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

Correlation

The correlation between MAR and CMG is 0.39, 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

MAR vs. CMG - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
701.97%
5,373.86%
MAR
CMG

Key characteristics

Sharpe Ratio

MAR:

-0.34

CMG:

-0.54

Sortino Ratio

MAR:

-0.31

CMG:

-0.59

Omega Ratio

MAR:

0.96

CMG:

0.93

Calmar Ratio

MAR:

-0.31

CMG:

-0.55

Martin Ratio

MAR:

-0.97

CMG:

-1.06

Ulcer Index

MAR:

9.66%

CMG:

17.07%

Daily Std Dev

MAR:

27.30%

CMG:

33.62%

Max Drawdown

MAR:

-75.92%

CMG:

-74.61%

Current Drawdown

MAR:

-27.44%

CMG:

-29.73%

Fundamentals

Market Cap

MAR:

$60.69B

CMG:

$65.29B

EPS

MAR:

$8.33

CMG:

$1.11

PE Ratio

MAR:

26.46

CMG:

43.40

PEG Ratio

MAR:

1.29

CMG:

1.97

PS Ratio

MAR:

9.17

CMG:

5.77

PB Ratio

MAR:

47.45

CMG:

17.83

Total Revenue (TTM)

MAR:

$19.12B

CMG:

$8.61B

Gross Profit (TTM)

MAR:

$3.82B

CMG:

$2.28B

EBITDA (TTM)

MAR:

$3.31B

CMG:

$1.78B

Returns By Period

The year-to-date returns for both investments are quite close, with MAR having a -20.81% return and CMG slightly higher at -20.12%. Over the past 10 years, MAR has underperformed CMG with an annualized return of 11.72%, while CMG has yielded a comparatively higher 13.31% annualized return.


MAR

YTD

-20.81%

1M

-10.99%

6M

-16.64%

1Y

-5.79%

5Y*

21.96%

10Y*

11.72%

CMG

YTD

-20.12%

1M

-1.67%

6M

-18.89%

1Y

-17.18%

5Y*

24.10%

10Y*

13.31%

*Annualized

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Risk-Adjusted Performance

MAR vs. CMG — Risk-Adjusted Performance Rank

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

MAR
The Risk-Adjusted Performance Rank of MAR is 3333
Overall Rank
The Sharpe Ratio Rank of MAR is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of MAR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MAR is 3131
Omega Ratio Rank
The Calmar Ratio Rank of MAR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MAR is 3232
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 2424
Overall Rank
The Sharpe Ratio Rank of CMG is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 2929
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.

MAR vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marriott International, Inc. (MAR) 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.


Sharpe ratio
The chart of Sharpe ratio for MAR, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.00
MAR: -0.34
CMG: -0.54
The chart of Sortino ratio for MAR, currently valued at -0.31, compared to the broader market-6.00-4.00-2.000.002.004.00
MAR: -0.31
CMG: -0.59
The chart of Omega ratio for MAR, currently valued at 0.96, compared to the broader market0.501.001.502.00
MAR: 0.96
CMG: 0.93
The chart of Calmar ratio for MAR, currently valued at -0.31, compared to the broader market0.001.002.003.004.00
MAR: -0.31
CMG: -0.55
The chart of Martin ratio for MAR, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.00
MAR: -0.97
CMG: -1.06

The current MAR Sharpe Ratio is -0.34, which is higher than the CMG Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of MAR 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
-0.34
-0.54
MAR
CMG

Dividends

MAR vs. CMG - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 1.14%, while CMG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MAR
Marriott International, Inc.
1.14%0.86%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%
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

MAR vs. CMG - Drawdown Comparison

The maximum MAR drawdown since its inception was -75.92%, roughly equal to the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for MAR 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
-27.44%
-29.73%
MAR
CMG

Volatility

MAR vs. CMG - Volatility Comparison

Marriott International, Inc. (MAR) has a higher volatility of 15.66% compared to Chipotle Mexican Grill, Inc. (CMG) at 13.96%. This indicates that MAR'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.66%
13.96%
MAR
CMG

Financials

MAR vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between Marriott International, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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