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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.


-0.50.00.51.00.4

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%JulyAugustSeptemberOctoberNovemberDecember
932.50%
6,930.68%
MAR
CMG

Key characteristics

Sharpe Ratio

MAR:

1.52

CMG:

1.14

Sortino Ratio

MAR:

2.05

CMG:

1.61

Omega Ratio

MAR:

1.27

CMG:

1.23

Calmar Ratio

MAR:

1.79

CMG:

1.23

Martin Ratio

MAR:

4.91

CMG:

2.85

Ulcer Index

MAR:

6.58%

CMG:

11.81%

Daily Std Dev

MAR:

21.33%

CMG:

29.60%

Max Drawdown

MAR:

-75.91%

CMG:

-74.61%

Current Drawdown

MAR:

-2.95%

CMG:

-9.75%

Fundamentals

Market Cap

MAR:

$80.43B

CMG:

$87.60B

EPS

MAR:

$9.55

CMG:

$1.08

PE Ratio

MAR:

30.31

CMG:

59.53

PEG Ratio

MAR:

2.85

CMG:

2.23

Total Revenue (TTM)

MAR:

$24.77B

CMG:

$10.98B

Gross Profit (TTM)

MAR:

$4.93B

CMG:

$2.78B

EBITDA (TTM)

MAR:

$3.95B

CMG:

$2.29B

Returns By Period

In the year-to-date period, MAR achieves a 27.17% return, which is significantly lower than CMG's 35.27% return. Over the past 10 years, MAR has underperformed CMG with an annualized return of 14.87%, while CMG has yielded a comparatively higher 16.58% annualized return.


MAR

YTD

27.17%

1M

1.58%

6M

17.20%

1Y

29.28%

5Y*

14.21%

10Y*

14.87%

CMG

YTD

35.27%

1M

5.08%

6M

-3.64%

1Y

34.09%

5Y*

30.01%

10Y*

16.58%

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Risk-Adjusted Performance

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 1.52, compared to the broader market-4.00-2.000.002.001.521.14
The chart of Sortino ratio for MAR, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.051.61
The chart of Omega ratio for MAR, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.23
The chart of Calmar ratio for MAR, currently valued at 1.79, compared to the broader market0.002.004.006.001.791.23
The chart of Martin ratio for MAR, currently valued at 4.91, compared to the broader market-5.000.005.0010.0015.0020.0025.004.912.85
MAR
CMG

The current MAR Sharpe Ratio is 1.52, which is higher than the CMG Sharpe Ratio of 1.14. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.52
1.14
MAR
CMG

Dividends

MAR vs. CMG - Dividend Comparison

MAR's dividend yield for the trailing twelve months is around 0.85%, while CMG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MAR
Marriott International, Inc.
0.85%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
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 -75.91%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.95%
-9.75%
MAR
CMG

Volatility

MAR vs. CMG - Volatility Comparison

The current volatility for Marriott International, Inc. (MAR) is 6.47%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 9.11%. This indicates that MAR experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
6.47%
9.11%
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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