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

Correlation

The correlation between DPZ and CMG is 0.47, 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: 0.5

Performance

DPZ vs. CMG - Performance Comparison

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

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
4,087.03%
5,784.09%
DPZ
CMG

Key characteristics

Sharpe Ratio

DPZ:

0.09

CMG:

-0.33

Sortino Ratio

DPZ:

0.34

CMG:

-0.24

Omega Ratio

DPZ:

1.05

CMG:

0.97

Calmar Ratio

DPZ:

0.11

CMG:

-0.34

Martin Ratio

DPZ:

0.18

CMG:

-0.64

Ulcer Index

DPZ:

15.62%

CMG:

17.55%

Daily Std Dev

DPZ:

31.59%

CMG:

34.34%

Max Drawdown

DPZ:

-86.66%

CMG:

-74.61%

Current Drawdown

DPZ:

-9.78%

CMG:

-24.47%

Fundamentals

Market Cap

DPZ:

$16.74B

CMG:

$69.77B

EPS

DPZ:

$16.68

CMG:

$1.13

PE Ratio

DPZ:

29.23

CMG:

45.82

PEG Ratio

DPZ:

2.89

CMG:

2.04

PS Ratio

DPZ:

3.56

CMG:

6.07

PB Ratio

DPZ:

0.00

CMG:

19.12

Total Revenue (TTM)

DPZ:

$3.62B

CMG:

$11.49B

Gross Profit (TTM)

DPZ:

$1.43B

CMG:

$4.28B

EBITDA (TTM)

DPZ:

$740.23M

CMG:

$2.37B

Returns By Period

In the year-to-date period, DPZ achieves a 16.63% return, which is significantly higher than CMG's -14.13% return. Over the past 10 years, DPZ has outperformed CMG with an annualized return of 17.42%, while CMG has yielded a comparatively lower 15.22% annualized return.


DPZ

YTD

16.63%

1M

3.46%

6M

18.69%

1Y

-0.93%

5Y*

7.39%

10Y*

17.42%

CMG

YTD

-14.13%

1M

1.69%

6M

-12.89%

1Y

-18.76%

5Y*

24.09%

10Y*

15.22%

*Annualized

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Risk-Adjusted Performance

DPZ vs. CMG — Risk-Adjusted Performance Rank

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

DPZ
The Risk-Adjusted Performance Rank of DPZ is 5252
Overall Rank
The Sharpe Ratio Rank of DPZ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DPZ is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DPZ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DPZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of DPZ is 5454
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 3333
Overall Rank
The Sharpe Ratio Rank of CMG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 3131
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 3939
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.

DPZ vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Domino's Pizza, Inc. (DPZ) and Chipotle Mexican Grill, Inc. (CMG). 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 DPZ, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
DPZ: 0.09
CMG: -0.33
The chart of Sortino ratio for DPZ, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
DPZ: 0.34
CMG: -0.24
The chart of Omega ratio for DPZ, currently valued at 1.05, compared to the broader market0.501.001.502.00
DPZ: 1.05
CMG: 0.97
The chart of Calmar ratio for DPZ, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.00
DPZ: 0.11
CMG: -0.34
The chart of Martin ratio for DPZ, currently valued at 0.18, compared to the broader market-5.000.005.0010.0015.0020.00
DPZ: 0.18
CMG: -0.64

The current DPZ Sharpe Ratio is 0.09, which is higher than the CMG Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of DPZ and CMG, 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
0.09
-0.33
DPZ
CMG

Dividends

DPZ vs. CMG - Dividend Comparison

DPZ's dividend yield for the trailing twelve months is around 1.29%, while CMG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DPZ
Domino's Pizza, Inc.
1.29%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
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%

Drawdowns

DPZ vs. CMG - Drawdown Comparison

The maximum DPZ drawdown since its inception was -86.66%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for DPZ and CMG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.78%
-24.47%
DPZ
CMG

Volatility

DPZ vs. CMG - Volatility Comparison

The current volatility for Domino's Pizza, Inc. (DPZ) is 11.57%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 15.40%. This indicates that DPZ experiences smaller price fluctuations and is considered to be less risky than CMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.57%
15.40%
DPZ
CMG

Financials

DPZ vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between Domino's Pizza, Inc. and Chipotle Mexican Grill, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items