CMG vs. MRNA
CMG (Chipotle Mexican Grill, Inc.) and MRNA (Moderna, Inc.) are both stocks. CMG operates in Restaurants (Consumer Cyclical), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, CMG returned 3.35%/yr vs -25.59%/yr for MRNA. At a 0.16 correlation, their price movements are largely independent.
Performance
CMG vs. MRNA - 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 MRNA's 69.24% 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%
MRNA
- 1D
- 0.54%
- 1M
- 1.77%
- YTD
- 69.24%
- 6M
- 69.42%
- 1Y
- 87.14%
- 3Y*
- -26.94%
- 5Y*
- -25.59%
- 10Y*
- —
CMG vs. MRNA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -12.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | -8.12% |
MRNA Moderna, Inc. | 69.24% | -29.08% | -58.19% | -44.63% | -29.28% | 143.11% | 434.10% | 28.09% | -30.59% |
Correlation
The correlation between CMG and MRNA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018 | 0.16 |
The correlation between CMG and MRNA shifts across timeframes, from 0.12 (3 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CMG:
$41.96B
MRNA:
$19.71B
CMG:
$1.09
MRNA:
-$8.16
CMG:
3.53
MRNA:
8.78
CMG:
17.43
MRNA:
2.66
CMG:
$12.14B
MRNA:
$2.23B
CMG:
$4.39B
MRNA:
-$309.00M
CMG:
$2.30B
MRNA:
-$3.02B
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Return for Risk
CMG vs. MRNA — Risk / Return Rank
CMG
MRNA
CMG vs. MRNA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Moderna, Inc. (MRNA). 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 | MRNA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.24 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 2.34 | -3.05 |
| Martin ratioReturn relative to average drawdown | -1.04 | 4.59 | -5.62 |
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Drawdowns
CMG vs. MRNA - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for CMG and MRNA.
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Drawdown Indicators
| CMG | MRNA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -95.38% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -35.51% | -16.10% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -86.58% | +27.69% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -95.38% | +36.49% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | — | — |
Current DrawdownCurrent decline from peak | -52.98% | -89.70% | +36.72% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -57.06% | +35.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 18.06% | +17.34% |
Volatility
CMG vs. MRNA - Volatility Comparison
The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 10.80%, while Moderna, Inc. (MRNA) has a volatility of 17.56%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | MRNA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 17.56% | -6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 48.82% | -24.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 64.75% | -26.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 66.49% | -32.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 72.15% | -36.52% |
Dividends
CMG vs. MRNA - Dividend Comparison
Neither CMG nor MRNA has paid dividends to shareholders.
Financials
CMG vs. MRNA - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Moderna, 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
Frequently Asked Questions
CMG and MRNA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRNA has higher volatility (17.56%) compared to CMG (10.80%). In terms of maximum drawdown, CMG dropped -74.61% vs MRNA's -95.38%.
MRNA currently has the higher Sharpe Ratio (1.28 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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