ALGO-USD vs. CMG

In the year-to-date period, ALGO-USD achieves a -12.46% return, which is significantly lower than CMG's -2.12% return.

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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.

The current ALGO-USD Sharpe Ratio is 0.73, which is comparable to the CMG Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ALGO-USD and CMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ALGO-USD drawdown since its inception was -96.27%, 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. For additional features, visit the drawdowns tool.

Algorand (ALGO-USD) has a higher volatility of 36.99% compared to Chipotle Mexican Grill, Inc. (CMG) at 7.03%. 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.