CMG vs. TSLA
CMG (Chipotle Mexican Grill, Inc.) and TSLA (Tesla, Inc.) are both stocks. Both are in the Consumer Cyclical sector — CMG in Restaurants, TSLA in Auto Manufacturers. Over the past 10 years, CMG returned 13.70%/yr vs 39.56%/yr for TSLA. At a 0.29 correlation, their price movements are largely independent.
Performance
CMG vs. TSLA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMG achieves a -20.89% return, which is significantly lower than TSLA's -9.07% return. Over the past 10 years, CMG has underperformed TSLA with an annualized return of 13.70%, while TSLA has yielded a comparatively higher 39.56% annualized return.
CMG
- 1D
- -0.24%
- 1M
- -9.91%
- YTD
- -20.89%
- 6M
- -12.91%
- 1Y
- -44.25%
- 3Y*
- -10.49%
- 5Y*
- 1.95%
- 10Y*
- 13.70%
TSLA
- 1D
- 4.59%
- 1M
- -4.53%
- YTD
- -9.07%
- 6M
- -6.97%
- 1Y
- 38.56%
- 3Y*
- 18.72%
- 5Y*
- 15.43%
- 10Y*
- 39.56%
CMG vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | -20.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
TSLA Tesla, Inc. | -9.07% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Correlation
The correlation between CMG and TSLA is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2010 | 0.29 |
The correlation between CMG and TSLA shifts across timeframes, from 0.09 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CMG:
$38.11B
TSLA:
$1.45T
CMG:
$1.09
TSLA:
$1.10
CMG:
26.77
TSLA:
372.50
CMG:
1.00
TSLA:
45.57
CMG:
3.20
TSLA:
14.75
CMG:
15.83
TSLA:
17.20
CMG:
$12.14B
TSLA:
$97.88B
CMG:
$4.39B
TSLA:
$18.66B
CMG:
$2.30B
TSLA:
$10.48B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMG vs. TSLA — Risk / Return Rank
CMG
TSLA
CMG vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and Tesla, Inc. (TSLA). 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.
| CMG | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.17 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 1.29 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.27 | 3.01 | -4.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CMG | TSLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.16 | 0.87 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.26 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.67 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.73 | -0.24 |
Drawdowns
CMG vs. TSLA - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, roughly equal to the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for CMG and TSLA.
Loading charts...
Drawdown Indicators
| CMG | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -73.63% | -0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -51.61% | -29.93% | -21.68% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -53.77% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -73.63% | +14.74% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -73.63% | +14.74% |
Current DrawdownCurrent decline from peak | -57.30% | -16.52% | -40.78% |
Average DrawdownAverage peak-to-trough decline | -21.35% | -22.73% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.91% | 12.84% | +22.07% |
Volatility
CMG vs. TSLA - Volatility Comparison
The current volatility for Chipotle Mexican Grill, Inc. (CMG) is 10.05%, while Tesla, Inc. (TSLA) has a volatility of 14.26%. This indicates that CMG experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMG | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 14.26% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.36% | 28.15% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.50% | 44.60% | -6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.55% | 58.92% | -25.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.63% | 59.14% | -23.51% |
Dividends
CMG vs. TSLA - Dividend Comparison
Neither CMG nor TSLA has paid dividends to shareholders.
Financials
CMG vs. TSLA - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and Tesla, 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
CMG vs. TSLA - Profitability Comparison
CMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.11B and revenue of 3.09B. Therefore, the gross margin over that period was 68.4%.
TSLA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a gross profit of 4.72B and revenue of 22.39B. Therefore, the gross margin over that period was 21.1%.
CMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported an operating income of 397.06M and revenue of 3.09B, resulting in an operating margin of 12.9%.
TSLA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported an operating income of 941.00M and revenue of 22.39B, resulting in an operating margin of 4.2%.
CMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chipotle Mexican Grill, Inc. reported a net income of 302.82M and revenue of 3.09B, resulting in a net margin of 9.8%.
TSLA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a net income of 491.00M and revenue of 22.39B, resulting in a net margin of 2.2%.
Frequently Asked Questions
CMG and TSLA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (14.26%) compared to CMG (10.05%). In terms of maximum drawdown, CMG dropped -74.61% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.87 vs -1.16), 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.
Find the right allocation for CMG and TSLA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer