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

Performance

CMG vs. MAR - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JuneJulyAugustSeptemberOctoberNovember
6,562.50%
919.91%
CMG
MAR

Returns By Period

In the year-to-date period, CMG achieves a 28.18% return, which is significantly higher than MAR's 24.57% return. Over the past 10 years, CMG has outperformed MAR with an annualized return of 16.08%, while MAR has yielded a comparatively lower 14.87% annualized return.


CMG

YTD

28.18%

1M

-1.28%

6M

-8.77%

1Y

35.58%

5Y (annualized)

30.87%

10Y (annualized)

16.08%

MAR

YTD

24.57%

1M

6.17%

6M

17.92%

1Y

38.27%

5Y (annualized)

16.28%

10Y (annualized)

14.87%

Fundamentals


CMGMAR
Market Cap$82.42B$79.48B
EPS$1.08$9.55
PE Ratio56.0129.95
PEG Ratio2.052.82
Total Revenue (TTM)$10.98B$24.77B
Gross Profit (TTM)$2.78B$5.34B
EBITDA (TTM)$2.30B$3.24B

Key characteristics


CMGMAR
Sharpe Ratio1.251.86
Sortino Ratio1.722.47
Omega Ratio1.251.33
Calmar Ratio1.322.22
Martin Ratio3.136.09
Ulcer Index11.48%6.57%
Daily Std Dev28.67%21.55%
Max Drawdown-74.61%-75.84%
Current Drawdown-14.47%-2.68%

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Correlation

-0.50.00.51.00.4

The correlation between CMG and MAR is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CMG vs. MAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Marriott International, Inc. (MAR). 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.


Sharpe ratio
The chart of Sharpe ratio for CMG, currently valued at 1.25, compared to the broader market-4.00-2.000.002.001.251.86
The chart of Sortino ratio for CMG, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.47
The chart of Omega ratio for CMG, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.33
The chart of Calmar ratio for CMG, currently valued at 1.32, compared to the broader market0.002.004.006.001.322.22
The chart of Martin ratio for CMG, currently valued at 3.13, compared to the broader market0.0010.0020.0030.003.136.09
CMG
MAR

The current CMG Sharpe Ratio is 1.25, which is lower than the MAR Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CMG and MAR, 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.25
1.86
CMG
MAR

Dividends

CMG vs. MAR - Dividend Comparison

CMG has not paid dividends to shareholders, while MAR's dividend yield for the trailing twelve months is around 0.83%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
MAR
Marriott International, Inc.
0.83%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%

Drawdowns

CMG vs. MAR - Drawdown Comparison

The maximum CMG drawdown since its inception was -74.61%, roughly equal to the maximum MAR drawdown of -75.84%. Use the drawdown chart below to compare losses from any high point for CMG and MAR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.47%
-2.68%
CMG
MAR

Volatility

CMG vs. MAR - Volatility Comparison

Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 12.02% compared to Marriott International, Inc. (MAR) at 8.14%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than MAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
12.02%
8.14%
CMG
MAR

Financials

CMG vs. MAR - Financials Comparison

This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Marriott 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.


Quarterly
Annual

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


Values in USD except per share items