96 – $317.19 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CME Group (CME) has posted an annualized return of +15.25% with annual volatility of 19.61%, a Sharpe ratio of 0.59. Its worst stretch (max drawdown from a peak) was -31.09%. Its correlation with the S&P 500 is -0.07, 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 CME would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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