CME Correlations

CME Stock

USD 269.68 0.00 0.00%

The current 90-days correlation between CME Group and Intercontinental Exchange is 0.37 (i.e., Weak diversification). The correlation of CME is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

CME Correlation With Market

Significant diversification

The correlation between CME Group and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CME Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CME Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CME Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry.

Moving together with CME Stock

0.63

LCDX

Caliber Imaging Diag

Pair Corr

Moving against CME Stock

0.69	JD	JD Inc Adr Aggressive Push	Pair Corr
0.57	300059	East Money Information	Pair Corr
0.41	VALU	Value Line	Pair Corr
0.31	MORN	Morningstar	Pair Corr
0.43	459200KV2	IBM 49 27	Pair Corr
0.38	RKLB	Rocket Lab USA	Pair Corr
0.36	694308HY6	US694308HY69	Pair Corr

Related Correlations Analysis

	ICE	COIN	MCO	BMO	MMC	BAM	MFG	NDAQ	IBN	BNS
ICE		-0.15	0.5	0.79	0.53	0.37	0.37	0.71	-0.28	0.42	ICE
COIN	-0.15		-0.47	-0.23	0.58	0.74	-0.77	-0.56	0.49	-0.83	COIN
MCO	0.5	-0.47		0.64	-0.05	0.0	0.67	0.84	-0.64	0.72	MCO
BMO	0.79	-0.23	0.64		0.26	0.37	0.63	0.78	-0.54	0.65	BMO
MMC	0.53	0.58	-0.05	0.26		0.74	-0.44	0.08	0.25	-0.4	MMC
BAM	0.37	0.74	0.0	0.37	0.74		-0.31	0.03	0.09	-0.34	BAM
MFG	0.37	-0.77	0.67	0.63	-0.44	-0.31		0.69	-0.7	0.95	MFG
NDAQ	0.71	-0.56	0.84	0.78	0.08	0.03	0.69		-0.54	0.79	NDAQ
IBN	-0.28	0.49	-0.64	-0.54	0.25	0.09	-0.7	-0.54		-0.67	IBN
BNS	0.42	-0.83	0.72	0.65	-0.4	-0.34	0.95	0.79	-0.67		BNS
	ICE	COIN	MCO	BMO	MMC	BAM	MFG	NDAQ	IBN	BNS

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BNS	+ 0.95	MFG
NDAQ	+ 0.84	MCO
BMO	+ 0.79	ICE
BNS	+ 0.79	NDAQ
NDAQ	+ 0.78	BMO
BAM	+ 0.74	COIN

High negative correlations

BNS	- 0.83	COIN
MFG	- 0.77	COIN
IBN	- 0.7	MFG
BNS	- 0.67	IBN
IBN	- 0.64	MCO
NDAQ	- 0.56	COIN

Risk-Adjusted Indicators

There is a big difference between CME Stock performing well and CME Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze CME's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ICE	0.98	(0.11)	0.00	(0.11)	0.00	0.00	1.69	(2.19)	6.06
COIN	2.95	(0.64)	0.00	(0.16)	0.00	0.00	5.19	(7.06)	17.36
MCO	0.97	0.04	0.01	0.11	1.42	(0.92)	1.59	(2.30)	6.29
BMO	0.76	(0.02)	(0.02)	0.03	1.11	(0.68)	1.70	(1.77)	4.05
MMC	0.87	(0.16)	0.00	(0.47)	0.00	0.00	1.67	(1.64)	9.76
BAM	1.24	(0.17)	0.00	(0.05)	0.00	0.00	2.15	(3.71)	8.59
MFG	1.28	0.08	0.05	0.12	1.75	(1.28)	3.07	(2.84)	7.68
NDAQ	0.90	0.09	0.06	0.18	1.25	(0.88)	1.71	(1.87)	4.93
IBN	0.74	(0.01)	0.00	0.20	0.00	0.00	1.41	(1.75)	9.21
BNS	0.64	0.20	0.20	0.47	0.57	(0.74)	1.65	(1.36)	4.74

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC