CME correlations (CME Group)
Every correlation that matters for CME: the assets it tracks, the ones that offset it, and where it sits among 4756 US stocks and ETFs.
Data as of 2026-08-27 · refreshed every trading day · Financials · Financial Exchanges & Data
Volatility (ann.)
20.0%
3y weekly
Beta vs S&P 500
0.12
3y weekly
1-year return
+8.1%
price, adjusted
5-year return
+73.9%
price, adjusted
Market cap
$101.0B
latest
P/E ratio
23.8
trailing
Dividend yield
1.82%
trailing
Max drawdown
-31.1%
3y, daily closes
CME over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with CME
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| CBOE | Cboe Global Markets | 0.58 | |
| ICE | Intercontinental Exchange | 0.47 | |
| TW | Tradeweb Markets Inc. | 0.46 | |
| NDAQ | Nasdaq, Inc. | 0.38 | |
| MKTX | MarketAxess Holdings, Inc. | 0.36 | |
| NTR | Nutrien Ltd. | 0.35 | |
| KR | Kroger | 0.33 | |
| BAK | Braskem SA ADR | 0.30 | |
| SPKL | Spark I Acquisition Corp. - Class A | 0.28 | |
| PM | Philip Morris International | 0.27 | |
| NOC | Northrop Grumman | 0.27 | |
| POST | Post Holdings, Inc. | 0.27 | |
| E | ENI S.p.A. | 0.26 | |
| YUMC | Yum China Holdings, Inc. | 0.26 | |
| HII | Huntington Ingalls Industries | 0.26 |
Best diversifiers for CME
These are the assets whose returns had the least to do with CME's, historically the most independent picks in our universe.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| PDCC | Pearl Diver Credit Company Inc. | -0.30 | |
| AGNT | AGNT, Inc. | -0.29 | |
| WNC | Wabash National Corporation | -0.29 | |
| EHGO | Eshallgo Inc. - Class A | -0.28 | |
| SDA | SunCar Technology Group Inc. | -0.27 | |
| MYGN | Myriad Genetics, Inc. | -0.26 | |
| MTH | Meritage Homes Corporation | -0.25 | |
| BC | Brunswick Corporation | -0.25 | |
| NVCT | Nuvectis Pharma, Inc. | -0.25 | |
| KBH | KB Home | -0.24 |
CME vs benchmarks
CME vs its peers
Get CME data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/cme.jsonCorrelations, diversifiers, beta and volatility for CME, plus one endpoint per pair. API documentation.
CME inside major ETFs
| ETF | CME weight | |
|---|---|---|
| XLF | Financial Select Sector SPDR Fund | 1.24% |
| USMV | iShares MSCI USA Min Vol Factor ETF | 0.86% |
| DGRO | iShares Core Dividend Growth ETF | 0.44% |
| VIG | Vanguard Dividend Appreciation ETF | 0.42% |
| VYM | Vanguard High Dividend Yield ETF | 0.39% |
| VTV | Vanguard Value ETF | 0.36% |
| QUAL | iShares MSCI USA Quality Factor ETF | 0.33% |
| RSP | Invesco S&P 500 Equal Weight ETF | 0.2% |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | 0.16% |
| IVV | iShares Core S&P 500 ETF | 0.15% |
