CMG vs. AVDV
CMG (Chipotle Mexican Grill, Inc.) is a stock, while AVDV (Avantis International Small Cap Value ETF) is Foreign Small & Mid Cap Equities fund actively managed by Avantis. Over the past 5 years, CMG returned 3.35%/yr vs 13.63%/yr for AVDV. At a 0.35 correlation, their price movements are largely independent.
Performance
CMG vs. AVDV - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a -12.89% return, which is significantly lower than AVDV's 14.99% return.
CMG
- 1D
- 3.14%
- 1M
- 0.44%
- YTD
- -12.89%
- 6M
- -10.82%
- 1Y
- -35.85%
- 3Y*
- -7.94%
- 5Y*
- 3.35%
- 10Y*
- 15.09%
AVDV
- 1D
- 0.89%
- 1M
- -1.99%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 41.91%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
CMG vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -12.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 2.18% |
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 11.78% |
Correlation
The correlation between CMG and AVDV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.35 |
The correlation between CMG and AVDV shifts across timeframes, from 0.25 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CMG vs. AVDV — Risk / Return Rank
CMG
AVDV
CMG vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Avantis International Small Cap Value ETF (AVDV). 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.
| CMG | AVDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.49 | ||
| Sortino ratioReturn per unit of downside risk | -4.57 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.46 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.12 | -3.83 |
| Martin ratioReturn relative to average drawdown | -1.04 | 12.44 | -13.48 |
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Drawdowns
CMG vs. AVDV - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for CMG and AVDV.
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Drawdown Indicators
| CMG | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -43.01% | -31.60% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -13.19% | -38.42% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -14.17% | -44.72% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -28.08% | -30.81% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | — | — |
Current DrawdownCurrent decline from peak | -52.98% | -2.24% | -50.74% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -6.76% | -14.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 3.30% | +32.10% |
Volatility
CMG vs. AVDV - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 10.80% compared to Avantis International Small Cap Value ETF (AVDV) at 6.26%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 6.26% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 13.88% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 16.25% | +22.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 17.41% | +16.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 19.77% | +15.86% |
Dividends
CMG vs. AVDV - Dividend Comparison
CMG has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 4.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
CMG Chipotle Mexican Grill, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CMG and AVDV have a correlation of 0.31, 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 AVDV (6.26%). In terms of maximum drawdown, CMG dropped -74.61% vs AVDV's -43.01%.
AVDV currently has the higher Sharpe Ratio (2.53 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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