CMG vs. STIP
CMG (Chipotle Mexican Grill, Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, CMG returned 14.47%/yr vs 3.07%/yr for STIP. At a 0.03 correlation, their price movements are largely independent.
Performance
CMG vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a -16.35% return, which is significantly lower than STIP's 1.34% return. Over the past 10 years, CMG has outperformed STIP with an annualized return of 14.47%, while STIP has yielded a comparatively lower 3.07% annualized return.
CMG
- 1D
- 1.34%
- 1M
- -5.90%
- YTD
- -16.35%
- 6M
- -18.10%
- 1Y
- -42.45%
- 3Y*
- -8.85%
- 5Y*
- 0.77%
- 10Y*
- 14.47%
STIP
- 1D
- 0.01%
- 1M
- -0.29%
- YTD
- 1.34%
- 6M
- 1.51%
- 1Y
- 3.58%
- 3Y*
- 4.99%
- 5Y*
- 3.28%
- 10Y*
- 3.07%
CMG vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -16.35% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.34% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between CMG and STIP is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2010 | 0.03 |
The correlation between CMG and STIP shifts across timeframes, from -0.02 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CMG vs. STIP — Risk / Return Rank
CMG
STIP
CMG vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.44 | ||
| Sortino ratioReturn per unit of downside risk | -5.17 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.48 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 4.96 | -5.78 |
| Martin ratioReturn relative to average drawdown | -1.18 | 18.20 | -19.38 |
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Drawdowns
CMG vs. STIP - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CMG and STIP.
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Drawdown Indicators
| CMG | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -5.50% | -69.11% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -0.73% | -50.88% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -0.95% | -57.94% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -5.50% | -53.39% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -5.50% | -53.39% |
Current DrawdownCurrent decline from peak | -54.85% | -0.72% | -54.13% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -0.99% | -20.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.08% | 0.20% | +35.88% |
Volatility
CMG vs. STIP - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 12.23% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.64%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.23% | 0.64% | +11.59% |
Volatility (6M)Calculated over the trailing 6-month period | 24.11% | 1.14% | +22.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.80% | 1.53% | +37.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.74% | 2.74% | +31.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.68% | 2.46% | +33.22% |
Dividends
CMG vs. STIP - Dividend Comparison
CMG has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
CMG and STIP have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (12.23%) compared to STIP (0.64%). In terms of maximum drawdown, CMG dropped -74.61% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (2.34 vs -1.10), 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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