CMG vs. CACI
CMG (Chipotle Mexican Grill, Inc.) and CACI (CACI International Inc) are both stocks. CMG operates in Restaurants (Consumer Cyclical), while CACI operates in Information Technology Services (Technology). Over the past 10 years, CMG returned 15.21%/yr vs 17.92%/yr for CACI. At a 0.28 correlation, their price movements are largely independent.
Performance
CMG vs. CACI - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a -11.54% return, which is significantly lower than CACI's -4.74% return. Over the past 10 years, CMG has underperformed CACI with an annualized return of 15.21%, while CACI has yielded a comparatively higher 17.92% annualized return.
CMG
- 1D
- 1.55%
- 1M
- 0.25%
- YTD
- -11.54%
- 6M
- -8.93%
- 1Y
- -34.85%
- 3Y*
- -6.98%
- 5Y*
- 3.42%
- 10Y*
- 15.21%
CACI
- 1D
- -2.28%
- 1M
- 4.23%
- YTD
- -4.74%
- 6M
- -10.55%
- 1Y
- 12.62%
- 3Y*
- 15.94%
- 5Y*
- 13.96%
- 10Y*
- 17.92%
CMG vs. CACI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -11.54% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
CACI CACI International Inc | -4.74% | 31.86% | 24.76% | 7.74% | 11.66% | 7.97% | -0.26% | 73.57% | 8.83% | 6.48% |
Correlation
The correlation between CMG and CACI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.28 |
The correlation between CMG and CACI shifts across timeframes, from 0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CMG:
$42.61B
CACI:
$11.25B
CMG:
$1.09
CACI:
$18.36
CMG:
29.93
CACI:
27.64
CMG:
1.12
CACI:
4.73
CMG:
3.58
CACI:
1.23
CMG:
17.70
CACI:
2.63
CMG:
$12.14B
CACI:
$9.16B
CMG:
$4.39B
CACI:
$854.30M
CMG:
$2.30B
CACI:
$1.08B
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Return for Risk
CMG vs. CACI — Risk / Return Rank
CMG
CACI
CMG vs. CACI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and CACI International Inc (CACI). 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 | CACI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.10 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 0.46 | -1.14 |
| Martin ratioReturn relative to average drawdown | -0.98 | 1.10 | -2.08 |
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Drawdowns
CMG vs. CACI - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than CACI's maximum drawdown of -62.89%. Use the drawdown chart below to compare losses from any high point for CMG and CACI.
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Drawdown Indicators
| CMG | CACI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -62.89% | -11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -27.36% | -24.25% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -42.88% | -16.01% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -42.88% | -16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -42.88% | -16.01% |
Current DrawdownCurrent decline from peak | -52.26% | -23.35% | -28.91% |
Average DrawdownAverage peak-to-trough decline | -21.38% | -19.09% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.51% | 11.48% | +24.03% |
Volatility
CMG vs. CACI - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 10.90% compared to CACI International Inc (CACI) at 7.46%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than CACI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | CACI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.90% | 7.46% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 23.76% | 23.79% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.69% | 32.13% | +6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 26.95% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.64% | 28.08% | +7.56% |
Dividends
CMG vs. CACI - Dividend Comparison
Neither CMG nor CACI has paid dividends to shareholders.
Financials
CMG vs. CACI - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and CACI International 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
CMG vs. CACI - Profitability Comparison
CMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.11B and revenue of 3.09B. Therefore, the gross margin over that period was 68.4%.
CACI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a gross profit of 228.88M and revenue of 2.35B. Therefore, the gross margin over that period was 9.7%.
CMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported an operating income of 397.06M and revenue of 3.09B, resulting in an operating margin of 12.9%.
CACI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported an operating income of 228.88M and revenue of 2.35B, resulting in an operating margin of 9.7%.
CMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a net income of 302.82M and revenue of 3.09B, resulting in a net margin of 9.8%.
CACI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CACI International Inc reported a net income of 130.40K and revenue of 2.35B, resulting in a net margin of 0.0%.
Frequently Asked Questions
CMG and CACI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (10.90%) compared to CACI (7.46%). In terms of maximum drawdown, CMG dropped -74.61% vs CACI's -62.89%.
CACI currently has the higher Sharpe Ratio (0.40 vs -0.91), 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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