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CME vs POST: Correlation

How closely do CME Group (CME) and Post Holdings, Inc. (POST) trade together? Their weekly returns over three years give a correlation of 0.27, which is weak.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.27
weak
Correlation (1Y)
0.46
last 12 months
Correlation (5Y)
0.19
long-run
Ann. covariance
122.8
%² · weekly, annualized

How correlated are CME and POST?

On 3 years of weekly data the CME/POST correlation comes out at 0.27, weak. The past 12 months show a tighter link (0.46) than the 3-year average (0.27). The 5-year figure is 0.19, and annualized covariance runs at 122.8 %².

Among the 47 assets we track against CME, POST ranks #12 by 3-year correlation. Correlation aside, the last 12 months split them widely, with CME ahead by 36.2 points (+8.1% versus -28.1%).

How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

CME vs POST: side by side

CME (CME Group)POST (Post Holdings, Inc.)
1-year return+8.1%-28.1%
5-year return+73.9%+11.2%
Volatility (ann.)20.0%23.0%
Beta vs S&P 5000.120.11
Max drawdown (3Y)-31.1%-36.9%
Market cap$101.0B$3.7B
P/E (trailing)23.814.9
Dividend yield1.82%0.00%
Sector / categoryFinancialsUS Listed
Lower P/E: POST 14.9 vs 23.8Higher yield: CME 1.82% vs 0.00%Smaller drawdown: CME -31.1% vs -36.9%Higher 5y return: CME +73.9% vs +11.2%
-27%0%+23%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. CME · POST

Year-by-year returns

YearCMEPOST
2022-22.9%+22.3%
2023+31.3%-2.4%
2024+15.4%+30.0%
2025+19.8%-13.5%
2026+5.9%-17.7%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are CME and POST good diversifiers for each other?

A fair diversifier. At 0.27, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

FAQ

What is the correlation between CME and POST?

The CME/POST correlation stands at 0.27 on a 3-year window (1 year: 0.46, 5 years: 0.19), computed from weekly returns as of 2026-08-27.

Is POST a good diversifier for CME?

A fair diversifier. At 0.27, enough of each asset's movement is its own that the pair has smoothed outcomes historically.

What does a correlation of 0.27 mean?

On the −1 to +1 scale, 0.27 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.

Use this data

JSON API · no key required
$ curl https://www.pairbook.io/api/v1/pairs/cme-vs-post.json

CME vs POST: 3-year weekly correlation 0.27CME vs POST0.27

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Related comparisons

Hubs: CME correlations · POST correlations