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MAR vs. CMG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

MAR vs. CMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (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%OctoberNovemberDecember2025FebruaryMarch
835.90%
5,562.50%
MAR
CMG

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Risk-Adjusted Performance

undefined vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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 0.23, compared to the broader market-3.00-2.00-1.000.001.002.003.000.23-0.24
The chart of Sortino ratio for MAR, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47-0.13
The chart of Omega ratio for MAR, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.98
The chart of Calmar ratio for MAR, currently valued at 0.29, compared to the broader market0.001.002.003.004.005.000.29-0.27
The chart of Martin ratio for MAR, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.72-0.52
MAR
CMG


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.23
-0.24
MAR
CMG

Drawdowns

MAR vs. CMG - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-15.32%
-27.31%
MAR
CMG

Volatility

MAR vs. CMG - Volatility Comparison

The current volatility for undefined (MAR) is 8.34%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 9.61%. 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%OctoberNovemberDecember2025FebruaryMarch
8.34%
9.61%
MAR
CMG
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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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