PortfoliosLab logo
LOCO vs. CMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LOCO and CMG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

LOCO vs. CMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in El Pollo Loco Holdings, Inc. (LOCO) and Chipotle Mexican Grill, Inc. (CMG). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-53.58%
284.36%
LOCO
CMG

Key characteristics

Sharpe Ratio

LOCO:

0.40

CMG:

-0.33

Sortino Ratio

LOCO:

0.92

CMG:

-0.24

Omega Ratio

LOCO:

1.11

CMG:

0.97

Calmar Ratio

LOCO:

0.19

CMG:

-0.34

Martin Ratio

LOCO:

1.05

CMG:

-0.64

Ulcer Index

LOCO:

13.47%

CMG:

17.55%

Daily Std Dev

LOCO:

35.56%

CMG:

34.34%

Max Drawdown

LOCO:

-83.59%

CMG:

-74.61%

Current Drawdown

LOCO:

-72.93%

CMG:

-24.47%

Fundamentals

Market Cap

LOCO:

$290.35M

CMG:

$69.77B

EPS

LOCO:

$0.86

CMG:

$1.13

PE Ratio

LOCO:

11.23

CMG:

45.82

PEG Ratio

LOCO:

1.16

CMG:

2.04

PS Ratio

LOCO:

0.61

CMG:

6.07

PB Ratio

LOCO:

1.11

CMG:

19.12

Total Revenue (TTM)

LOCO:

$356.86M

CMG:

$11.49B

Gross Profit (TTM)

LOCO:

$70.13M

CMG:

$4.28B

EBITDA (TTM)

LOCO:

$43.38M

CMG:

$2.37B

Returns By Period

In the year-to-date period, LOCO achieves a -16.29% return, which is significantly lower than CMG's -14.13% return. Over the past 10 years, LOCO has underperformed CMG with an annualized return of -8.33%, while CMG has yielded a comparatively higher 15.22% annualized return.


LOCO

YTD

-16.29%

1M

-10.47%

6M

-24.29%

1Y

8.42%

5Y*

0.21%

10Y*

-8.33%

CMG

YTD

-14.13%

1M

1.69%

6M

-12.89%

1Y

-18.76%

5Y*

24.09%

10Y*

15.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LOCO vs. CMG — Risk-Adjusted Performance Rank

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

LOCO
The Risk-Adjusted Performance Rank of LOCO is 6464
Overall Rank
The Sharpe Ratio Rank of LOCO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LOCO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LOCO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of LOCO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of LOCO is 6565
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.

LOCO vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for El Pollo Loco Holdings, Inc. (LOCO) 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 LOCO, currently valued at 0.40, compared to the broader market-2.00-1.000.001.002.003.00
LOCO: 0.40
CMG: -0.33
The chart of Sortino ratio for LOCO, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
LOCO: 0.92
CMG: -0.24
The chart of Omega ratio for LOCO, currently valued at 1.11, compared to the broader market0.501.001.502.00
LOCO: 1.11
CMG: 0.97
The chart of Calmar ratio for LOCO, currently valued at 0.19, compared to the broader market0.001.002.003.004.005.00
LOCO: 0.19
CMG: -0.34
The chart of Martin ratio for LOCO, currently valued at 1.05, compared to the broader market-5.000.005.0010.0015.0020.00
LOCO: 1.05
CMG: -0.64

The current LOCO Sharpe Ratio is 0.40, which is higher than the CMG Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of LOCO 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
0.40
-0.33
LOCO
CMG

Dividends

LOCO vs. CMG - Dividend Comparison

Neither LOCO nor CMG has paid dividends to shareholders.


TTM202420232022
LOCO
El Pollo Loco Holdings, Inc.
0.00%0.00%0.00%15.06%
CMG
Chipotle Mexican Grill, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

LOCO vs. CMG - Drawdown Comparison

The maximum LOCO drawdown since its inception was -83.59%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for LOCO and CMG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.93%
-24.47%
LOCO
CMG

Volatility

LOCO vs. CMG - Volatility Comparison

El Pollo Loco Holdings, Inc. (LOCO) and Chipotle Mexican Grill, Inc. (CMG) have volatilities of 14.91% and 15.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
14.91%
15.40%
LOCO
CMG

Financials

LOCO vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between El Pollo Loco Holdings, 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