CACI vs. CMG
CACI (CACI International Inc) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. CACI operates in Information Technology Services (Technology), while CMG operates in Restaurants (Consumer Cyclical). Over the past 10 years, CACI returned 17.92%/yr vs 15.21%/yr for CMG. At a 0.28 correlation, their price movements are largely independent.
Performance
CACI vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, CACI achieves a -4.74% return, which is significantly higher than CMG's -11.54% return. Over the past 10 years, CACI has outperformed CMG with an annualized return of 17.92%, while CMG has yielded a comparatively lower 15.21% annualized return.
CACI
- 1D
- -2.28%
- 1M
- 4.23%
- YTD
- -4.74%
- 6M
- -10.55%
- 1Y
- 12.62%
- 3Y*
- 15.94%
- 5Y*
- 13.96%
- 10Y*
- 17.92%
CMG
- 1D
- 1.55%
- 1M
- 0.25%
- YTD
- -11.54%
- 6M
- -8.93%
- 1Y
- -34.85%
- 3Y*
- -6.98%
- 5Y*
- 3.42%
- 10Y*
- 15.21%
CACI vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CACI CACI International Inc | -4.74% | 31.86% | 24.76% | 7.74% | 11.66% | 7.97% | -0.26% | 73.57% | 8.83% | 6.48% |
CMG Chipotle Mexican Grill, Inc. | -11.54% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between CACI and CMG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.28 |
The correlation between CACI and CMG shifts across timeframes, from 0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CACI:
$11.25B
CMG:
$42.61B
CACI:
$18.36
CMG:
$1.09
CACI:
27.64
CMG:
29.93
CACI:
4.73
CMG:
1.12
CACI:
1.23
CMG:
3.58
CACI:
2.63
CMG:
17.70
CACI:
$9.16B
CMG:
$12.14B
CACI:
$854.30M
CMG:
$4.39B
CACI:
$1.08B
CMG:
$2.30B
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Return for Risk
CACI vs. CMG — Risk / Return Rank
CACI
CMG
CACI vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) 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.
| CACI | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.85 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | -0.68 | +1.14 |
| Martin ratioReturn relative to average drawdown | 1.10 | -0.98 | +2.08 |
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Drawdowns
CACI vs. CMG - Drawdown Comparison
The maximum CACI drawdown since its inception was -62.89%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for CACI and CMG.
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Drawdown Indicators
| CACI | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.89% | -74.61% | +11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -27.36% | -51.61% | +24.25% |
Max Drawdown (3Y)Largest decline over 3 years | -42.88% | -58.89% | +16.01% |
Max Drawdown (5Y)Largest decline over 5 years | -42.88% | -58.89% | +16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.88% | -58.89% | +16.01% |
Current DrawdownCurrent decline from peak | -23.35% | -52.26% | +28.91% |
Average DrawdownAverage peak-to-trough decline | -19.09% | -21.38% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.48% | 35.51% | -24.03% |
Volatility
CACI vs. CMG - Volatility Comparison
The current volatility for CACI International Inc (CACI) is 7.46%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 10.90%. This indicates that CACI 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
| CACI | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 10.90% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 23.79% | 23.76% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.13% | 38.69% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.95% | 33.60% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.08% | 35.64% | -7.56% |
Dividends
CACI vs. CMG - Dividend Comparison
Neither CACI nor CMG has paid dividends to shareholders.
Financials
CACI vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between CACI International 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
CACI vs. CMG - Profitability Comparison
CACI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a gross profit of 228.88M and revenue of 2.35B. Therefore, the gross margin over that period was 9.7%.
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%.
CACI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported an operating income of 228.88M and revenue of 2.35B, resulting in an operating margin of 9.7%.
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%.
CACI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a net income of 130.40K and revenue of 2.35B, resulting in a net margin of 0.0%.
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
CACI and CMG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (10.90%) compared to CACI (7.46%). In terms of maximum drawdown, CACI dropped -62.89% vs CMG's -74.61%.
CACI currently has the higher Sharpe Ratio (0.40 vs -0.91), 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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