CME Group Inc. (CME) Stock Total Returns
Growth of $10,000 chart
2021-06-03 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$13,702
Total Return
37.02%
CAGR
6.50%
Dividends
$2,345.44
Yield on Cost
23.45%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.88% |
| Median | +0.88% |
| Best | +16.88% |
| Worst | -19.50% |
| % of Windows Positive | 56.9% |
1-Year (252 Trading Days)
| Average | +11.76% |
| Median | +14.91% |
| Best | +53.54% |
| Worst | -25.61% |
| % of Windows Positive | 74.4% |
3-Year (756 Trading Days)
| Average | +43.81% |
| Median | +48.11% |
| Best | +99.00% |
| Worst | -0.56% |
| % of Windows Positive | 99.2% |
Risk Metrics
| Maximum Drawdown | -31.88% |
| Average Drawdown | -10.77% |
| Drawdown Duration | 676 Trading Days |
| Sortino Ratio | 0.58 |
| Calmar Ratio | 0.20 |
| CVaR (5%) | -2.95% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | -5.69% (-12.97% ann.) | $568.87 | $272.81 | $54.56 | $0.44 |
| 2025 | +19.38% | +$1937.64 | $216.55 | $43.31 | $0.35 |
| 2024 | +14.38% | +$1437.98 | $499.98 | $100.00 | $0.80 |
| 2023 | +30.06% | +$3006.27 | $581.43 | $116.29 | $0.93 |
| 2022 | -23.61% | $2360.97 | $376.20 | $75.24 | $0.60 |
| 2021 | +28.65% | +$2865.36 | $379.74 | $75.95 | $0.61 |
| 2020 | -6.94% | $693.87 | $296.67 | $59.33 | $0.47 |
| 2019 | +9.07% | +$906.89 | $294.75 | $58.95 | $0.47 |
| 2018 | +31.45% | +$3144.75 | $314.02 | $62.80 | $0.50 |
| 2017 | +31.16% | +$3116.10 | $538.77 | $107.75 | $0.86 |
| 2016 | +32.58% | +$3258.17 | $632.33 | $126.47 | $1.01 |
| 2015 | +6.56% | +$655.82 | $559.64 | $111.93 | $0.90 |
| 2014 | +17.23% | +$1722.90 | $501.33 | $100.27 | $0.80 |
| 2013 | +62.14% | +$6213.67 | $881.86 | $176.37 | $1.41 |
| 2012 | +9.80% | +$980.37 | $772.98 | $154.60 | $1.24 |
| 2011 | -23.00% | $2300.04 | $175.07 | $35.01 | $0.28 |
| 2010 | -3.04% | $303.73 | $137.55 | $27.51 | $0.22 |
| 2009 | +63.71% | +$6371.29 | $222.37 | $44.47 | $0.35 |
| 2008 | -69.00% | $6900.05 | $140.84 | $28.17 | $0.22 |
| 2007 | +35.21% | +$3520.99 | $67.61 | $13.52 | $0.11 |
| 2006 | +39.32% | +$3932.11 | $68.69 | $13.74 | $0.11 |
| 2005 | +61.60% | +$6160.08 | $80.65 | $16.13 | $0.13 |
| 2004 | +218.04% | +$21803.86 | $144.13 | $28.83 | $0.24 |
| 2003 | +67.13% | +$6713.44 | $144.81 | $28.97 | $0.23 |
| 2002 partial | +1.77% (+29.25% ann.) | +$177.16 | $0.00 | $0.00 | $0.00 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| China-WTO / housing-credit / commodity boom partial | December 6, 2002 – October 9, 2007 | +1412.81% | +75.28% | +$141280.53 | $2046.58 | $409.32 | $3.26 |
| GFC / deleveraging / dollar shortage | October 10, 2007 – March 9, 2009 | -69.81% | -57.16% | $6980.71 | $187.01 | $37.40 | $0.30 |
| Policy-led rebound / euro-sovereign-crisis overlay | March 10, 2009 – July 25, 2012 | +40.05% | +10.49% | +$4004.70 | $1115.14 | $223.03 | $1.78 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +421.27% | +24.38% | +$42126.61 | $8368.48 | $1673.70 | $13.39 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -33.01% | -98.97% | $3301.33 | $40.67 | $8.13 | $0.06 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | -0.34% | -0.55% | $34.47 | $111.85 | $22.37 | $0.18 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +42.30% | +39.75% | +$4229.80 | $376.14 | $75.23 | $0.60 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -20.43% | -21.54% | $2042.68 | $327.18 | $65.44 | $0.52 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +35.11% | +17.63% | +$3510.59 | $1103.85 | $220.77 | $1.77 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +23.75% | +13.31% | +$2375.25 | $918.36 | $183.67 | $1.47 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2003-03-06 | $0.0280 | 0.33% |
| 2003-06-06 | $0.0280 | 0.22% |
| 2003-09-08 | $0.0280 | 0.20% |
| 2003-12-08 | $0.0420 | 0.30% |
| 2004-03-08 | $0.0520 | 0.27% |
| 2004-06-08 | $0.0520 | 0.21% |
| 2004-09-08 | $0.0520 | 0.18% |
| 2004-12-08 | $0.0520 | 0.12% |
| 2005-03-08 | $0.0920 | 0.24% |
| 2005-06-08 | $0.0920 | 0.19% |
| 2005-09-07 | $0.0920 | 0.15% |
| 2005-12-07 | $0.0920 | 0.13% |
| 2006-03-08 | $0.1260 | 0.15% |
| 2006-06-07 | $0.1260 | 0.14% |
| 2006-09-06 | $0.1260 | 0.14% |
| 2006-12-06 | $0.1260 | 0.12% |
| 2007-03-07 | $0.1720 | 0.15% |
| 2007-06-06 | $0.1720 | 0.16% |
| 2007-09-06 | $0.1720 | 0.15% |
| 2007-12-06 | $0.1720 | 0.12% |
| 2008-03-06 | $0.2300 | 0.22% |
| 2008-06-06 | $0.2300 | 0.29% |
| 2008-09-08 | $0.2300 | 0.35% |
| 2008-09-23 | $1.0000 | 1.26% |
| 2008-12-08 | $0.2300 | 0.59% |
| 2009-03-06 | $0.2300 | 0.63% |
| 2009-06-08 | $0.2300 | 0.34% |
| 2009-09-08 | $0.2300 | 0.43% |
| 2009-12-08 | $0.2300 | 0.36% |
| 2010-03-08 | $0.2300 | 0.37% |
| 2010-06-08 | $0.2300 | 0.38% |
| 2010-09-08 | $0.2300 | 0.44% |
| 2010-12-08 | $0.2300 | 0.37% |
| 2011-03-08 | $0.2800 | 0.46% |
| 2011-06-16 | $0.2800 | 0.52% |
| 2011-09-07 | $0.2800 | 0.55% |
| 2011-12-15 | $0.2800 | 0.59% |
| 2012-03-07 | $1.0460 | 1.90% |
| 2012-06-06 | $0.4460 | 0.83% |
| 2012-09-06 | $0.4500 | 0.81% |
| 2012-12-06 | $0.4500 | 0.82% |
| 2012-12-13 | $1.3000 | 2.46% |
| 2013-03-06 | $0.4500 | 0.73% |
| 2013-06-06 | $0.4500 | 0.65% |
| 2013-09-06 | $0.4500 | 0.61% |
| 2013-12-06 | $0.4500 | 0.57% |
| 2013-12-24 | $2.6000 | 3.13% |
| 2014-03-06 | $0.4700 | 0.62% |
| 2014-06-06 | $0.4700 | 0.68% |
| 2014-09-08 | $0.4700 | 0.61% |
| 2014-12-08 | $0.4700 | 0.53% |
| 2014-12-24 | $2.0000 | 2.16% |
| 2015-03-06 | $0.5000 | 0.52% |
| 2015-06-08 | $0.5000 | 0.52% |
| 2015-09-08 | $0.5000 | 0.54% |
| 2015-12-08 | $0.5000 | 0.50% |
| 2015-12-23 | $2.9000 | 3.06% |
| 2016-03-08 | $0.6000 | 0.64% |
| 2016-06-08 | $0.6000 | 0.62% |
| 2016-09-07 | $0.6000 | 0.56% |
| 2016-12-07 | $0.6000 | 0.50% |
| 2016-12-23 | $3.2500 | 2.69% |
| 2017-03-08 | $0.6600 | 0.53% |
| 2017-06-07 | $0.6600 | 0.56% |
| 2017-09-07 | $0.6600 | 0.51% |
| 2017-12-07 | $0.6600 | 0.43% |
| 2017-12-27 | $3.5000 | 2.35% |
| 2018-03-08 | $0.7000 | 0.42% |
| 2018-06-07 | $0.7000 | 0.40% |
| 2018-09-07 | $0.7000 | 0.40% |
| 2018-12-07 | $0.7000 | 0.37% |
| 2018-12-27 | $1.7500 | 0.96% |
| 2019-03-07 | $0.7500 | 0.43% |
| 2019-06-07 | $0.7500 | 0.37% |
| 2019-09-09 | $0.7500 | 0.34% |
| 2019-12-09 | $0.7500 | 0.36% |
| 2019-12-26 | $2.5000 | 1.23% |
| 2020-03-09 | $0.8500 | 0.39% |
| 2020-06-09 | $0.8500 | 0.44% |
| 2020-09-09 | $0.8500 | 0.51% |
| 2020-12-09 | $0.8500 | 0.46% |
| 2020-12-24 | $2.5000 | 1.39% |
| 2021-03-09 | $0.9000 | 0.42% |
| 2021-06-09 | $0.9000 | 0.41% |
| 2021-09-09 | $0.9000 | 0.46% |
| 2021-12-09 | $0.9000 | 0.39% |
| 2021-12-27 | $3.2500 | 1.42% |
| 2022-03-09 | $1.0000 | 0.45% |
| 2022-06-09 | $1.0000 | 0.50% |
| 2022-09-08 | $1.0000 | 0.50% |
| 2022-12-08 | $1.0000 | 0.57% |
| 2022-12-27 | $4.5000 | 2.60% |
| 2023-03-09 | $1.1000 | 0.60% |
| 2023-06-08 | $1.1000 | 0.60% |
| 2023-09-07 | $1.1000 | 0.54% |
| 2023-12-07 | $1.1000 | 0.51% |
| 2023-12-27 | $5.2500 | 2.44% |
| 2024-03-07 | $1.1500 | 0.52% |
| 2024-06-07 | $1.1500 | 0.57% |
| 2024-09-09 | $1.1500 | 0.52% |
| 2024-12-09 | $1.1500 | 0.48% |
| 2024-12-27 | $5.8000 | 2.42% |
| 2025-03-07 | $1.2500 | 0.49% |
| 2025-06-09 | $1.2500 | 0.46% |
| 2025-09-09 | $1.2500 | 0.48% |
| 2025-12-12 | $1.2500 | 0.46% |
| 2026-03-10 | $7.4500 | 2.33% |
| Total | 107 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-09 | $41.29 | $8.26 | $0.07 | 0.1530 |
| 2021-09-09 | $41.43 | $8.29 | $0.07 | 0.1719 |
| 2021-12-09 | $41.59 | $8.32 | $0.07 | 0.1459 |
| 2021-12-27 | $150.65 | $30.13 | $0.24 | 0.5242 |
| 2022-03-09 | $46.88 | $9.38 | $0.07 | 0.1627 |
| 2022-06-09 | $47.04 | $9.41 | $0.08 | 0.1897 |
| 2022-09-08 | $47.23 | $9.45 | $0.08 | 0.1867 |
| 2022-12-08 | $47.42 | $9.48 | $0.08 | 0.2136 |
| 2022-12-27 | $214.33 | $42.87 | $0.34 | 1.0205 |
| 2023-03-09 | $53.52 | $10.70 | $0.09 | 0.2408 |
| 2023-06-08 | $53.78 | $10.76 | $0.09 | 0.2315 |
| 2023-09-07 | $54.03 | $10.81 | $0.09 | 0.2101 |
| 2023-12-07 | $54.27 | $10.85 | $0.09 | 0.2056 |
| 2023-12-27 | $260.08 | $52.02 | $0.42 | 0.9862 |
| 2024-03-07 | $58.10 | $11.62 | $0.09 | 0.2173 |
| 2024-06-07 | $58.35 | $11.67 | $0.09 | 0.2337 |
| 2024-09-09 | $58.62 | $11.72 | $0.09 | 0.2142 |
| 2024-12-09 | $58.87 | $11.77 | $0.09 | 0.1985 |
| 2024-12-27 | $298.05 | $59.61 | $0.48 | 1.0191 |
| 2025-03-07 | $65.51 | $13.10 | $0.10 | 0.2055 |
| 2025-06-09 | $65.77 | $13.15 | $0.11 | 0.1957 |
| 2025-09-09 | $66.01 | $13.20 | $0.11 | 0.2015 |
| 2025-12-12 | $66.26 | $13.25 | $0.11 | 0.1934 |
| 2026-03-10 | $396.37 | $79.27 | $0.63 | 1.0330 |
| Total | $2345.44 | $469.09 | $3.75 | 8.3544 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.