CMG vs. LULU
CMG (Chipotle Mexican Grill, Inc.) and LULU (Lululemon Athletica Inc.) are both stocks. Both are in the Consumer Cyclical sector — CMG in Restaurants, LULU in Apparel Retail. Over the past 10 years, CMG returned 15.09%/yr vs 5.37%/yr for LULU. At a 0.40 correlation, their price movements are largely independent.
Performance
CMG vs. LULU - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a -12.89% return, which is significantly higher than LULU's -42.85% return. Over the past 10 years, CMG has outperformed LULU with an annualized return of 15.09%, while LULU has yielded a comparatively lower 5.37% annualized 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%
LULU
- 1D
- -2.52%
- 1M
- -0.31%
- YTD
- -42.85%
- 6M
- -42.05%
- 1Y
- -50.33%
- 3Y*
- -31.43%
- 5Y*
- -18.89%
- 10Y*
- 5.37%
CMG vs. LULU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -12.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
LULU Lululemon Athletica Inc. | -42.85% | -45.66% | -25.21% | 59.59% | -18.16% | 12.48% | 50.23% | 90.50% | 54.74% | 20.93% |
Correlation
The correlation between CMG and LULU is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007 | 0.40 |
The correlation between CMG and LULU shifts across timeframes, from 0.34 (3 years) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CMG:
$41.96B
LULU:
$13.72B
CMG:
$1.09
LULU:
$12.35
CMG:
29.48
LULU:
9.62
CMG:
1.10
LULU:
0.47
CMG:
3.53
LULU:
1.25
CMG:
17.43
LULU:
2.73
CMG:
$12.14B
LULU:
$11.20B
CMG:
$4.39B
LULU:
$6.24B
CMG:
$2.30B
LULU:
$2.44B
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Return for Risk
CMG vs. LULU — Risk / Return Rank
CMG
LULU
CMG vs. LULU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Lululemon Athletica Inc. (LULU). 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 | LULU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.78 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.97 | +0.25 |
| Martin ratioReturn relative to average drawdown | -1.04 | -1.72 | +0.68 |
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Drawdowns
CMG vs. LULU - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, smaller than the maximum LULU drawdown of -92.26%. Use the drawdown chart below to compare losses from any high point for CMG and LULU.
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Drawdown Indicators
| CMG | LULU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -92.26% | +17.65% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -53.88% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -77.66% | +18.77% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -77.66% | +18.77% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -77.66% | +18.77% |
Current DrawdownCurrent decline from peak | -52.98% | -76.77% | +23.79% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -27.61% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 30.26% | +5.14% |
Volatility
CMG vs. LULU - Volatility Comparison
The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 10.80%, while Lululemon Athletica Inc. (LULU) has a volatility of 13.47%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than LULU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | LULU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 13.47% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 32.76% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 44.48% | -5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 42.22% | -8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 40.62% | -4.99% |
Dividends
CMG vs. LULU - Dividend Comparison
Neither CMG nor LULU has paid dividends to shareholders.
Financials
CMG vs. LULU - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Lululemon Athletica 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. LULU - 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%.
LULU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a gross profit of 1.34B and revenue of 2.47B. Therefore, the gross margin over that period was 54.2%.
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%.
LULU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported an operating income of 276.95M and revenue of 2.47B, resulting in an operating margin of 11.2%.
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%.
LULU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lululemon Athletica Inc. reported a net income of 195.05M and revenue of 2.47B, resulting in a net margin of 7.9%.
Frequently Asked Questions
CMG and LULU have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LULU has higher volatility (13.47%) compared to CMG (10.80%). In terms of maximum drawdown, CMG dropped -74.61% vs LULU's -92.26%.
CMG currently has the higher Sharpe Ratio (-0.95 vs -1.17), 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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