Cboe Global Markets Inc

10-Year Study

CBOE.US · Financial Services · US · Common Stock

Executive Summary: Cboe Global Markets Inc has compounded at 18.8% annually over the last 10 years, with a maximum drawdown of 37.4% and an annualized volatility of 16.4%.

1Y CAGR
+39.6%
3Y CAGR
+35.1%
5Y CAGR
+24.7%
10Y CAGR
+18.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +70.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -21.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.613.1-6.210.1————————23.3%
20254.63.57.3-2.03.61.83.4-1.83.90.25.4-2.830.0%
20243.04.7-4.3-1.4-4.2-1.77.912.3-0.34.21.4-9.510.7%
2023-2.13.16.44.1-4.94.21.27.64.34.911.5-2.044.4%
2022-9.1-0.6-2.4-1.3-0.20.89.0-4.0-0.56.12.3-1.1-2.2%
2021-1.58.3-0.35.87.07.0-0.56.9-1.86.5-1.91.142.2%
20202.7-7.2-21.711.47.5-12.4-6.05.1-4.4-7.412.92.0-21.2%
2019-4.73.2-0.56.57.1-4.55.59.3-3.60.23.60.924.2%
20187.9-16.72.1-6.4-8.46.7-6.74.1-4.817.6-4.4-9.1-20.6%
20177.8-2.04.21.75.15.83.47.06.75.09.40.970.5%
2016———-5.22.75.03.30.2-5.6-2.59.47.214.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.4%. The dominant macroeconomic risk driver is QUAL.US, accounting for 21.3% of variance. Idiosyncratic stock-specific factors contribute 44.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019484.148935613286
2016-05-019742.833559897601
2016-06-0110234.428578159435
2016-07-0110569.336518611715
2016-08-0110590.765601087509
2016-09-019998.708670925726
2016-10-019745.852477868539
2016-11-0110661.893402529959
2016-12-0111434.055837767188
2017-01-0112320.745201578215
2017-02-0112077.800831685723
2017-03-0112585.432761018614
2017-04-0112793.458894727015
2017-05-0113447.011009452875
2017-06-0114230.132291428541
2017-07-0114717.451963430956
2017-08-0115750.026611849165
2017-09-0116802.215501882027
2017-10-0117649.90323757139
2017-11-0119311.87865694796
2017-12-0119493.380193455057
2018-01-0121026.693866012392
2018-02-0117525.115477974985
2018-03-0117895.25576168347
2018-04-0116747.19441308221
2018-05-0115342.978747166491
2018-06-0116366.793298351113
2018-07-0115275.358474696057
2018-08-0115901.443671004252
2018-09-0115137.919180250343
2018-10-0117802.34986990732
2018-11-0117026.9940127702
2018-12-0115478.079688964195
2019-01-0114756.62809548157
2019-02-0115224.438228226709
2019-03-0115149.837798598033
2019-04-0116129.241099863362
2019-05-0117279.221991683142
2019-06-0116497.56654271071
2019-07-0117401.79355138181
2019-08-0119026.98354253446
2019-09-0118348.37266361052
2019-10-0118386.69372640925
2019-11-0119040.85660488646
2019-12-0119217.0183211675
2020-01-0119732.677431232365
2020-02-0118310.54021181287
2020-03-0114335.21855744582
2020-04-0115962.293191031195
2020-05-0117159.65189956252
2020-06-0115035.241068452653
2020-07-0114135.830368220739
2020-08-0114863.511751967093
2020-09-0114207.691086164805
2020-10-0113163.25017057759
2020-11-0114855.36241848485
2020-12-0115148.162560880059
2021-01-0114922.05782013182
2021-02-0116165.817123372532
2021-03-0116121.71998052536
2021-04-0117049.592271569993
2021-05-0118251.034372038885
2021-06-0119521.89413544646
2021-07-0119426.78949416546
2021-08-0120765.635988294274
2021-09-0120388.67260096361
2021-10-0121718.74154746594
2021-11-0121304.242365016846
2021-12-0121545.47659640557
2022-01-0119584.244389262425
2022-02-0119459.002919450733
2022-03-0118982.868949294392
2022-04-0118743.95562016079
2022-05-0118714.918166382515
2022-06-0118861.553817884207
2022-07-0120559.581748983077
2022-08-0119740.11129860589
2022-09-0119639.70173788463
2022-10-0120832.785100156532
2022-11-0121309.791589957644
2022-12-0121079.63835805763
2023-01-0120644.49536081305
2023-02-0121279.27085278325
2023-03-0122640.331697068155
2023-04-0123561.188930168762
2023-05-0122418.083493149847
2023-06-0123364.45320066381
2023-07-0123647.16701596536
2023-08-0125438.310243555137
2023-09-0126542.780510703196
2023-10-0127847.738341828765
2023-11-0131051.630477460196
2023-12-0130432.961698132633
2024-01-0131334.5536974765
2024-02-0132816.23165745576
2024-03-0131402.749832912486
2024-04-0130961.778404440774
2024-05-0129660.450255037493
2024-06-0129158.088344359072
2024-07-0131464.19266629788
2024-08-0135324.86523934086
2024-09-0135233.70438685427
2024-10-0136729.935974508466
2024-11-0137229.73267743123
2024-12-0133702.51966223019
2025-01-0135242.76114076708
2025-02-0136469.157303076674
2025-03-0139148.99668966047
2025-04-0138372.209900305905
2025-05-0139748.784143875
2025-06-0140458.33456940283
2025-07-0141816.725503574715
2025-08-0141059.34355112005
2025-09-0142677.71043865052
2025-10-0142745.5750166215
2025-11-0145051.67933856031
2025-12-0143800.48616794607
2026-01-0146254.01140906687
2026-02-0152302.31758668047
2026-03-0149047.819311651794
2026-04-0153988.025540395036
Annual Return Matrix
YearAnnual Return
20170.7048526323500683
2018-0.2059827728512168
20190.24156346958655028
2020-0.211731897856683
20210.4223161726588869
2022-0.021621161929908372
20230.4437136530143422
20240.10743476091905246
20250.29962052116336246
20260.23258964143426297
Total Factor Risk
0.16387542920340645
VTI.US Exposure
-0.015443739567238471
VEA.US Exposure
0.021149813484282718
VWO.US Exposure
0.02266463346207875
QQQ.US Exposure
-0.02586282923093706
VTV.US Exposure
0.01997217438213427
IJR.US Exposure
-0.014191729507884662
QUAL.US Exposure
0.21343540052371032
SHV.US Exposure
0.110290291892912
TLT.US Exposure
0.054360033194304165
LQD.US Exposure
0.03053408611343224
HYG.US Exposure
0.0854520636641783
GLD.US Exposure
0.0010647583398628526
USO.US Exposure
0.024435315057424193
VNQ.US Exposure
0.017586514510855734
BTC-USD.CC Exposure
0.0025929400364090548
CPER.US Exposure
-0.0024972247710658094
VIX.INDX Exposure
0.005139147336672147
UUP.US Exposure
-0.0026317054013880793
TIP.US Exposure
0.008163988409663904
Idiosyncratic Exposure
0.4437860680705934
Value Score
38.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →27.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.96%
Market Cap$30.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$126
Avg Yield on Cost
1.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$125.641.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+20.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cboe Global Markets Inc a high-risk investment?

Cboe Global Markets Inc (CBOE.US) has an annualized volatility of 16.4% and experienced a maximum drawdown of 37.4% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of CBOE.US?

Over the past 10 years, CBOE.US has generated a Compound Annual Growth Rate (CAGR) of 18.8%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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