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GCMG vs. CAVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GCMG vs. CAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GCM Grosvenor Inc. (GCMG) and CAVA Group Inc. (CAVA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCMG achieves a -10.91% return, which is significantly lower than CAVA's 21.54% return.


GCMG

1D
-5.04%
1M
-9.76%
YTD
-10.91%
6M
-8.41%
1Y
-17.34%
3Y*
16.77%
5Y*
1.85%
10Y*

CAVA

1D
-1.53%
1M
-20.02%
YTD
21.54%
6M
30.90%
1Y
-12.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCMG vs. CAVA - Yearly Performance Comparison


2026 (YTD)202520242023
GCMG
GCM Grosvenor Inc.
-10.91%-4.35%43.01%28.11%
CAVA
CAVA Group Inc.
21.54%-47.97%162.45%-1.83%

Correlation

The correlation between GCMG and CAVA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2023

0.24

Fundamentals

EPS

GCMG:

$0.31

CAVA:

$0.54

PE Ratio

GCMG:

31.81

CAVA:

132.28

PEG Ratio

GCMG:

0.26

CAVA:

0.72

PS Ratio

GCMG:

3.57

CAVA:

7.15

Total Revenue (TTM)

GCMG:

$558.85M

CAVA:

$1.18B

Gross Profit (TTM)

GCMG:

$386.19M

CAVA:

$216.81M

EBITDA (TTM)

GCMG:

$174.90M

CAVA:

$150.65M

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Return for Risk

GCMG vs. CAVA — Risk / Return Rank

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

GCMG
GCMG Risk / Return Rank: 1515
Overall Rank
GCMG Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GCMG Sortino Ratio Rank: 1717
Sortino Ratio Rank
GCMG Omega Ratio Rank: 1717
Omega Ratio Rank
GCMG Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCMG Martin Ratio Rank: 99
Martin Ratio Rank

CAVA
CAVA Risk / Return Rank: 3232
Overall Rank
CAVA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CAVA Sortino Ratio Rank: 3131
Sortino Ratio Rank
CAVA Omega Ratio Rank: 3131
Omega Ratio Rank
CAVA Calmar Ratio Rank: 3333
Calmar Ratio Rank
CAVA Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GCMG vs. CAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GCM Grosvenor Inc. (GCMG) and CAVA Group Inc. (CAVA). 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.


GCMGCAVADifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

0.91

1.01

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.66

-0.23

-0.43

Martin ratioReturn relative to average drawdown

-1.36

-0.46

-0.90

GCMG vs. CAVA - Sharpe Ratio Comparison

The current GCMG Sharpe Ratio is -0.56, which is lower than the CAVA Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of GCMG and CAVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GCMGCAVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.21

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.30

-0.22

Drawdowns

GCMG vs. CAVA - Drawdown Comparison

The maximum GCMG drawdown since its inception was -51.80%, smaller than the maximum CAVA drawdown of -71.11%. Use the drawdown chart below to compare losses from any high point for GCMG and CAVA.


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Drawdown Indicators


GCMGCAVADifference

Max Drawdown

Largest peak-to-trough decline

-51.80%

-71.11%

+19.31%

Max Drawdown (1Y)

Largest decline over 1 year

-26.41%

-52.65%

+26.24%

Max Drawdown (3Y)

Largest decline over 3 years

-31.29%

Max Drawdown (5Y)

Largest decline over 5 years

-45.04%

Current Drawdown

Current decline from peak

-27.44%

-52.72%

+25.28%

Average Drawdown

Average peak-to-trough decline

-22.90%

-29.99%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.74%

26.20%

-13.46%

Volatility

GCMG vs. CAVA - Volatility Comparison

The current volatility for GCM Grosvenor Inc. (GCMG) is 9.75%, while CAVA Group Inc. (CAVA) has a volatility of 15.29%. This indicates that GCMG experiences smaller price fluctuations and is considered to be less risky than CAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCMGCAVADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.75%

15.29%

-5.54%

Volatility (6M)

Calculated over the trailing 6-month period

28.21%

41.52%

-13.31%

Volatility (1Y)

Calculated over the trailing 1-year period

31.27%

57.28%

-26.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.74%

59.24%

-32.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.08%

59.24%

-30.16%

Dividends

GCMG vs. CAVA - Dividend Comparison

GCMG's dividend yield for the trailing twelve months is around 4.61%, while CAVA has not paid dividends to shareholders.


PositionTTM20252024202320222021
CAVA
CAVA Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
GCMG
GCM Grosvenor Inc.
4.61%3.98%3.59%4.91%5.39%3.14%

Financials

GCMG vs. CAVA - Financials Comparison

This section allows you to compare key financial metrics between GCM Grosvenor Inc. and CAVA Group 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


100.00M150.00M200.00M250.00M300.00M20222023202420252026
124.78M
274.99M
(GCMG) Total Revenue
(CAVA) Total Revenue
Values in USD except per share items

GCMG vs. CAVA - Profitability Comparison

The chart below illustrates the profitability comparison between GCM Grosvenor Inc. and CAVA Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
39.6%
14.9%
Portfolio components
GCMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GCM Grosvenor Inc. reported a gross profit of 49.41M and revenue of 124.78M. Therefore, the gross margin over that period was 39.6%.

CAVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CAVA Group Inc. reported a gross profit of 40.95M and revenue of 274.99M. Therefore, the gross margin over that period was 14.9%.

GCMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GCM Grosvenor Inc. reported an operating income of 1.92M and revenue of 124.78M, resulting in an operating margin of 1.5%.

CAVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CAVA Group Inc. reported an operating income of 8.43M and revenue of 274.99M, resulting in an operating margin of 3.1%.

GCMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GCM Grosvenor Inc. reported a net income of 17.74M and revenue of 124.78M, resulting in a net margin of 14.2%.

CAVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CAVA Group Inc. reported a net income of 4.92M and revenue of 274.99M, resulting in a net margin of 1.8%.


Frequently Asked Questions


GCMG and CAVA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAVA has higher volatility (15.29%) compared to GCMG (9.75%). In terms of maximum drawdown, GCMG dropped -51.80% vs CAVA's -71.11%.

CAVA currently has the higher Sharpe Ratio (-0.21 vs -0.56), 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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