CMG vs. AVUV
CMG (Chipotle Mexican Grill, Inc.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, CMG returned 3.35%/yr vs 11.57%/yr for AVUV. At a 0.34 correlation, their price movements are largely independent.
Performance
CMG vs. AVUV - 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 AVUV's 22.73% 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%
AVUV
- 1D
- 0.96%
- 1M
- 5.11%
- YTD
- 22.73%
- 6M
- 19.51%
- 1Y
- 42.12%
- 3Y*
- 19.24%
- 5Y*
- 11.57%
- 10Y*
- —
CMG vs. AVUV - 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% |
AVUV Avantis US Small Cap Value ETF | 22.73% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between CMG and AVUV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.34 |
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Return for Risk
CMG vs. AVUV — Risk / Return Rank
CMG
AVUV
CMG vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Avantis US Small Cap Value ETF (AVUV). 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 | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.39 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 5.06 | -5.78 |
| Martin ratioReturn relative to average drawdown | -1.04 | 15.09 | -16.13 |
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Drawdowns
CMG vs. AVUV - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for CMG and AVUV.
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Drawdown Indicators
| CMG | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -49.42% | -25.19% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -7.95% | -43.66% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -28.79% | -30.10% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -28.79% | -30.10% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | — | — |
Current DrawdownCurrent decline from peak | -52.98% | 0.00% | -52.98% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -7.91% | -13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 2.67% | +32.73% |
Volatility
CMG vs. AVUV - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 10.80% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 4.53% | +6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 11.34% | +12.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 17.63% | +21.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 22.75% | +10.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 28.26% | +7.37% |
Dividends
CMG vs. AVUV - Dividend Comparison
CMG has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
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 AVUV have a correlation of 0.39, 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 AVUV (4.53%). In terms of maximum drawdown, CMG dropped -74.61% vs AVUV's -49.42%.
AVUV currently has the higher Sharpe Ratio (2.28 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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