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CNQ vs CME

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

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

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

CNQ vs CME - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap
Winner
CNQ
$95B
CME
$95B
Max Drawdown
CNQ
85.40%
Winner
CME
77.97%
Sharpe Ratio
Winner
CNQ
1.31
CME
0.11
5Y Beta
CNQ
0.56
Winner
CME
-0.12
Industry
CNQ
Oil & Gas E&p
CME
Financial Data & Stock Exchanges
P/E Ratio
Winner
CNQ
13.46
CME
23.46
Forward P/E
Winner
CNQ
11.21
CME
21.41
PEG Ratio
Winner
CNQ
0.41
CME
1.25
Dividend Yield
Winner
CNQ
5.26%
CME
1.93%
5Y Dividends CAGR
Winner
CNQ
26.57%
CME
12.78%
5Y EPS CAGR
Winner
CNQ
35.39%
CME
14.51%
Debt to Equity
CNQ
44.85%
Winner
CME
0.00%
Free Cash Flow Yield
Winner
CNQ
4.70%
CME
4.57%
P/S Ratio
Winner
CNQ
2.42
CME
13.71
P/B Ratio
Winner
CNQ
2.98
CME
3.49

CNQ vs CME - Historical Returns

Returns include dividend reinvestment.

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

CNQ vs CME - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

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

CNQ vs CME Drawdown Comparison

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

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

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

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

Correlation

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

0.85
-101

Dividend Comparison (2001 - 2026)

CNQ vs CME dividend yield comparison.

YearCNQCME
20261.00%3.25%
20255.01%1.83%
20245.02%4.48%
20234.17%4.58%
20226.31%5.05%
20213.78%3.00%
20205.26%3.24%
20193.49%2.74%
20184.56%2.42%
20173.08%4.20%
20162.94%4.90%
20154.21%5.41%
20142.92%4.38%
20131.70%5.61%
20121.46%7.29%
20110.96%2.30%
20100.68%1.43%
20090.58%1.37%
20081.00%4.61%
20070.46%0.50%
20060.66%0.49%
20050.55%0.50%
20041.11%0.45%
20031.19%0.87%
20020.80%0.00%
20010.79%0.00%

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