CMG vs. AXON
Compare and contrast key facts about Chipotle Mexican Grill, Inc. (CMG) and Axon Enterprise, Inc. (AXON).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMG or AXON.
Key characteristics
| CMG | AXON | |
|---|---|---|
| YTD Return | 30.76% | 68.05% |
| 1Y Return | 65.18% | 97.28% |
| 3Y Return (Ann) | 17.84% | 34.78% |
| 5Y Return (Ann) | 29.36% | 53.22% |
| 10Y Return (Ann) | 16.68% | 40.07% |
| Sharpe Ratio | 2.50 | 3.00 |
| Sortino Ratio | 3.08 | 4.83 |
| Omega Ratio | 1.44 | 1.61 |
| Calmar Ratio | 2.48 | 6.47 |
| Martin Ratio | 6.39 | 17.41 |
| Ulcer Index | 10.62% | 5.83% |
| Daily Std Dev | 27.13% | 33.82% |
| Max Drawdown | -74.61% | -91.78% |
| Current Drawdown | -12.75% | -0.88% |
Fundamentals
| CMG | AXON | |
|---|---|---|
| Market Cap | $81.91B | $32.81B |
| EPS | $1.02 | $3.78 |
| PE Ratio | 58.64 | 114.85 |
| PEG Ratio | 2.70 | 2.86 |
| Total Revenue (TTM) | $8.19B | $1.40B |
| Gross Profit (TTM) | $2.07B | $827.67M |
| EBITDA (TTM) | $1.71B | $138.88M |
Correlation
The correlation between CMG and AXON is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CMG vs. AXON - Performance Comparison
In the year-to-date period, CMG achieves a 30.76% return, which is significantly lower than AXON's 68.05% return. Over the past 10 years, CMG has underperformed AXON with an annualized return of 16.68%, while AXON has yielded a comparatively higher 40.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CMG vs. AXON - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Axon Enterprise, Inc. (AXON). 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.
Dividends
CMG vs. AXON - Dividend Comparison
Neither CMG nor AXON has paid dividends to shareholders.
Drawdowns
CMG vs. AXON - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, smaller than the maximum AXON drawdown of -91.78%. Use the drawdown chart below to compare losses from any high point for CMG and AXON. For additional features, visit the drawdowns tool.
Volatility
CMG vs. AXON - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 5.87% compared to Axon Enterprise, Inc. (AXON) at 4.39%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMG vs. AXON - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Axon Enterprise, 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