MSFT vs. CMG
MSFT (Microsoft Corporation) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. MSFT operates in Software - Infrastructure (Technology), while CMG operates in Restaurants (Consumer Cyclical). Over the past 10 years, MSFT returned 24.64%/yr vs 13.70%/yr for CMG. At a 0.35 correlation, their price movements are largely independent.
Performance
MSFT vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly higher than CMG's -20.89% return. Over the past 10 years, MSFT has outperformed CMG with an annualized return of 24.64%, while CMG has yielded a comparatively lower 13.70% annualized return.
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
CMG
- 1D
- -0.24%
- 1M
- -9.91%
- YTD
- -20.89%
- 6M
- -12.91%
- 1Y
- -44.25%
- 3Y*
- -10.49%
- 5Y*
- 1.95%
- 10Y*
- 13.70%
MSFT vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
CMG Chipotle Mexican Grill, Inc. | -20.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between MSFT and CMG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2006 | 0.35 |
The correlation between MSFT and CMG shifts across timeframes, from 0.18 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MSFT:
$3.07T
CMG:
$38.11B
MSFT:
$16.79
CMG:
$1.09
MSFT:
24.52
CMG:
26.77
MSFT:
1.72
CMG:
1.00
MSFT:
9.65
CMG:
3.20
MSFT:
7.40
CMG:
15.83
MSFT:
$318.27B
CMG:
$12.14B
MSFT:
$217.41B
CMG:
$4.39B
MSFT:
$200.96B
CMG:
$2.30B
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Return for Risk
MSFT vs. CMG — Risk / Return Rank
MSFT
CMG
MSFT vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) 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.
| MSFT | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.78 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.86 | +0.51 |
| Martin ratioReturn relative to average drawdown | -0.73 | -1.27 | +0.54 |
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
| MSFT | CMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -1.16 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.06 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.39 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.49 | +0.25 |
Drawdowns
MSFT vs. CMG - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for MSFT and CMG.
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Drawdown Indicators
| MSFT | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -74.61% | +5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -51.61% | +17.70% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -58.89% | +24.98% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -58.89% | +21.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -58.89% | +21.74% |
Current DrawdownCurrent decline from peak | -23.56% | -57.30% | +33.74% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -21.35% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 34.91% | -18.78% |
Volatility
MSFT vs. CMG - Volatility Comparison
Microsoft Corporation (MSFT) and Chipotle Mexican Grill, Inc. (CMG) have volatilities of 10.25% and 10.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 10.05% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 23.36% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 38.50% | -13.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 33.55% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 35.63% | -8.57% |
Dividends
MSFT vs. CMG - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, 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% |
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
MSFT vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between Microsoft Corporation 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
MSFT vs. CMG - Profitability Comparison
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
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
MSFT and CMG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to CMG (10.05%). In terms of maximum drawdown, MSFT dropped -69.38% vs CMG's -74.61%.
MSFT currently has the higher Sharpe Ratio (-0.47 vs -1.16), 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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