AX vs. CMG

Last updated Apr 1, 2026

Compare and contrast key facts about Axos Financial, Inc. (AX) and Chipotle Mexican Grill, Inc. (CMG).

Performance

AX vs. CMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axos Financial, Inc. (AX) and Chipotle Mexican Grill, Inc. (CMG). The values are adjusted to include any dividend payments, if applicable.

AX vs. CMG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AX Axos Financial, Inc.	-1.24%	23.35%	27.93%	42.86%	-31.64%	48.97%	23.94%	20.25%	-27.25%
CMG Chipotle Mexican Grill, Inc.	-13.49%	-38.64%	31.83%	64.83%	-20.64%	26.07%	65.65%	93.87%	-3.40%

Fundamentals

EPS AX : $11.83 CMG : $1.15
PE Ratio AX : 7.19 CMG : 27.86
PEG Ratio AX : 0.33 CMG : 1.04
PS Ratio AX : 1.69 CMG : 3.59
Total Revenue (TTM) AX : $1.95B CMG : $11.93B
Gross Profit (TTM) AX : $894.26M CMG : $4.39B
EBITDA (TTM) AX : $470.83M CMG : $2.36B

Returns By Period

In the year-to-date period, AX achieves a -1.24% return, which is significantly higher than CMG's -13.49% return.

AX

• 1D: 2.67%
• 1M: -1.99%
• YTD: -1.24%
• 6M: 0.52%
• 1Y: 31.88%
• 3Y*: 32.09%
• 5Y*: 12.37%
• 10Y*: —

CMG

• 1D: 2.73%
• 1M: -14.00%
• YTD: -13.49%
• 6M: -18.32%
• 1Y: -36.25%
• 3Y*: -2.15%
• 5Y*: 2.16%
• 10Y*: 13.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AX vs. CMG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AX

AX Risk / Return Rank: 72
AX Sharpe Ratio Rank: 74
AX Sortino Ratio Rank: 67
AX Omega Ratio Rank: 68
AX Calmar Ratio Rank: 75
AX Martin Ratio Rank: 74

CMG

CMG Risk / Return Rank: 12
CMG Sharpe Ratio Rank: 6
CMG Sortino Ratio Rank: 9
CMG Omega Ratio Rank: 9
CMG Calmar Ratio Rank: 16
CMG Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AX vs. CMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axos Financial, Inc. (AX) 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.

	AX	CMG	Difference
Sharpe ratio Return per unit of total volatility	0.94	-0.91	+1.85
Sortino ratio Return per unit of downside risk	1.40	-1.17	+2.58
Omega ratio Gain probability vs. loss probability	1.20	0.84	+0.36
Calmar ratio Return relative to maximum drawdown	1.78	-0.73	+2.52
Martin ratio Return relative to average drawdown	4.15	-1.22	+5.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AX vs. CMG - Sharpe Ratio Comparison

The current AX Sharpe Ratio is 0.94, which is higher than the CMG Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of AX 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.

Sharpe Ratios by Period

	AX	CMG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	-0.91	+1.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.07	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.51	-0.22

Correlation

The correlation between AX and CMG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AX vs. CMG - Dividend Comparison

Neither AX nor CMG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AX vs. CMG - Drawdown Comparison

The maximum AX drawdown since its inception was -59.57%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for AX and CMG.

Drawdown Indicators

	AX	CMG	Difference
Max Drawdown Largest peak-to-trough decline	-59.57%	-74.61%	+15.04%
Max Drawdown (1Y) Largest decline over 1 year	-19.04%	-48.82%	+29.78%
Max Drawdown (5Y) Largest decline over 5 years	-46.31%	-56.51%	+10.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.51%	—
Current Drawdown Current decline from peak	-15.76%	-53.31%	+37.55%
Average Drawdown Average peak-to-trough decline	-20.80%	-21.06%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.18%	29.46%	-21.28%

Volatility

AX vs. CMG - Volatility Comparison

The current volatility for Axos Financial, Inc. (AX) is 6.27%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 11.34%. This indicates that AX 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.

Volatility by Period

	AX	CMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	11.34%	-5.07%
Volatility (6M) Calculated over the trailing 6-month period	24.35%	31.24%	-6.89%
Volatility (1Y) Calculated over the trailing 1-year period	34.06%	40.03%	-5.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.56%	33.25%	+7.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.40%	35.59%	+8.81%

Financials

AX vs. CMG - Profitability Comparison

The chart below illustrates the profitability comparison between Axos Financial, Inc. and Chipotle Mexican Grill, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

AX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Axos Financial, Inc. reported a gross profit of 0.00 and revenue of 513.85M. Therefore, the gross margin over that period was 0.0%.

CMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.06B and revenue of 2.98B. Therefore, the gross margin over that period was 69.1%.

AX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Axos Financial, Inc. reported an operating income of 0.00 and revenue of 513.85M, resulting in an operating margin of 0.0%.

CMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Chipotle Mexican Grill, Inc. reported an operating income of 420.32M and revenue of 2.98B, resulting in an operating margin of 14.1%.

AX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Axos Financial, Inc. reported a net income of 128.40M and revenue of 513.85M, resulting in a net margin of 25.0%.

CMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Chipotle Mexican Grill, Inc. reported a net income of 330.93M and revenue of 2.98B, resulting in a net margin of 11.1%.