LOCO vs. CMG
LOCO (El Pollo Loco Holdings, Inc.) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. Both operate in the Restaurants industry within the Consumer Cyclical sector. Over the past 10 years, LOCO returned 3.53%/yr vs 12.72%/yr for CMG. At a 0.32 correlation, their price movements are largely independent.
Performance
LOCO vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, LOCO achieves a 32.70% return, which is significantly higher than CMG's -22.32% return. Over the past 10 years, LOCO has underperformed CMG with an annualized return of 3.53%, while CMG has yielded a comparatively higher 12.72% annualized return.
LOCO
- 1D
- -2.46%
- 1M
- 6.77%
- YTD
- 32.70%
- 6M
- 22.94%
- 1Y
- 29.72%
- 3Y*
- 13.83%
- 5Y*
- -1.14%
- 10Y*
- 3.53%
CMG
- 1D
- -1.78%
- 1M
- -10.13%
- YTD
- -22.32%
- 6M
- -15.30%
- 1Y
- -42.60%
- 3Y*
- -11.34%
- 5Y*
- 1.62%
- 10Y*
- 12.72%
LOCO vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOCO El Pollo Loco Holdings, Inc. | 32.70% | -9.36% | 30.84% | -11.45% | -18.96% | -21.60% | 19.55% | -0.20% | 53.23% | -19.51% |
CMG Chipotle Mexican Grill, Inc. | -22.32% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between LOCO and CMG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2014 | 0.32 |
The correlation between LOCO and CMG shifts across timeframes, from 0.29 (3 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
LOCO:
$412.12M
CMG:
$37.42B
LOCO:
$0.99
CMG:
$1.09
LOCO:
14.03
CMG:
26.28
LOCO:
2.50
CMG:
0.98
LOCO:
0.82
CMG:
3.14
LOCO:
1.36
CMG:
15.54
LOCO:
$497.05M
CMG:
$12.14B
LOCO:
$116.21M
CMG:
$4.39B
LOCO:
$62.10M
CMG:
$2.30B
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Return for Risk
LOCO vs. CMG — Risk / Return Rank
LOCO
CMG
LOCO vs. CMG - Risk-Adjusted Trends 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.
| LOCO | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.79 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | -0.84 | +2.26 |
| Martin ratioReturn relative to average drawdown | 3.43 | -1.24 | +4.67 |
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
| LOCO | CMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -1.11 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.05 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.36 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.49 | -0.56 |
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.
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Drawdown Indicators
| LOCO | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.59% | -74.61% | -8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -21.01% | -50.65% | +29.64% |
Max Drawdown (3Y)Largest decline over 3 years | -35.93% | -58.08% | +22.15% |
Max Drawdown (5Y)Largest decline over 5 years | -56.55% | -58.08% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -63.34% | -58.08% | -5.26% |
Current DrawdownCurrent decline from peak | -61.10% | -58.08% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -65.63% | -21.33% | -44.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.69% | 34.47% | -25.78% |
Volatility
LOCO vs. CMG - Volatility Comparison
El Pollo Loco Holdings, Inc. (LOCO) has a higher volatility of 10.84% compared to Chipotle Mexican Grill, Inc. (CMG) at 9.37%. This indicates that LOCO'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
| LOCO | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 9.37% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 25.43% | 22.93% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.59% | 38.41% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.24% | 33.50% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.63% | 35.63% | +5.00% |
Dividends
LOCO vs. CMG - Dividend Comparison
Neither LOCO nor CMG has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CMG Chipotle Mexican Grill, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LOCO El Pollo Loco Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 15.06% |
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.
Total Revenue: Total amount of money received from sales and other business activities
LOCO vs. CMG - Profitability Comparison
LOCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, El Pollo Loco Holdings, Inc. reported a gross profit of 0.00 and revenue of 126.18M. Therefore, the gross margin over that period was 0.0%.
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%.
LOCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, El Pollo Loco Holdings, Inc. reported an operating income of 12.22M and revenue of 126.18M, resulting in an operating margin of 9.7%.
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%.
LOCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, El Pollo Loco Holdings, Inc. reported a net income of 8.16M and revenue of 126.18M, resulting in a net margin of 6.5%.
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
LOCO and CMG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOCO has higher volatility (10.84%) compared to CMG (9.37%). In terms of maximum drawdown, LOCO dropped -83.59% vs CMG's -74.61%.
LOCO currently has the higher Sharpe Ratio (0.82 vs -1.11), 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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