CMG vs. SOXX
CMG (Chipotle Mexican Grill, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, CMG returned 15.09%/yr vs 35.55%/yr for SOXX. At a 0.39 correlation, their price movements are largely independent.
Performance
CMG vs. SOXX - 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 SOXX's 98.11% return. Over the past 10 years, CMG has underperformed SOXX with an annualized return of 15.09%, while SOXX has yielded a comparatively higher 35.55% annualized return.
CMG
- 1D
- 3.14%
- 1M
- 0.44%
- YTD
- -12.89%
- 6M
- -10.82%
- 1Y
- -35.85%
- 3Y*
- -7.94%
- 5Y*
- 3.35%
- 10Y*
- 15.09%
SOXX
- 1D
- 1.59%
- 1M
- 12.49%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 171.57%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
CMG vs. SOXX - 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% |
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between CMG and SOXX 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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.39 |
Over the past year, the correlation between CMG and SOXX has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
CMG vs. SOXX — Risk / Return Rank
CMG
SOXX
CMG vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.39 | ||
| Sortino ratioReturn per unit of downside risk | -5.59 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.62 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 10.50 | -11.21 |
| Martin ratioReturn relative to average drawdown | -1.04 | 38.20 | -39.24 |
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Drawdowns
CMG vs. SOXX - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CMG and SOXX.
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Drawdown Indicators
| CMG | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -70.21% | -4.40% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -15.77% | -35.84% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -41.36% | -17.53% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -45.75% | -13.14% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -45.75% | -13.14% |
Current DrawdownCurrent decline from peak | -52.98% | -3.16% | -49.82% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -19.95% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.40% | 4.33% | +31.07% |
Volatility
CMG vs. SOXX - Volatility Comparison
The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 10.80%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.80% | 19.42% | -8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 31.46% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 37.35% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.60% | 36.73% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 33.77% | +1.86% |
Dividends
CMG vs. SOXX - Dividend Comparison
CMG has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
CMG and SOXX 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.
SOXX has higher volatility (19.42%) compared to CMG (10.80%). In terms of maximum drawdown, CMG dropped -74.61% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.43 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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