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

Correlation

The correlation between CMG and SBUX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

CMG vs. SBUX - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
5,529.55%
548.07%
CMG
SBUX

Key characteristics

Sharpe Ratio

CMG:

-0.42

SBUX:

-0.06

Sortino Ratio

CMG:

-0.38

SBUX:

0.24

Omega Ratio

CMG:

0.95

SBUX:

1.04

Calmar Ratio

CMG:

-0.43

SBUX:

-0.06

Martin Ratio

CMG:

-0.81

SBUX:

-0.22

Ulcer Index

CMG:

17.48%

SBUX:

11.24%

Daily Std Dev

CMG:

34.03%

SBUX:

43.34%

Max Drawdown

CMG:

-74.61%

SBUX:

-81.91%

Current Drawdown

CMG:

-27.73%

SBUX:

-27.68%

Fundamentals

Market Cap

CMG:

$66.09B

SBUX:

$94.07B

EPS

CMG:

$1.15

SBUX:

$3.10

PE Ratio

CMG:

42.40

SBUX:

26.71

PEG Ratio

CMG:

2.01

SBUX:

2.07

PS Ratio

CMG:

5.84

SBUX:

2.60

PB Ratio

CMG:

18.08

SBUX:

0.00

Total Revenue (TTM)

CMG:

$8.61B

SBUX:

$27.59B

Gross Profit (TTM)

CMG:

$2.28B

SBUX:

$7.23B

EBITDA (TTM)

CMG:

$1.78B

SBUX:

$5.27B

Returns By Period

In the year-to-date period, CMG achieves a -17.84% return, which is significantly lower than SBUX's -7.60% return. Over the past 10 years, CMG has outperformed SBUX with an annualized return of 14.46%, while SBUX has yielded a comparatively lower 7.23% annualized return.


CMG

YTD

-17.84%

1M

0.06%

6M

-16.66%

1Y

-15.37%

5Y*

23.01%

10Y*

14.46%

SBUX

YTD

-7.60%

1M

-12.54%

6M

-12.67%

1Y

-3.10%

5Y*

4.34%

10Y*

7.23%

*Annualized

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Risk-Adjusted Performance

CMG vs. SBUX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMG
The Risk-Adjusted Performance Rank of CMG is 2929
Overall Rank
The Sharpe Ratio Rank of CMG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 3434
Martin Ratio Rank

SBUX
The Risk-Adjusted Performance Rank of SBUX is 4747
Overall Rank
The Sharpe Ratio Rank of SBUX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SBUX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SBUX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SBUX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SBUX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMG vs. SBUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Starbucks Corporation (SBUX). 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.


The chart of Sharpe ratio for CMG, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.00
CMG: -0.42
SBUX: -0.06
The chart of Sortino ratio for CMG, currently valued at -0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
CMG: -0.38
SBUX: 0.24
The chart of Omega ratio for CMG, currently valued at 0.95, compared to the broader market0.501.001.502.00
CMG: 0.95
SBUX: 1.04
The chart of Calmar ratio for CMG, currently valued at -0.43, compared to the broader market0.001.002.003.004.005.00
CMG: -0.43
SBUX: -0.06
The chart of Martin ratio for CMG, currently valued at -0.81, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CMG: -0.81
SBUX: -0.22

The current CMG Sharpe Ratio is -0.42, which is lower than the SBUX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CMG and SBUX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.42
-0.06
CMG
SBUX

Dividends

CMG vs. SBUX - Dividend Comparison

CMG has not paid dividends to shareholders, while SBUX's dividend yield for the trailing twelve months is around 2.81%.


TTM20242023202220212020201920182017201620152014
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%
SBUX
Starbucks Corporation
2.81%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%

Drawdowns

CMG vs. SBUX - Drawdown Comparison

The maximum CMG drawdown since its inception was -74.61%, smaller than the maximum SBUX drawdown of -81.91%. Use the drawdown chart below to compare losses from any high point for CMG and SBUX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.73%
-27.68%
CMG
SBUX

Volatility

CMG vs. SBUX - Volatility Comparison

The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 14.78%, while Starbucks Corporation (SBUX) has a volatility of 19.50%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than SBUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.78%
19.50%
CMG
SBUX

Financials

CMG vs. SBUX - Financials Comparison

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