CME vs SPY
Comparison between CME Group Inc - Class A (CME, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed CME, delivering a return of +13.3% compared to +11.3%
CME vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
CME vs SPY - Historical Returns
Returns include dividend reinvestment.
CME vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | CME | SPY |
|---|---|---|
| 2026 | +6.83% | +8.27% |
| 2025 | +19.58% | +18.00% |
| 2024 | +16.19% | +25.59% |
| 2023 | +30.69% | +26.72% |
| 2022 | -21.87% | -18.64% |
| 2021 | +31.45% | +30.52% |
| 2020 | -6.86% | +17.28% |
| 2019 | +11.17% | +31.09% |
| 2018 | +33.27% | -5.24% |
| 2017 | +33.42% | +20.78% |
| 2016 | +36.85% | +13.59% |
| 2015 | +8.30% | +1.31% |
| 2014 | +19.08% | +14.56% |
| 2013 | +61.87% | +29.00% |
| 2012 | +10.43% | +14.17% |
| 2011 | -21.38% | +0.85% |
| 2010 | -4.57% | +13.14% |
| 2009 | +60.84% | +22.67% |
| 2008 | -68.28% | -36.25% |
| 2007 | +31.94% | +5.32% |
| 2006 | +41.19% | +13.85% |
| 2005 | +69.85% | +5.32% |
| 2004 | +216.18% | +10.75% |
| 2003 | +67.26% | +24.18% |
| 2002 | +1.77% | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
CME vs SPY Drawdown Comparison
The maximum drawdown for CME was -77.49%, occurring on Nov 20, 2008. Recovery took 2170 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current CME drawdown is -11.75%.
| Rank | CME | SPY |
|---|---|---|
| #1 | -77.49% Dec 21, 2007 - Aug 5, 2016 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -37.34% Mar 4, 2020 - May 14, 2021 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -31.74% Mar 21, 2022 - Oct 16, 2024 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -25.44% Dec 31, 2004 - Jun 2, 2005 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -20.44% Jul 1, 2004 - Sep 21, 2004 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -17.07% Jul 23, 2003 - Jan 16, 2004 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -16.36% Jan 13, 2003 - Apr 22, 2003 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -15.69% Jan 24, 2007 - Aug 8, 2007 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -15.42% Nov 16, 2018 - May 30, 2019 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -14.69% Jun 16, 2021 - Oct 22, 2021 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -13.92% Aug 2, 2005 - Sep 16, 2005 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -13.60% Jul 5, 2006 - Oct 9, 2006 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -13.39% Apr 21, 2006 - Jul 5, 2006 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -12.48% Aug 8, 2007 - Oct 1, 2007 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -12.46% Nov 25, 2005 - Jan 24, 2006 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between CME and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
Dividend Comparison (1999 - 2026)
CME vs SPY dividend yield comparison.
| Year | CME | SPY |
|---|---|---|
| 2026 | 2.65% | 0.24% |
| 2025 | 1.83% | 1.07% |
| 2024 | 4.48% | 1.21% |
| 2023 | 4.58% | 1.40% |
| 2022 | 5.05% | 1.65% |
| 2021 | 3.00% | 1.20% |
| 2020 | 3.24% | 1.52% |
| 2019 | 2.74% | 1.75% |
| 2018 | 2.42% | 2.04% |
| 2017 | 4.20% | 1.80% |
| 2016 | 4.90% | 2.03% |
| 2015 | 5.41% | 2.06% |
| 2014 | 4.38% | 1.87% |
| 2013 | 5.61% | 1.81% |
| 2012 | 7.29% | 2.18% |
| 2011 | 2.30% | 2.05% |
| 2010 | 1.43% | 1.80% |
| 2009 | 1.37% | 1.95% |
| 2008 | 4.61% | 3.02% |
| 2007 | 0.50% | 1.85% |
| 2006 | 0.49% | 1.73% |
| 2005 | 0.50% | 1.73% |
| 2004 | 0.45% | 1.82% |
| 2003 | 0.87% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
Select Stocks to Compare
More Comparisons
Compare with similar stocks