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CMG vs. APO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMG vs. APO - Performance Comparison

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

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Returns By Period

In the year-to-date period, CMG achieves a -12.89% return, which is significantly lower than APO's -6.75% return. Over the past 10 years, CMG has underperformed APO with an annualized return of 15.09%, while APO has yielded a comparatively higher 29.16% annualized return.


CMG

1D
3.14%
1M
-1.29%
YTD
-12.89%
6M
-10.82%
1Y
-35.85%
3Y*
-7.94%
5Y*
3.35%
10Y*
15.09%

APO

1D
-0.02%
1M
-0.69%
YTD
-6.75%
6M
-8.82%
1Y
2.96%
3Y*
22.69%
5Y*
20.72%
10Y*
29.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMG vs. APO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMG
Chipotle Mexican Grill, Inc.
-12.89%-38.64%31.83%64.83%-20.64%26.07%65.65%93.87%49.39%-23.40%
APO
Apollo Global Management, Inc.
-6.75%-11.12%79.87%49.44%-9.59%53.25%8.00%106.46%-22.03%85.29%

Correlation

The correlation between CMG and APO is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2011

0.31

The correlation between CMG and APO shifts across timeframes, from 0.29 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CMG:

$41.96B

APO:

$79.66B

EPS

CMG:

$1.09

APO:

$3.58

PE Ratio

CMG:

29.48

APO:

37.38

PEG Ratio

CMG:

1.10

APO:

0.10

PS Ratio

CMG:

3.53

APO:

2.71

PB Ratio

CMG:

17.43

APO:

4.29

Total Revenue (TTM)

CMG:

$12.14B

APO:

$29.68B

Gross Profit (TTM)

CMG:

$4.39B

APO:

$26.52B

EBITDA (TTM)

CMG:

$2.30B

APO:

$9.28B

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Return for Risk

CMG vs. APO — Risk / Return Rank

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

CMG
CMG Risk / Return Rank: 1212
Overall Rank
CMG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CMG Sortino Ratio Rank: 1010
Sortino Ratio Rank
CMG Omega Ratio Rank: 88
Omega Ratio Rank
CMG Calmar Ratio Rank: 1616
Calmar Ratio Rank
CMG Martin Ratio Rank: 2121
Martin Ratio Rank

APO
APO Risk / Return Rank: 3939
Overall Rank
APO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
APO Sortino Ratio Rank: 3636
Sortino Ratio Rank
APO Omega Ratio Rank: 3636
Omega Ratio Rank
APO Calmar Ratio Rank: 4242
Calmar Ratio Rank
APO Martin Ratio Rank: 4242
Martin Ratio Rank
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.

CMG vs. APO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Apollo Global Management, Inc. (APO). 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.


CMGAPODifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

0.83

1.02

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.04

-0.67

Martin ratioReturn relative to average drawdown

-1.04

-0.09

-0.95

CMG vs. APO - Sharpe Ratio Comparison

The current CMG Sharpe Ratio is -0.95, which is lower than the APO Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of CMG and APO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMG vs. APO - Drawdown Comparison

The maximum CMG drawdown since its inception was -74.61%, which is greater than APO's maximum drawdown of -56.99%. Use the drawdown chart below to compare losses from any high point for CMG and APO.


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Drawdown Indicators


CMGAPODifference

Max Drawdown

Largest peak-to-trough decline

-74.61%

-56.99%

-17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-51.61%

-34.97%

-16.64%

Max Drawdown (3Y)

Largest decline over 3 years

-58.89%

-42.82%

-16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-58.89%

-42.82%

-16.07%

Max Drawdown (10Y)

Largest decline over 10 years

-58.89%

-53.48%

-5.41%

Current Drawdown

Current decline from peak

-52.98%

-23.36%

-29.62%

Average Drawdown

Average peak-to-trough decline

-21.37%

-16.39%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.40%

16.70%

+18.70%

Volatility

CMG vs. APO - Volatility Comparison

Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 10.80% compared to Apollo Global Management, Inc. (APO) at 8.49%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than APO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMGAPODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.80%

8.49%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

23.87%

26.89%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

38.63%

35.44%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.60%

37.11%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.63%

37.83%

-2.20%

Dividends

CMG vs. APO - Dividend Comparison

CMG has not paid dividends to shareholders, while APO's dividend yield for the trailing twelve months is around 1.56%.


PositionTTM20252024202320222021202020192018201720162015
APO
Apollo Global Management, Inc.
1.56%1.38%1.10%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%
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

CMG vs. APO - Financials Comparison

This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Apollo Global Management, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
3.09B
4.93B
(CMG) Total Revenue
(APO) Total Revenue
Values in USD except per share items

CMG vs. APO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
68.4%
100.0%
Portfolio components
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%.

APO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Apollo Global Management, Inc. reported a gross profit of 4.93B and revenue of 4.93B. Therefore, the gross margin over that period was 100.0%.

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%.

APO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Apollo Global Management, Inc. reported an operating income of 330.00M and revenue of 4.93B, resulting in an operating margin of 6.7%.

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%.

APO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Apollo Global Management, Inc. reported a net income of -1.91B and revenue of 4.93B, resulting in a net margin of -38.7%.


Frequently Asked Questions


CMG and APO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMG has higher volatility (10.80%) compared to APO (8.49%). In terms of maximum drawdown, CMG dropped -74.61% vs APO's -56.99%.

APO currently has the higher Sharpe Ratio (-0.04 vs -0.95), 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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