CME (CME Group) 1-Year Sharpe Ratio: -0.86 (As of Jul. 21, 2026)

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CME CME Group Inc CME
78 GF Score
Price $245.11
GF Value $271.36
Valuation Modestly Undervalued
! 3 Warning Signs
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What is CME Group 1-Year Sharpe Ratio?

CME Group CME +0.02% 78 1-Year Sharpe Ratio is -0.86 as of Jul. 21, 2026. GuruFocus rates CME with a GF Score™ of 78/100 and a GF Value™ of $271.36 (Modestly Undervalued). The stock has 3 warning signs investors should review.

The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-21), CME Group's 1-Year Sharpe Ratio is -0.86.

CME Group  (NAS:CME) 1-Year Sharpe Ratio Explanation

The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.

CME Group 1-Year Sharpe Ratio Related Terms

CME vs MCO, ICE, NDAQ: 1-Year Sharpe Ratio Comparison

For the Financial Data & Stock Exchanges subindustry, CME Group's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

CME Group 1-Year Sharpe Ratio vs Capital Markets Industry

For the Capital Markets industry and Financial Services sector, CME Group's 1-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where CME Group's 1-Year Sharpe Ratio falls into.


CME
78GF Score
CME Group Inc CME
1-Year Sharpe Ratio is just one metric. See GF Score™, valuation, warning signs, and more.
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CME Group 1-Year Sharpe Ratio Calculation

The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.

Frequently Asked Questions Learn more about 1-Year Sharpe Ratio →
What does a 1-Year Sharpe Ratio of -0.86 mean?
CME Group (CME) has a 1-Year Sharpe Ratio of -0.86 as of Jul. 21, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for CME Group and its competitors.
Is CME Group's 1-Year Sharpe Ratio too high?
CME Group's current 1-Year Sharpe Ratio is -0.86. Overall, CME Group has a GF Score™ of 78/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does CME Group's 1-Year Sharpe Ratio compare to MCO and ICE?
CME Group's 1-Year Sharpe Ratio of -0.86 can be compared against companies in the Capital Markets industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Capital Markets company?
A good 1-Year Sharpe Ratio depends on the Capital Markets industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for CME Group and its competitors. CME Group's current 1-Year Sharpe Ratio is -0.86. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is CME Group stock overvalued right now?
Based on GuruFocus' analysis, CME Group (CME) is currently considered Modestly Undervalued. The stock's GF Value™ is $271.36, compared to a current price of $245.11 — trading 9.7% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.86. CME Group's overall GF Score™ is 78/100 with 3 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For CME Group (CME), the current 1-Year Sharpe Ratio is -0.86 as of Jul. 21, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is CME Group (CME) Overvalued in 2026?

Based on GuruFocus' analysis, CME Group stock appears to be undervalued. The current stock price of $245.11 is trading 9.7% below its estimated GF Value™ of $271.36. GuruFocus considers CME Group to be Modestly Undervalued.

Key valuation signals for CME:

  • 1-Year Sharpe Ratio: -0.86
  • GF Value™: $271.36 vs. price of $245.11 (9.7% below fair value)
  • GF Score™: 78/100 with 3 warning signs

No single metric tells the full story. See the CME stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

CME Group Business Description

Address 20 South Wacker Drive, Chicago, IL, USA, 60606
Based in Chicago, CME Group operates exchanges giving investors, suppliers, and businesses the ability to trade futures and derivatives based on interest rates, equity indexes, foreign currencies, energy, metals, and commodities. The Chicago Mercantile Exchange was founded in 1898 and in 2002 completed its IPO. Since then, CME Group has consolidated parts of the industry by merging with crosstown rival CBOT Holdings in 2007 before acquiring Nymex Holdings in 2008 and NEX in 2018. In addition, the company has a 27% stake in S&P Dow Jones Indexes, making the Chicago Mercantile Exchange the exclusive venue to trade and clear S&P futures contracts. Through CME's acquisition of NEX, it also expanded into cash foreign exchange, fixed-income trading, and collateral optimization.
78GF Score

Get the complete analysis for CME

1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$245.11
Price
$271.36
GF Value