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CME vs CNQ

Comparison between CME Group Inc - Class A (CME, Company) and Canadian Natural Resources Ltd (CNQ, Company).

CME is from the Financial Services sector, while CNQ is from the Energy sector.

5-Year PerformanceCNQ has outperformed CME, delivering a return of +26.1% compared to +9.2%

CME vs CNQ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
CME
$95B
Winner
CNQ
$95B
Max Drawdown
Winner
CME
77.97%
CNQ
85.40%
Sharpe Ratio
CME
0.04
Winner
CNQ
1.38
5Y Beta
Winner
CME
-0.12
CNQ
0.56
Industry
CME
Financial Data & Stock Exchanges
CNQ
Oil & Gas E&p
P/E Ratio
CME
23.46
Winner
CNQ
13.46
Forward P/E
CME
21.05
Winner
CNQ
11.24
PEG Ratio
CME
1.25
Winner
CNQ
0.41
Dividend Yield
CME
1.91%
Winner
CNQ
5.25%
5Y Dividends CAGR
CME
12.78%
Winner
CNQ
26.57%
5Y EPS CAGR
CME
14.51%
Winner
CNQ
35.39%
Debt to Equity
Winner
CME
0.00%
CNQ
44.85%
Free Cash Flow Yield
CME
4.57%
Winner
CNQ
4.70%
P/S Ratio
CME
13.71
Winner
CNQ
2.42
P/B Ratio
CME
3.49
Winner
CNQ
2.98

CME vs CNQ - Historical Returns

Returns include dividend reinvestment.

1M
CME
-5.20%
Winner
CNQ
-3.42%
3M
CME
-12.95%
Winner
CNQ
-5.82%
6M
CME
+1.44%
Winner
CNQ
+38.63%
1Y
CME
+3.37%
Winner
CNQ
+43.53%
5Y(CAGR)
CME
+9.17%
Winner
CNQ
+26.13%
10Y(CAGR)
CME
+15.33%
Winner
CNQ
+18.00%
Max(CAGR)
Winner
CME
+19.49%
CNQ
+16.62%

CME vs CNQ - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

YearCMECNQ
2026+2.89%+33.26%
2025+19.58%+13.74%
2024+16.19%-1.65%
2023+30.69%+31.66%
2022-21.87%+40.31%
2021+31.45%+80.91%
2020-6.86%-17.44%
2019+11.17%+36.24%
2018+33.27%-31.52%
2017+33.42%+13.77%
2016+36.85%+54.53%
2015+8.30%-26.51%
2014+19.08%-4.38%
2013+61.87%+16.22%
2012+10.43%-25.68%
2011-21.38%-16.43%
2010-4.57%+21.44%
2009+60.84%+69.80%
2008-68.28%-46.25%
2007+31.94%+50.65%
2006+41.19%+5.17%
2005+69.85%+145.96%
2004+216.18%+67.11%
2003+67.26%+69.98%
2002+1.77%+25.53%
2001N/A-12.45%
2000N/A-1.37%

CME vs CNQ Drawdown Comparison

The maximum drawdown for CME was -77.49%, occurring on Nov 20, 2008. Recovery took 2170 trading sessions.

The maximum drawdown for CNQ was -80.77%, occurring on Mar 18, 2020. Recovery took 3261 trading sessions.

The current CME drawdown is -15.00%. The current CNQ drawdown is -9.53%.

RankCMECNQ
#1-77.49%
Dec 21, 2007 - Aug 5, 2016
-80.77%
Jun 18, 2008 - Jun 2, 2021
#2-37.34%
Mar 4, 2020 - May 14, 2021
-37.34%
Sep 15, 2000 - May 14, 2003
#3-31.74%
Mar 21, 2022 - Oct 16, 2024
-35.85%
Apr 10, 2024 - Jan 29, 2026
#4-25.44%
Dec 31, 2004 - Jun 2, 2005
-34.46%
Feb 6, 2006 - May 7, 2007
#5-21.39%
Mar 2, 2026 - Jun 2, 2026
-31.51%
Apr 20, 2022 - Aug 28, 2023
#6-20.44%
Jul 1, 2004 - Sep 21, 2004
-29.76%
Nov 6, 2007 - Apr 21, 2008
#7-17.07%
Jul 23, 2003 - Jan 16, 2004
-25.45%
Sep 1, 2005 - Dec 12, 2005
#8-16.36%
Jan 13, 2003 - Apr 22, 2003
-19.02%
Jun 15, 2021 - Oct 4, 2021
#9-15.69%
Jan 24, 2007 - Aug 8, 2007
-17.56%
Mar 4, 2005 - Jun 3, 2005
#10-15.42%
Nov 16, 2018 - May 30, 2019
-16.41%
Jul 19, 2007 - Sep 13, 2007
#11-14.69%
Jun 16, 2021 - Oct 22, 2021
-14.72%
Oct 22, 2004 - Jan 27, 2005
#12-13.92%
Aug 2, 2005 - Sep 16, 2005
-14.15%
Mar 27, 2026 - Apr 17, 2026
#13-13.60%
Jul 5, 2006 - Oct 9, 2006
-14.03%
Apr 15, 2004 - Jun 24, 2004
#14-13.39%
Apr 21, 2006 - Jul 5, 2006
-12.99%
Aug 12, 2005 - Aug 31, 2005
#15-12.48%
Aug 8, 2007 - Oct 1, 2007
-12.42%
Jan 5, 2004 - Mar 1, 2004

Correlation

Correlation between CME and CNQ is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85
-101

Dividend Comparison (2001 - 2026)

CME vs CNQ dividend yield comparison.

YearCMECNQ
20263.25%1.00%
20251.83%5.01%
20244.48%5.02%
20234.58%4.17%
20225.05%6.31%
20213.00%3.78%
20203.24%5.26%
20192.74%3.49%
20182.42%4.56%
20174.20%3.08%
20164.90%2.94%
20155.41%4.21%
20144.38%2.92%
20135.61%1.70%
20127.29%1.46%
20112.30%0.96%
20101.43%0.68%
20091.37%0.58%
20084.61%1.00%
20070.50%0.46%
20060.49%0.66%
20050.50%0.55%
20040.45%1.11%
20030.87%1.19%
20020.00%0.80%
20010.00%0.79%

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