BLMN vs. CMG
BLMN (Bloomin' Brands, Inc.) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, BLMN returned -6.97%/yr vs 12.72%/yr for CMG. At a 0.30 correlation, their price movements are largely independent.
Performance
BLMN vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, BLMN achieves a 21.39% return, which is significantly higher than CMG's -22.32% return. Over the past 10 years, BLMN has underperformed CMG with an annualized return of -6.97%, while CMG has yielded a comparatively higher 12.72% annualized return.
BLMN
- 1D
- -4.10%
- 1M
- 33.04%
- YTD
- 21.39%
- 6M
- 8.87%
- 1Y
- 1.32%
- 3Y*
- -30.66%
- 5Y*
- -20.58%
- 10Y*
- -6.97%
CMG
- 1D
- -1.78%
- 1M
- -10.13%
- YTD
- -22.32%
- 6M
- -15.30%
- 1Y
- -42.60%
- 3Y*
- -11.34%
- 5Y*
- 1.62%
- 10Y*
- 12.72%
BLMN vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLMN Bloomin' Brands, Inc. | 21.39% | -46.60% | -54.39% | 45.53% | -1.65% | 8.03% | -11.09% | 25.84% | -14.75% | 20.45% |
CMG Chipotle Mexican Grill, Inc. | -22.32% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between BLMN and CMG is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2012 | 0.30 |
The correlation between BLMN and CMG shifts across timeframes, from 0.27 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BLMN:
$642.27M
CMG:
$37.42B
BLMN:
$0.25
CMG:
$1.09
BLMN:
29.39
CMG:
26.28
BLMN:
1.92
CMG:
0.98
BLMN:
0.16
CMG:
3.14
BLMN:
1.62
CMG:
15.54
BLMN:
$3.97B
CMG:
$12.14B
BLMN:
$2.78B
CMG:
$4.39B
BLMN:
$229.40M
CMG:
$2.30B
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Return for Risk
BLMN vs. CMG — Risk / Return Rank
BLMN
CMG
BLMN vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bloomin' Brands, Inc. (BLMN) 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.
| BLMN | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.79 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | -0.84 | +0.87 |
| Martin ratioReturn relative to average drawdown | 0.04 | -1.24 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BLMN | CMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | -1.11 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.05 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.36 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.49 | -0.52 |
Drawdowns
BLMN vs. CMG - Drawdown Comparison
The maximum BLMN drawdown since its inception was -80.50%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for BLMN and CMG.
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Drawdown Indicators
| BLMN | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.50% | -74.61% | -5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -49.03% | -50.65% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -80.50% | -58.08% | -22.42% |
Max Drawdown (5Y)Largest decline over 5 years | -80.50% | -58.08% | -22.42% |
Max Drawdown (10Y)Largest decline over 10 years | -80.50% | -58.08% | -22.42% |
Current DrawdownCurrent decline from peak | -72.23% | -58.08% | -14.15% |
Average DrawdownAverage peak-to-trough decline | -27.92% | -21.33% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.73% | 34.47% | -2.74% |
Volatility
BLMN vs. CMG - Volatility Comparison
Bloomin' Brands, Inc. (BLMN) has a higher volatility of 36.68% compared to Chipotle Mexican Grill, Inc. (CMG) at 9.37%. This indicates that BLMN'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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Volatility by Period
| BLMN | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.68% | 9.37% | +27.31% |
Volatility (6M)Calculated over the trailing 6-month period | 53.22% | 22.93% | +30.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.51% | 38.41% | +41.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.60% | 33.50% | +22.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.10% | 35.63% | +18.47% |
Dividends
BLMN vs. CMG - Dividend Comparison
BLMN's dividend yield for the trailing twelve months is around 2.00%, while CMG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLMN Bloomin' Brands, Inc. | 2.00% | 7.29% | 7.86% | 3.41% | 2.78% | 0.00% | 1.03% | 1.81% | 2.01% | 1.50% | 1.55% | 1.42% |
CMG Chipotle Mexican Grill, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BLMN vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between Bloomin' Brands, 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.
Total Revenue: Total amount of money received from sales and other business activities
BLMN vs. CMG - Profitability Comparison
BLMN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bloomin' Brands, Inc. reported a gross profit of 742.26M and revenue of 1.06B. Therefore, the gross margin over that period was 70.1%.
CMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.11B and revenue of 3.09B. Therefore, the gross margin over that period was 68.4%.
BLMN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bloomin' Brands, Inc. reported an operating income of 64.64M and revenue of 1.06B, resulting in an operating margin of 6.1%.
CMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported an operating income of 397.06M and revenue of 3.09B, resulting in an operating margin of 12.9%.
BLMN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bloomin' Brands, Inc. reported a net income of 55.65M and revenue of 1.06B, resulting in a net margin of 5.3%.
CMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a net income of 302.82M and revenue of 3.09B, resulting in a net margin of 9.8%.
Frequently Asked Questions
BLMN and CMG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLMN has higher volatility (36.68%) compared to CMG (9.37%). In terms of maximum drawdown, BLMN dropped -80.50% vs CMG's -74.61%.
BLMN currently has the higher Sharpe Ratio (0.02 vs -1.11), 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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