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

Correlation

The correlation between BLD and CMG is 0.29, 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.


-0.50.00.51.00.3

Performance

BLD vs. CMG - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-22.68%
7.43%
BLD
CMG

Key characteristics

Sharpe Ratio

BLD:

-0.12

CMG:

0.82

Sortino Ratio

BLD:

0.10

CMG:

1.25

Omega Ratio

BLD:

1.01

CMG:

1.17

Calmar Ratio

BLD:

-0.14

CMG:

0.90

Martin Ratio

BLD:

-0.29

CMG:

1.98

Ulcer Index

BLD:

16.90%

CMG:

12.36%

Daily Std Dev

BLD:

39.78%

CMG:

29.85%

Max Drawdown

BLD:

-52.26%

CMG:

-74.61%

Current Drawdown

BLD:

-27.74%

CMG:

-16.09%

Fundamentals

Market Cap

BLD:

$10.21B

CMG:

$79.52B

EPS

BLD:

$19.77

CMG:

$1.08

PE Ratio

BLD:

17.51

CMG:

53.26

PEG Ratio

BLD:

0.00

CMG:

2.02

Total Revenue (TTM)

BLD:

$4.02B

CMG:

$8.47B

Gross Profit (TTM)

BLD:

$1.23B

CMG:

$2.15B

EBITDA (TTM)

BLD:

$786.88M

CMG:

$1.82B

Returns By Period

In the year-to-date period, BLD achieves a 11.19% return, which is significantly higher than CMG's -4.61% return.


BLD

YTD

11.19%

1M

8.68%

6M

-22.68%

1Y

-6.72%

5Y*

25.48%

10Y*

N/A

CMG

YTD

-4.61%

1M

-6.23%

6M

7.43%

1Y

23.82%

5Y*

26.85%

10Y*

15.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLD vs. CMG — Risk-Adjusted Performance Rank

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

BLD
The Risk-Adjusted Performance Rank of BLD is 3838
Overall Rank
The Sharpe Ratio Rank of BLD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BLD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BLD is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BLD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BLD is 4141
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 7070
Overall Rank
The Sharpe Ratio Rank of CMG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 6767
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.

BLD vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TopBuild Corp. (BLD) 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.


Sharpe ratio
The chart of Sharpe ratio for BLD, currently valued at -0.12, compared to the broader market-2.000.002.004.00-0.120.82
The chart of Sortino ratio for BLD, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.101.25
The chart of Omega ratio for BLD, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.17
The chart of Calmar ratio for BLD, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.90
The chart of Martin ratio for BLD, currently valued at -0.29, compared to the broader market-10.000.0010.0020.00-0.291.98
BLD
CMG

The current BLD Sharpe Ratio is -0.12, which is lower than the CMG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BLD 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.12
0.82
BLD
CMG

Dividends

BLD vs. CMG - Dividend Comparison

Neither BLD nor CMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLD vs. CMG - Drawdown Comparison

The maximum BLD drawdown since its inception was -52.26%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for BLD and CMG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.74%
-16.09%
BLD
CMG

Volatility

BLD vs. CMG - Volatility Comparison

TopBuild Corp. (BLD) has a higher volatility of 10.26% compared to Chipotle Mexican Grill, Inc. (CMG) at 6.56%. This indicates that BLD'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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.26%
6.56%
BLD
CMG

Financials

BLD vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between TopBuild Corp. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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