CMG vs. YUM
CMG (Chipotle Mexican Grill, Inc.) and YUM (YUM! Brands, Inc.) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, CMG returned 16.54%/yr vs 11.18%/yr for YUM. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
CMG vs. YUM - Performance Comparison
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Returns By Period
In the year-to-date period, CMG achieves a 0.59% return, which is significantly lower than YUM's 2.29% return. Over the past 10 years, CMG has outperformed YUM with an annualized return of 16.54%, while YUM has yielded a comparatively lower 11.18% annualized return.
CMG
- 1D
- -3.37%
- 1M
- 5.17%
- 6M
- -4.24%
- YTD
- 0.59%
- 1Y
- -12.46%
- 3Y*
- -1.63%
- 5Y*
- -0.03%
- 10Y*
- 16.54%
- ALL TIME*
- 19.90%
YUM
- 1D
- -2.37%
- 1M
- -6.95%
- 6M
- -0.49%
- YTD
- 2.29%
- 1Y
- 7.48%
- 3Y*
- 6.00%
- 5Y*
- 5.08%
- 10Y*
- 11.18%
- ALL TIME*
- 14.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $612.37M | $603.10M | $624.35M | |
| $375.31M | $433.43M | $365.11M |
CMG vs. YUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | 0.59% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
YUM YUM! Brands, Inc. | 2.29% | 14.94% | 4.72% | 3.93% | -5.99% | 30.05% | 9.85% | 11.41% | 14.61% | 31.09% |
Correlation
The correlation between CMG and YUM is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.41 |
Fundamentals
CMG:
$47.77B
YUM:
$42.25B
CMG:
$1.08
YUM:
$6.22
CMG:
34.43
YUM:
24.64
CMG:
1.29
YUM:
11.11
CMG:
3.93
YUM:
5.05
CMG:
$12.42B
YUM:
$8.49B
CMG:
$5.89B
YUM:
$3.88B
CMG:
$2.25B
YUM:
$2.83B
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Return for Risk
CMG vs. YUM — Risk / Return Rank
CMG
YUM
CMG vs. YUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chipotle Mexican Grill, Inc. (CMG) and YUM! Brands, Inc. (YUM). 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 | YUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.08 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.68 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.67 | 1.46 | -2.12 |
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Drawdowns
CMG vs. YUM - Drawdown Comparison
The maximum CMG drawdown since its inception was -74.61%, which is greater than YUM's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for CMG and YUM.
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Drawdown Indicators
| CMG | YUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.61% | -67.69% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -36.01% | -12.41% | -23.60% |
Max Drawdown (3Y)Largest decline over 3 years | -58.89% | -14.45% | -44.44% |
Max Drawdown (5Y)Largest decline over 5 years | -58.89% | -23.10% | -35.79% |
Max Drawdown (10Y)Largest decline over 10 years | -58.89% | -52.17% | -6.72% |
Current DrawdownCurrent decline from peak | -45.71% | -8.48% | -37.23% |
Average DrawdownAverage peak-to-trough decline | -21.56% | -12.35% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.85% | 5.76% | +14.09% |
Volatility
CMG vs. YUM - Volatility Comparison
Chipotle Mexican Grill, Inc. (CMG) has a higher volatility of 17.31% compared to YUM! Brands, Inc. (YUM) at 7.84%. This indicates that CMG's price experiences larger fluctuations and is considered to be riskier than YUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMG | YUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.31% | 7.84% | +9.47% |
Volatility (6M)Calculated over the trailing 6-month period | 29.05% | 16.06% | +12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 22.83% | +17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.19% | 20.46% | +13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.97% | 22.79% | +13.18% |
Dividends
CMG vs. YUM - Dividend Comparison
CMG has not paid dividends to shareholders, while YUM's dividend yield for the trailing twelve months is around 1.91%.
| 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% |
YUM YUM! Brands, Inc. | 1.91% | 1.88% | 2.00% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 41.26% | 2.31% |
Financials
CMG vs. YUM - Financials Comparison
This section allows you to compare key financial metrics between Chipotle Mexican Grill, Inc. and YUM! Brands, 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. YUM - Profitability Comparison
CMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.34B and revenue of 3.35B. Therefore, the gross margin over that period was 69.8%.
YUM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, YUM! Brands, Inc. reported a gross profit of 920.00M and revenue of 2.06B. Therefore, the gross margin over that period was 44.7%.
CMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported an operating income of 525.60M and revenue of 3.35B, resulting in an operating margin of 15.7%.
YUM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, YUM! Brands, Inc. reported an operating income of 644.00M and revenue of 2.06B, resulting in an operating margin of 31.3%.
CMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported a net income of 403.55M and revenue of 3.35B, resulting in a net margin of 12.1%.
YUM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, YUM! Brands, Inc. reported a net income of 432.00M and revenue of 2.06B, resulting in a net margin of 21.0%.
Frequently Asked Questions
CMG and YUM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (17.31%) compared to YUM (7.84%). In terms of maximum drawdown, CMG dropped -74.61% vs YUM's -67.69%.
YUM currently has the higher Sharpe Ratio (0.37 vs -0.33), 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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