MGPI vs. CMG
MGPI (MGP Ingredients, Inc.) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. MGPI operates in Beverages - Wineries & Distilleries (Consumer Defensive), while CMG operates in Restaurants (Consumer Cyclical). Over the past 10 years, MGPI returned -7.49%/yr vs 16.54%/yr for CMG. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
MGPI vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, MGPI achieves a -26.19% return, which is significantly lower than CMG's 0.59% return. Over the past 10 years, MGPI has underperformed CMG with an annualized return of -7.49%, while CMG has yielded a comparatively higher 16.54% annualized return.
MGPI
- 1D
- -0.23%
- 1M
- 4.24%
- 6M
- -28.00%
- YTD
- -26.19%
- 1Y
- -35.21%
- 3Y*
- -45.59%
- 5Y*
- -20.79%
- 10Y*
- -7.49%
- ALL TIME*
- 3.92%
CMG
- 1D
- -3.37%
- 1M
- 5.17%
- 6M
- -4.24%
- YTD
- 0.59%
- 1Y
- -12.46%
- 3Y*
- -1.63%
- 5Y*
- -0.03%
- 10Y*
- 16.54%
- ALL TIME*
- 19.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $612.37M | $603.10M | $624.35M | |
| $2.93M | $3.03M | $3.36M |
MGPI vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGPI MGP Ingredients, Inc. | -26.19% | -37.25% | -59.77% | -6.95% | 25.77% | 81.89% | -1.53% | -14.48% | -25.49% | 56.58% |
CMG Chipotle Mexican Grill, Inc. | 0.59% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between MGPI and CMG is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.16 |
The correlation between MGPI and CMG shifts across timeframes, from 0.14 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MGPI:
$379.03M
CMG:
$47.77B
MGPI:
-$11.31
CMG:
$1.08
MGPI:
0.76
CMG:
3.93
MGPI:
0.64
CMG:
21.83
MGPI:
$500.01M
CMG:
$12.42B
MGPI:
$177.75M
CMG:
$5.89B
MGPI:
-$249.99M
CMG:
$2.25B
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Return for Risk
MGPI vs. CMG — Risk / Return Rank
MGPI
CMG
MGPI vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MGP Ingredients, Inc. (MGPI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MGPI | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.97 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.37 | -0.40 |
| Martin ratioReturn relative to average drawdown | -1.26 | -0.67 | -0.60 |
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Drawdowns
MGPI vs. CMG - Drawdown Comparison
The maximum MGPI drawdown since its inception was -98.48%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for MGPI and CMG.
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Drawdown Indicators
| MGPI | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.48% | -74.61% | -23.87% |
Max Drawdown (1Y)Largest decline over 1 year | -46.80% | -36.01% | -10.79% |
Max Drawdown (3Y)Largest decline over 3 years | -86.75% | -58.89% | -27.86% |
Max Drawdown (5Y)Largest decline over 5 years | -86.92% | -58.89% | -28.03% |
Max Drawdown (10Y)Largest decline over 10 years | -86.92% | -58.89% | -28.03% |
Current DrawdownCurrent decline from peak | -85.31% | -45.71% | -39.60% |
Average DrawdownAverage peak-to-trough decline | -49.14% | -21.56% | -27.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.56% | 19.85% | +8.71% |
Volatility
MGPI vs. CMG - Volatility Comparison
The current volatility for MGP Ingredients, Inc. (MGPI) is 13.00%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 17.31%. This indicates that MGPI 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.
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Volatility by Period
| MGPI | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.00% | 17.31% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 35.56% | 29.05% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.11% | 39.89% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.71% | 34.19% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.00% | 35.97% | +7.03% |
Dividends
MGPI vs. CMG - Dividend Comparison
MGPI's dividend yield for the trailing twelve months is around 2.71%, while CMG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MGPI MGP Ingredients, Inc. | 2.71% | 1.98% | 1.22% | 0.49% | 0.45% | 0.56% | 1.02% | 0.83% | 0.56% | 1.37% | 0.24% | 0.23% |
Financials
MGPI vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between MGP Ingredients, 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
MGPI vs. CMG - Profitability Comparison
MGPI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, MGP Ingredients, Inc. reported a gross profit of 46.47M and revenue of 124.36M. Therefore, the gross margin over that period was 37.4%.
CMG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported a gross profit of 2.34B and revenue of 3.35B. Therefore, the gross margin over that period was 69.8%.
MGPI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, MGP Ingredients, Inc. reported an operating income of 19.80M and revenue of 124.36M, resulting in an operating margin of 15.9%.
CMG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported an operating income of 525.60M and revenue of 3.35B, resulting in an operating margin of 15.7%.
MGPI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, MGP Ingredients, Inc. reported a net income of 12.01M and revenue of 124.36M, resulting in a net margin of 9.7%.
CMG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chipotle Mexican Grill, Inc. reported a net income of 403.55M and revenue of 3.35B, resulting in a net margin of 12.1%.
Frequently Asked Questions
MGPI and CMG have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMG has higher volatility (17.31%) compared to MGPI (13.00%). In terms of maximum drawdown, MGPI dropped -98.48% vs CMG's -74.61%.
CMG currently has the higher Sharpe Ratio (-0.33 vs -0.88), 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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