CMG vs. DT
CMG (Chipotle Mexican Grill, Inc.) and DT (Dynatrace, Inc.) are both stocks. CMG operates in Restaurants (Consumer Cyclical), while DT operates in Software - Application (Technology). Over the past 5 years, CMG returned 3.35%/yr vs -5.97%/yr for DT. At a 0.43 correlation, their price movements are largely independent.
Performance
CMG vs. DT - 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 DT's -5.98% return.
CMG
- 1D
- 3.14%
- 1M
- -1.29%
- YTD
- -12.89%
- 6M
- -10.82%
- 1Y
- -35.85%
- 3Y*
- -7.94%
- 5Y*
- 3.35%
- 10Y*
- 15.09%
DT
- 1D
- 0.94%
- 1M
- 6.23%
- YTD
- -5.98%
- 6M
- -11.49%
- 1Y
- -23.16%
- 3Y*
- -7.55%
- 5Y*
- -5.97%
- 10Y*
- —
CMG vs. DT - 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% | 5.23% |
DT Dynatrace, Inc. | -5.98% | -20.26% | -0.62% | 42.79% | -36.54% | 39.47% | 71.03% | -0.78% |
Correlation
The correlation between CMG and DT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2019 | 0.43 |
Over the past year, the correlation between CMG and DT has dropped to 0.14 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
Fundamentals
CMG:
$41.96B
DT:
$12.18B
CMG:
$1.09
DT:
$0.73
CMG:
29.48
DT:
55.69
CMG:
1.10
DT:
0.77
CMG:
3.53
DT:
6.11
CMG:
17.43
DT:
4.66
CMG:
$12.14B
DT:
$2.02B
CMG:
$4.39B
DT:
$1.65B
CMG:
$2.30B
DT:
$289.14M
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Return for Risk
CMG vs. DT — Risk / Return Rank
CMG
DT
CMG vs. DT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Dynatrace, Inc. (DT). 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 | DT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.91 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.58 | -0.14 |
| Martin ratioReturn relative to average drawdown | -1.04 | -1.01 | -0.03 |
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Drawdowns
CMG vs. DT - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than DT's maximum drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for CMG and DT.
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Drawdown Indicators
| CMG | DT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -61.77% | -12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -42.87% | -8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -48.16% | -10.73% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -61.77% | +2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | — | — |
Current DrawdownCurrent decline from peak | -52.98% | -48.26% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -30.74% | +9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 24.41% | +10.99% |
Volatility
CMG vs. DT - Volatility Comparison
The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 10.80%, while Dynatrace, Inc. (DT) has a volatility of 14.37%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than DT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | DT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 14.37% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 33.53% | -9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 39.53% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 40.76% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 46.56% | -10.93% |
Dividends
CMG vs. DT - Dividend Comparison
Neither CMG nor DT has paid dividends to shareholders.
Financials
CMG vs. DT - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Dynatrace, 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. DT - 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%.
DT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a gross profit of 430.32M and revenue of 531.72M. Therefore, the gross margin over that period was 80.9%.
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%.
DT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported an operating income of 37.34M and revenue of 531.72M, resulting in an operating margin of 7.0%.
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%.
DT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a net income of 76.21M and revenue of 531.72M, resulting in a net margin of 14.3%.
Frequently Asked Questions
CMG and DT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DT has higher volatility (14.37%) compared to CMG (10.80%). In terms of maximum drawdown, CMG dropped -74.61% vs DT's -61.77%.
DT currently has the higher Sharpe Ratio (-0.62 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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