Performance analysis of CME Group (CME)
Annual Return
Over the past 3 years, CME has had an average annual return of +13.83%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, CME has had an average annual return of +7.64%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, CME has had an average annual return of +13.49%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Dec 6, 2002, CME has had an average annual return of +18.90%, outperforming the benchmark SPY, which returned +11.26% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -7.59% | +19.83% | +15.43% | +31.30% | -22.90% | +29.46% | -6.33% | +9.67% | +32.12% | +32.33% | +33.93% | +7.68% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +18.32% | +64.01% | +11.31% | -22.68% | -2.73% | +64.29% | -68.83% | +35.37% | +39.48% | +61.83% | +218.53% | +67.50% |
| 2002 | |||||||||||
| +1.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.85% | +10.53% | -5.31% | -2.55% | -4.96% | -18.86% | +10.99% | -7.59% | |||||
| 2025 | +1.85% | +7.29% | +5.05% | +4.44% | +4.30% | -4.19% | +0.97% | -4.23% | +1.87% | -1.74% | +6.02% | -2.53% | +19.83% |
| 2024 | -2.26% | +7.05% | -1.77% | -2.62% | -3.18% | -2.58% | -1.47% | +11.37% | +2.81% | +2.13% | +5.61% | +0.49% | +15.43% |
| 2023 | +5.05% | +4.92% | +3.96% | -3.00% | -3.78% | +4.27% | +7.38% | +1.87% | -0.68% | +6.61% | +2.30% | -0.63% | +31.30% |
| 2022 | +0.46% | +3.06% | +1% | -7.79% | -9.35% | +3.47% | -2.55% | -1.94% | -9.00% | -2.16% | +1.85% | -1.62% | -22.90% |
| 2021 | -0.17% | +9.88% | +2.71% | -1.10% | +8.30% | -2.37% | -0.26% | -4.91% | -3.69% | +14.05% | -0.01% | +5.48% | +29.46% |
| 2020 | +8.17% | -8.42% | -12.67% | +3.07% | +2.46% | -10.59% | +2.24% | +5.83% | -4.39% | -9.92% | +16.13% | +5.96% | -6.33% |
| 2019 | -3.10% | -0.20% | -9.13% | +8.70% | +7.39% | +1.41% | +0.16% | +11.76% | -2.40% | -2.65% | -1.47% | +0.60% | +9.67% |
| 2018 | +5.09% | +8.26% | -2.26% | -2.51% | +3.31% | +1.04% | -2.93% | +9.81% | -2.19% | +7.66% | +3.73% | +0.28% | +32.12% |
| 2017 | +4.97% | +0.31% | -1.67% | -2.20% | +0.95% | +7.37% | -2.09% | +2.59% | +8.42% | +1.10% | +9.02% | +0.44% | +32.33% |
Drawdown analysis of CME Group (CME)
The maximum drawdown for the CME was -77.49%, occurring on Nov 20, 2008. Recovery took 1939 trading sessions.
The current CME drawdown is -22.70%.
Since Dec 6, 2002 CME has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 4 times
- 20% or more: 6 times
- 10% or more: 19 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.49% | Dec 21, 2007 | 231 | Nov 20, 2008 | 1939 | Aug 5, 2016 | 2170 |
| -37.34% | Mar 4, 2020 | 13 | Mar 23, 2020 | 289 | May 14, 2021 | 302 |
| -31.74% | Mar 21, 2022 | 140 | Oct 10, 2022 | 507 | Oct 16, 2024 | 647 |
| -31.07% | Mar 2, 2026 | 82 | Jun 29, 2026 | Ongoing | Ongoing | Ongoing |
| -25.44% | Dec 31, 2004 | 76 | Apr 21, 2005 | 29 | Jun 2, 2005 | 105 |
| -20.44% | Jul 1, 2004 | 10 | Jul 16, 2004 | 46 | Sep 21, 2004 | 56 |
| -17.07% | Jul 23, 2003 | 65 | Oct 23, 2003 | 58 | Jan 16, 2004 | 123 |
| -16.36% | Jan 13, 2003 | 17 | Feb 6, 2003 | 51 | Apr 22, 2003 | 68 |
| -15.69% | Jan 24, 2007 | 74 | May 10, 2007 | 62 | Aug 8, 2007 | 136 |
| -15.42% | Nov 16, 2018 | 87 | Mar 27, 2019 | 44 | May 30, 2019 | 131 |
| -14.69% | Jun 16, 2021 | 67 | Sep 21, 2021 | 23 | Oct 22, 2021 | 90 |
| -13.93% | Aug 2, 2005 | 11 | Aug 17, 2005 | 21 | Sep 16, 2005 | 32 |
| -13.60% | Jul 5, 2006 | 40 | Aug 30, 2006 | 27 | Oct 9, 2006 | 67 |
| -13.39% | Apr 21, 2006 | 23 | May 24, 2006 | 28 | Jul 5, 2006 | 51 |
| -12.48% | Aug 8, 2007 | 6 | Aug 16, 2007 | 31 | Oct 1, 2007 | 37 |
| -12.46% | Nov 25, 2005 | 8 | Dec 7, 2005 | 31 | Jan 24, 2006 | 39 |
| -11.40% | Sep 6, 2019 | 42 | Nov 5, 2019 | 58 | Jan 30, 2020 | 100 |
| -10.73% | Feb 9, 2022 | 18 | Mar 8, 2022 | 8 | Mar 18, 2022 | 26 |
| -10.12% | Jun 2, 2025 | 72 | Sep 15, 2025 | 94 | Jan 29, 2026 | 166 |
| -9.70% | Feb 26, 2020 | 2 | Feb 28, 2020 | 3 | Mar 4, 2020 | 5 |
| -9.59% | Oct 3, 2005 | 8 | Oct 13, 2005 | 6 | Oct 21, 2005 | 14 |
| -9.22% | Sep 19, 2016 | 31 | Nov 1, 2016 | 6 | Nov 9, 2016 | 37 |
| -9.09% | May 27, 2004 | 4 | Jun 3, 2004 | 13 | Jun 23, 2004 | 17 |
| -8.87% | Mar 1, 2017 | 40 | Apr 27, 2017 | 32 | Jun 13, 2017 | 72 |
| -8.77% | Mar 9, 2018 | 37 | May 2, 2018 | 24 | Jun 6, 2018 | 61 |