CMG vs. BCD
CMG (Chipotle Mexican Grill, Inc.) is a stock, while BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) is Commodities fund tracking the Bloomberg Commodity Index 3 Month Forward Total Return. Over the past 5 years, CMG returned -0.03%/yr vs 10.65%/yr for BCD. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
CMG vs. BCD - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a 0.59% return, which is significantly lower than BCD's 16.41% return.
CMG
- 1D
- -3.37%
- 1M
- 5.17%
- 6M
- -4.24%
- YTD
- 0.59%
- 1Y
- -12.46%
- 3Y*
- -1.63%
- 5Y*
- -0.03%
- 10Y*
- 16.54%
- ALL TIME*
- 19.90%
BCD
- 1D
- -0.06%
- 1M
- 5.50%
- 6M
- 7.33%
- YTD
- 16.41%
- 1Y
- 28.51%
- 3Y*
- 10.83%
- 5Y*
- 10.65%
- 10Y*
- —
- ALL TIME*
- 8.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39M | $1.55M | $2.26M | |
| $612.37M | $603.10M | $624.35M |
CMG vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | 0.59% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -34.89% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 16.41% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.83% |
Correlation
The correlation between CMG and BCD is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.09 |
The correlation between CMG and BCD shifts across timeframes, from -0.13 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CMG vs. BCD — Risk / Return Rank
CMG
BCD
CMG vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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 | BCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.22 | -2.59 |
| Martin ratioReturn relative to average drawdown | -0.67 | 7.25 | -7.92 |
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Drawdowns
CMG vs. BCD - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for CMG and BCD.
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Drawdown Indicators
| CMG | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -29.81% | -44.80% |
Max Drawdown (1Y)Largest decline over 1 year | -36.01% | -12.70% | -23.31% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -12.70% | -46.19% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -23.03% | -35.86% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | — | — |
Current DrawdownCurrent decline from peak | -45.71% | -6.83% | -38.88% |
Average DrawdownAverage peak-to-trough decline | -21.56% | -9.83% | -11.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.85% | 3.88% | +15.97% |
Volatility
CMG vs. BCD - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 17.31% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 3.93%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.31% | 3.93% | +13.38% |
Volatility (6M)Calculated over the trailing 6-month period | 29.05% | 11.95% | +17.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 14.22% | +25.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.19% | 15.36% | +18.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.97% | 13.91% | +22.06% |
Dividends
CMG vs. BCD - Dividend Comparison
CMG has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 14.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.79% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
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% |
Frequently Asked Questions
CMG and BCD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (17.31%) compared to BCD (3.93%). In terms of maximum drawdown, CMG dropped -74.61% vs BCD's -29.81%.
BCD currently has the higher Sharpe Ratio (1.98 vs -0.33), 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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