ALGO-USD vs. CMG
ALGO-USD (Algorand) is a cryptocurrency, while CMG (Chipotle Mexican Grill, Inc.) is a stock. Over the past 5 years, ALGO-USD returned -36.37%/yr vs 1.22%/yr for CMG. At a 0.16 correlation, their price movements are largely independent.
Performance
ALGO-USD vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, ALGO-USD achieves a -23.48% return, which is significantly lower than CMG's -12.76% return.
ALGO-USD
- 1D
- -5.91%
- 1M
- -22.21%
- YTD
- -23.48%
- 6M
- -26.48%
- 1Y
- -51.96%
- 3Y*
- -13.28%
- 5Y*
- -36.37%
- 10Y*
- —
CMG
- 1D
- 1.86%
- 1M
- -0.09%
- YTD
- -12.76%
- 6M
- -14.83%
- 1Y
- -41.46%
- 3Y*
- -7.39%
- 5Y*
- 1.22%
- 10Y*
- 15.30%
ALGO-USD vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ALGO-USD Algorand | -23.48% | -66.96% | 49.75% | 29.22% | -89.60% | 393.28% | 55.98% | -93.42% |
CMG Chipotle Mexican Grill, Inc. | -12.76% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 13.68% |
Correlation
The correlation between ALGO-USD and CMG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.16 |
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Return for Risk
ALGO-USD vs. CMG — Risk / Return Rank
ALGO-USD
CMG
ALGO-USD vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Algorand (ALGO-USD) and Chipotle Mexican Grill, Inc. (CMG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALGO-USD | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.80 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.81 | +0.11 |
| Martin ratioReturn relative to average drawdown | -0.96 | -1.14 | +0.19 |
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Drawdowns
ALGO-USD vs. CMG - Drawdown Comparison
The maximum ALGO-USD drawdown since its inception was -97.53%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for ALGO-USD and CMG.
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Drawdown Indicators
| ALGO-USD | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -74.61% | -22.92% |
Max Drawdown (1Y)Largest decline over 1 year | -74.55% | -51.61% | -22.94% |
Max Drawdown (3Y)Largest decline over 3 years | -84.09% | -58.89% | -25.20% |
Max Drawdown (5Y)Largest decline over 5 years | -96.59% | -58.89% | -37.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.89% | — |
Current DrawdownCurrent decline from peak | -97.43% | -52.91% | -44.52% |
Average DrawdownAverage peak-to-trough decline | -87.06% | -21.42% | -65.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.68% | 36.31% | +4.37% |
Volatility
ALGO-USD vs. CMG - Volatility Comparison
Algorand (ALGO-USD) has a higher volatility of 23.23% compared to Chipotle Mexican Grill, Inc. (CMG) at 12.54%. This indicates that ALGO-USD's price experiences larger fluctuations and is considered to be riskier than CMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALGO-USD | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.23% | 12.54% | +10.69% |
Volatility (6M)Calculated over the trailing 6-month period | 55.78% | 24.31% | +31.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.35% | 38.84% | +30.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.69% | 33.74% | +45.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.21% | 35.68% | +57.53% |
Frequently Asked Questions
ALGO-USD and CMG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALGO-USD has higher volatility (23.23%) compared to CMG (12.54%). In terms of maximum drawdown, ALGO-USD dropped -97.53% vs CMG's -74.61%.
ALGO-USD currently has the higher Sharpe Ratio (-0.62 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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