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AXON vs. CMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXON and CMG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AXON vs. CMG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AXON:

2.73

CMG:

-0.49

Sortino Ratio

AXON:

3.56

CMG:

-0.54

Omega Ratio

AXON:

1.54

CMG:

0.93

Calmar Ratio

AXON:

4.90

CMG:

-0.54

Martin Ratio

AXON:

12.77

CMG:

-0.95

Ulcer Index

AXON:

11.54%

CMG:

18.62%

Daily Std Dev

AXON:

56.46%

CMG:

34.26%

Max Drawdown

AXON:

-91.78%

CMG:

-74.61%

Current Drawdown

AXON:

0.00%

CMG:

-23.68%

Fundamentals

Market Cap

AXON:

$56.70B

CMG:

$70.12B

EPS

AXON:

$4.15

CMG:

$1.13

PE Ratio

AXON:

175.52

CMG:

46.05

PEG Ratio

AXON:

2.86

CMG:

2.25

PS Ratio

AXON:

25.47

CMG:

6.10

PB Ratio

AXON:

22.19

CMG:

20.16

Total Revenue (TTM)

AXON:

$2.23B

CMG:

$11.49B

Gross Profit (TTM)

AXON:

$1.35B

CMG:

$4.28B

EBITDA (TTM)

AXON:

$229.45M

CMG:

$2.37B

Returns By Period

In the year-to-date period, AXON achieves a 23.36% return, which is significantly higher than CMG's -13.23% return. Over the past 10 years, AXON has outperformed CMG with an annualized return of 36.73%, while CMG has yielded a comparatively lower 15.22% annualized return.


AXON

YTD

23.36%

1M

28.21%

6M

22.33%

1Y

152.44%

5Y*

58.41%

10Y*

36.73%

CMG

YTD

-13.23%

1M

8.82%

6M

-10.76%

1Y

-16.84%

5Y*

21.96%

10Y*

15.22%

*Annualized

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Risk-Adjusted Performance

AXON vs. CMG — Risk-Adjusted Performance Rank

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

AXON
The Risk-Adjusted Performance Rank of AXON is 9898
Overall Rank
The Sharpe Ratio Rank of AXON is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of AXON is 9797
Sortino Ratio Rank
The Omega Ratio Rank of AXON is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AXON is 9999
Calmar Ratio Rank
The Martin Ratio Rank of AXON is 9797
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 2222
Overall Rank
The Sharpe Ratio Rank of CMG is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AXON vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axon Enterprise, Inc. (AXON) 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 AXON Sharpe Ratio is 2.73, which is higher than the CMG Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of AXON 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.


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Dividends

AXON vs. CMG - Dividend Comparison

Neither AXON nor CMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AXON vs. CMG - Drawdown Comparison

The maximum AXON drawdown since its inception was -91.78%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for AXON and CMG. For additional features, visit the drawdowns tool.


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Volatility

AXON vs. CMG - Volatility Comparison

Axon Enterprise, Inc. (AXON) has a higher volatility of 15.54% compared to Chipotle Mexican Grill, Inc. (CMG) at 10.03%. This indicates that AXON'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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Financials

AXON vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between Axon Enterprise, Inc. and Chipotle Mexican Grill, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
603.63M
2.88B
(AXON) Total Revenue
(CMG) Total Revenue
Values in USD except per share items

AXON vs. CMG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
60.6%
69.8%
(AXON) Gross Margin
(CMG) Gross Margin
AXON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported a gross profit of 365.74M and revenue of 603.63M. Therefore, the gross margin over that period was 60.6%.

CMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a gross profit of 2.01B and revenue of 2.88B. Therefore, the gross margin over that period was 69.8%.

AXON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported an operating income of -8.79M and revenue of 603.63M, resulting in an operating margin of -1.5%.

CMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported an operating income of 479.25M and revenue of 2.88B, resulting in an operating margin of 16.7%.

AXON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported a net income of 87.98M and revenue of 603.63M, resulting in a net margin of 14.6%.

CMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a net income of 386.60M and revenue of 2.88B, resulting in a net margin of 13.5%.