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CMG vs. AXON
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMG and AXON is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CMG vs. AXON - Performance Comparison

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

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%December2025FebruaryMarchAprilMay
5,746.59%
6,932.15%
CMG
AXON

Key characteristics

Sharpe Ratio

CMG:

-0.57

AXON:

2.15

Sortino Ratio

CMG:

-0.65

AXON:

2.96

Omega Ratio

CMG:

0.92

AXON:

1.44

Calmar Ratio

CMG:

-0.59

AXON:

3.65

Martin Ratio

CMG:

-1.08

AXON:

9.22

Ulcer Index

CMG:

18.22%

AXON:

11.89%

Daily Std Dev

CMG:

33.94%

AXON:

56.41%

Max Drawdown

CMG:

-74.61%

AXON:

-91.78%

Current Drawdown

CMG:

-24.95%

AXON:

-3.26%

Fundamentals

Market Cap

CMG:

$67.38B

AXON:

$48.37B

EPS

CMG:

$1.13

AXON:

$4.78

PE Ratio

CMG:

44.26

AXON:

130.00

PEG Ratio

CMG:

2.22

AXON:

2.86

PS Ratio

CMG:

6.05

AXON:

23.22

PB Ratio

CMG:

19.90

AXON:

20.77

Total Revenue (TTM)

CMG:

$11.49B

AXON:

$1.62B

Gross Profit (TTM)

CMG:

$4.28B

AXON:

$980.33M

EBITDA (TTM)

CMG:

$2.37B

AXON:

$238.24M

Returns By Period

In the year-to-date period, CMG achieves a -14.68% return, which is significantly lower than AXON's 15.57% return. Over the past 10 years, CMG has underperformed AXON with an annualized return of 15.04%, while AXON has yielded a comparatively higher 35.49% annualized return.


CMG

YTD

-14.68%

1M

11.90%

6M

-11.61%

1Y

-19.19%

5Y*

22.76%

10Y*

15.04%

AXON

YTD

15.57%

1M

36.27%

6M

46.52%

1Y

120.24%

5Y*

51.67%

10Y*

35.49%

*Annualized

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Risk-Adjusted Performance

CMG vs. AXON — Risk-Adjusted Performance Rank

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

CMG
The Risk-Adjusted Performance Rank of CMG is 2121
Overall Rank
The Sharpe Ratio Rank of CMG is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 2222
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 2525
Martin Ratio Rank

AXON
The Risk-Adjusted Performance Rank of AXON is 9595
Overall Rank
The Sharpe Ratio Rank of AXON is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AXON is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AXON is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AXON is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AXON is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CMG Sharpe Ratio is -0.57, which is lower than the AXON Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CMG and AXON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00December2025FebruaryMarchAprilMay
-0.57
2.15
CMG
AXON

Dividends

CMG vs. AXON - Dividend Comparison

Neither CMG nor AXON has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-24.95%
-3.26%
CMG
AXON

Volatility

CMG vs. AXON - Volatility Comparison

The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 13.70%, while Axon Enterprise, Inc. (AXON) has a volatility of 18.22%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than AXON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
13.70%
18.22%
CMG
AXON

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
2.88B
575.15M
(CMG) Total Revenue
(AXON) Total Revenue
Values in USD except per share items

CMG vs. AXON - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
69.8%
60.1%
(CMG) Gross Margin
(AXON) Gross Margin
CMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a gross profit of 2.01B and revenue of 2.88B. Therefore, the gross margin over that period was 69.8%.

AXON - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported a gross profit of 345.85M and revenue of 575.15M. Therefore, the gross margin over that period was 60.1%.

CMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported an operating income of 479.25M and revenue of 2.88B, resulting in an operating margin of 16.7%.

AXON - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported an operating income of -15.76M and revenue of 575.15M, resulting in an operating margin of -2.7%.

CMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a net income of 386.60M and revenue of 2.88B, resulting in a net margin of 13.5%.

AXON - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Axon Enterprise, Inc. reported a net income of 135.18M and revenue of 575.15M, resulting in a net margin of 23.5%.