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CME vs UPS

Comparison between CME Group Inc - Class A (CME, Company) and United Parcel Service Inc - Class B (UPS, Company).

CME is from the Financial Services sector, while UPS is from the Industrials sector.

5-Year PerformanceCME has outperformed UPS, delivering a return of +7.0% compared to -8.1%

CME vs UPS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
CME
$89B
Winner
UPS
$89B
Max Drawdown
CME
77.97%
Winner
UPS
64.42%
Sharpe Ratio
CME
-0.31
Winner
UPS
0.42
5Y Beta
Winner
CME
-0.12
UPS
0.74
Industry
CME
Financial Data & Stock Exchanges
UPS
Integrated Freight & Logistics
P/E Ratio
CME
21.91
Winner
UPS
19.16
Forward P/E
CME
20.62
Winner
UPS
15.36
PEG Ratio
CME
1.17
UPS
N/A
Dividend Yield
CME
1.93%
Winner
UPS
5.96%
5Y Dividends CAGR
CME
12.78%
Winner
UPS
15.15%
5Y EPS CAGR
Winner
CME
14.51%
UPS
-3.93%
Debt to Equity
Winner
CME
0.00%
UPS
4.04%
Free Cash Flow Yield
CME
4.89%
Winner
UPS
5.07%

CME vs UPS - Historical Returns

Returns include dividend reinvestment.

1M
CME
-15.38%
Winner
UPS
+6.16%
3M
CME
-19.61%
Winner
UPS
+11.68%
6M
CME
-7.60%
Winner
UPS
+9.83%
1Y
CME
-6.55%
Winner
UPS
+14.23%
5Y(CAGR)
Winner
CME
+6.98%
UPS
-8.14%
10Y(CAGR)
Winner
CME
+14.39%
UPS
+4.00%
Max(CAGR)
Winner
CME
+18.99%
UPS
+4.67%

CME vs UPS - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCMEUPS
2026-6.39%+9.51%
2025+19.58%-14.41%
2024+16.19%-16.57%
2023+30.69%-6.72%
2022-21.87%-15.94%
2021+31.45%+33.67%
2020-6.86%+49.04%
2019+11.17%+24.62%
2018+33.27%-18.57%
2017+33.42%+6.73%
2016+36.85%+24.51%
2015+8.30%-10.29%
2014+19.08%+10.52%
2013+61.87%+41.58%
2012+10.43%+2.48%
2011-21.38%+3.36%
2010-4.57%+28.47%
2009+60.84%+5.93%
2008-68.28%-17.99%
2007+31.94%-3.48%
2006+41.19%+1.22%
2005+69.85%-10.03%
2004+216.18%+17.82%
2003+67.26%+18.18%
2002+1.77%+17.27%
2001N/A-2.04%
2000N/A-11.35%
1999N/A+1.55%

CME vs UPS Drawdown Comparison

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

The maximum drawdown for UPS was -57.96%, occurring on Sep 25, 2025. This drawdown has not yet recovered.

The current CME drawdown is -22.67%. The current UPS drawdown is -42.70%.

RankCMEUPS
#1-77.49%
Dec 21, 2007 - Aug 5, 2016
-57.96%
Feb 2, 2022 - Sep 25, 2025
#2-37.34%
Mar 4, 2020 - May 14, 2021
-51.72%
Dec 9, 2004 - Feb 10, 2011
#3-31.74%
Mar 21, 2022 - Oct 16, 2024
-34.37%
Nov 11, 1999 - Oct 30, 2003
#4-25.44%
Dec 31, 2004 - Jun 2, 2005
-30.78%
Jan 12, 2018 - Jul 29, 2020
#5-22.67%
Mar 2, 2026 - Jun 22, 2026
-20.11%
Jan 22, 2015 - Jul 8, 2016
#6-20.44%
Jul 1, 2004 - Sep 21, 2004
-18.37%
Feb 18, 2011 - Jan 18, 2012
#7-17.07%
Jul 23, 2003 - Jan 16, 2004
-17.14%
May 7, 2021 - Oct 26, 2021
#8-16.36%
Jan 13, 2003 - Apr 22, 2003
-13.04%
Dec 13, 2016 - Sep 15, 2017
#9-15.69%
Jan 24, 2007 - Aug 8, 2007
-12.03%
Mar 19, 2012 - Jan 15, 2013
#10-15.42%
Nov 16, 2018 - May 30, 2019
-11.76%
Oct 12, 2020 - Apr 9, 2021
#11-14.69%
Jun 16, 2021 - Oct 22, 2021
-10.91%
Dec 31, 2013 - May 29, 2014
#12-13.92%
Aug 2, 2005 - Sep 16, 2005
-10.69%
Jan 7, 2022 - Feb 1, 2022
#13-13.60%
Jul 5, 2006 - Oct 9, 2006
-10.53%
Oct 26, 2021 - Jan 4, 2022
#14-13.39%
Apr 21, 2006 - Jul 5, 2006
-9.06%
Jul 16, 2014 - Oct 31, 2014
#15-12.48%
Aug 8, 2007 - Oct 1, 2007
-8.77%
Dec 29, 2003 - Jun 23, 2004

Correlation

Correlation between CME and UPS is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80
-101

Dividend Comparison (1999 - 2026)

CME vs UPS dividend yield comparison.

YearCMEUPS
20263.57%3.06%
20251.83%6.61%
20244.48%5.17%
20234.58%4.12%
20225.05%3.50%
20213.00%1.90%
20203.24%2.40%
20192.74%3.28%
20182.42%3.73%
20174.20%2.79%
20164.90%2.72%
20155.41%3.03%
20144.38%2.41%
20135.61%2.36%
20127.29%3.09%
20112.30%2.84%
20101.43%2.59%
20091.37%3.14%
20084.61%3.26%
20070.50%2.38%
20060.49%2.03%
20050.50%1.76%
20040.45%1.31%
20030.87%1.23%
20020.00%1.20%
20010.00%1.39%
20000.00%1.16%
19990.00%0.43%

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