KLAC vs. CMG
KLAC (KLA Corporation) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. KLAC operates in Semiconductor Equipment & Materials (Technology), while CMG operates in Restaurants (Consumer Cyclical). Over the past 10 years, KLAC returned 42.36%/yr vs 13.70%/yr for CMG. At a 0.34 correlation, their price movements are largely independent.
Performance
KLAC vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, KLAC achieves a 73.94% return, which is significantly higher than CMG's -20.89% return. Over the past 10 years, KLAC has outperformed CMG with an annualized return of 42.36%, while CMG has yielded a comparatively lower 13.70% annualized return.
KLAC
- 1D
- 9.27%
- 1M
- 12.92%
- YTD
- 73.94%
- 6M
- 72.59%
- 1Y
- 162.58%
- 3Y*
- 66.83%
- 5Y*
- 47.83%
- 10Y*
- 42.36%
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%
KLAC vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KLAC KLA Corporation | 73.94% | 94.48% | 9.36% | 56.05% | -11.20% | 68.05% | 47.94% | 103.99% | -12.49% | 36.80% |
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% |
Correlation
The correlation between KLAC and CMG is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.34 |
Over the past year, the correlation between KLAC and CMG has dropped to 0.08 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Fundamentals
KLAC:
$278.42B
CMG:
$38.11B
KLAC:
$35.29
CMG:
$1.09
KLAC:
59.74
CMG:
26.77
KLAC:
2.23
CMG:
1.00
KLAC:
21.30
CMG:
3.20
KLAC:
47.75
CMG:
15.83
KLAC:
$13.10B
CMG:
$12.14B
KLAC:
$8.09B
CMG:
$4.39B
KLAC:
$5.77B
CMG:
$2.30B
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Return for Risk
KLAC vs. CMG — Risk / Return Rank
KLAC
CMG
KLAC vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KLA Corporation (KLAC) 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.
| KLAC | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.59 | ||
| Sortino ratioReturn per unit of downside risk | +4.99 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 0.78 | +0.71 |
| Calmar ratioReturn relative to maximum drawdown | 7.30 | -0.86 | +8.16 |
| Martin ratioReturn relative to average drawdown | 23.22 | -1.27 | +24.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KLAC | CMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.43 | -1.16 | +4.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.06 | +1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.39 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.49 | -0.04 |
Drawdowns
KLAC vs. CMG - Drawdown Comparison
The maximum KLAC drawdown since its inception was -83.74%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for KLAC and CMG.
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Drawdown Indicators
| KLAC | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.74% | -74.61% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -22.41% | -51.61% | +29.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.95% | -58.89% | +23.94% |
Max Drawdown (5Y)Largest decline over 5 years | -40.28% | -58.89% | +18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.28% | -58.89% | +18.61% |
Current DrawdownCurrent decline from peak | -1.08% | -57.30% | +56.22% |
Average DrawdownAverage peak-to-trough decline | -29.34% | -21.35% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.03% | 34.91% | -27.88% |
Volatility
KLAC vs. CMG - Volatility Comparison
KLA Corporation (KLAC) has a higher volatility of 19.61% compared to Chipotle Mexican Grill, Inc. (CMG) at 10.05%. This indicates that KLAC's price experiences larger fluctuations and is considered to be riskier than CMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KLAC | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 10.05% | +9.56% |
Volatility (6M)Calculated over the trailing 6-month period | 40.06% | 23.36% | +16.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.74% | 38.50% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.46% | 33.55% | +9.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.64% | 35.63% | +6.01% |
Dividends
KLAC vs. CMG - Dividend Comparison
KLAC's dividend yield for the trailing twelve months is around 0.38%, while CMG has not paid dividends to shareholders.
| 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% |
KLAC KLA Corporation | 0.38% | 0.61% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% |
Financials
KLAC vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between KLA Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
KLAC vs. CMG - Profitability Comparison
KLAC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a gross profit of 2.09B and revenue of 3.42B. Therefore, the gross margin over that period was 61.1%.
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%.
KLAC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported an operating income of 1.41B and revenue of 3.42B, resulting in an operating margin of 41.2%.
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%.
KLAC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KLA Corporation reported a net income of 1.20B and revenue of 3.42B, resulting in a net margin of 35.2%.
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%.
Frequently Asked Questions
KLAC and CMG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KLAC has higher volatility (19.61%) compared to CMG (10.05%). In terms of maximum drawdown, KLAC dropped -83.74% vs CMG's -74.61%.
KLAC currently has the higher Sharpe Ratio (3.43 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.
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