CME
CME Group Inc.
Stock
$263.14−1.96 (−0.74%)Close Oct 2, 2026
Dec 6, 2002 – Oct 2, 2026, Dividends reinvested
- Final balance
- $646,741
- CAGR
- +19.13%
- Max drawdown
- −77.50%
- Sharpe ratio
- 0.70
Loading the growth chart…
Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −4.82%
- 3M
- +11.74%
- 6M
- −12.90%
- YTD
- −0.36%
- 1Y
- +2.99%
- 3Y
- +14.32%
- 5Y
- +10.55%
- 10Y
- +13.98%
- 15Y
- +16.64%
- 20Y
- +9.16%
- Since 2002
- +19.13%
Metrics
Since 2002| Volatility | 32.67% |
|---|---|
| Sortino ratio | 1.03 |
| Calmar ratio | 0.25 |
| Best year, 2004 | +218.53% |
| Worst year, 2008 | −68.83% |
| Positive years | 18 of 23 |
| Longest drawdown | 8.6 years |
Worst drawdowns
Since 2002| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −77.5% | Dec 2007 | Nov 2008 | Aug 2016 | 8.6 years |
| −37.4% | Mar 2020 | Mar 2020 | May 2021 | 1.2 years |
| −31.7% | Mar 2022 | Oct 2022 | Oct 2024 | 2.6 years |
| −31.1% | Mar 2026 | Jun 2026 | Not yet | 7 months so far |
| −25.5% | Dec 2004 | Apr 2005 | Jun 2005 | 5 months |
Annual returns
2002 from Dec 6 · 2026 through Oct 2