AVUV vs. CMG
AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis, while CMG (Chipotle Mexican Grill, Inc.) is a stock. Over the past 5 years, AVUV returned 11.57%/yr vs 3.35%/yr for CMG. At a 0.34 correlation, their price movements are largely independent.
Performance
AVUV vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than CMG's -12.89% return.
AVUV
- 1D
- 0.96%
- 1M
- 5.11%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
CMG
- 1D
- 3.14%
- 1M
- 0.44%
- YTD
- -12.89%
- 6M
- -10.82%
- 1Y
- -35.85%
- 3Y*
- -7.94%
- 5Y*
- 3.35%
- 10Y*
- 15.09%
AVUV vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
CMG Chipotle Mexican Grill, Inc. | -12.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 2.18% |
Correlation
The correlation between AVUV and CMG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.34 |
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Return for Risk
AVUV vs. CMG — Risk / Return Rank
AVUV
CMG
AVUV vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.
| AVUV | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.24 | ||
| Sortino ratioReturn per unit of downside risk | +4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.83 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | -0.71 | +5.78 |
| Martin ratioReturn relative to average drawdown | 15.09 | -1.04 | +16.13 |
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Drawdowns
AVUV vs. CMG - Drawdown Comparison
The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for AVUV and CMG.
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Drawdown Indicators
| AVUV | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.42% | -74.61% | +25.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -51.61% | +43.66% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -58.89% | +30.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -58.89% | +30.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.89% | — |
Current DrawdownCurrent decline from peak | 0.00% | -52.98% | +52.98% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -21.37% | +13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 35.40% | -32.73% |
Volatility
AVUV vs. CMG - Volatility Comparison
The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 10.80%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky 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
| AVUV | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 10.80% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 23.87% | -12.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 38.63% | -21.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 33.60% | -10.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.26% | 35.63% | -7.37% |
Dividends
AVUV vs. CMG - Dividend Comparison
AVUV's dividend yield for the trailing twelve months is around 1.61%, while CMG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
CMG Chipotle Mexican Grill, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AVUV and CMG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (10.80%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs CMG's -74.61%.
AVUV currently has the higher Sharpe Ratio (2.28 vs -0.95), 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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