SAIA vs. CMG
SAIA (Saia, Inc.) and CMG (Chipotle Mexican Grill, Inc.) are both stocks. SAIA operates in Trucking (Industrials), while CMG operates in Restaurants (Consumer Cyclical). Over the past 10 years, SAIA returned 34.25%/yr vs 15.09%/yr for CMG. At a 0.31 correlation, their price movements are largely independent.
Performance
SAIA vs. CMG - Performance Comparison
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Returns By Period
In the year-to-date period, SAIA achieves a 47.88% return, which is significantly higher than CMG's -12.89% return. Over the past 10 years, SAIA has outperformed CMG with an annualized return of 34.25%, while CMG has yielded a comparatively lower 15.09% annualized return.
SAIA
- 1D
- -0.88%
- 1M
- 5.13%
- YTD
- 47.88%
- 6M
- 39.94%
- 1Y
- 85.14%
- 3Y*
- 15.84%
- 5Y*
- 18.61%
- 10Y*
- 34.25%
CMG
- 1D
- 3.14%
- 1M
- 0.44%
- YTD
- -12.89%
- 6M
- -10.82%
- 1Y
- -35.85%
- 3Y*
- -7.94%
- 5Y*
- 3.35%
- 10Y*
- 15.09%
SAIA vs. CMG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAIA Saia, Inc. | 47.88% | -28.35% | 4.00% | 108.99% | -37.79% | 86.41% | 94.16% | 66.82% | -21.10% | 60.25% |
CMG Chipotle Mexican Grill, Inc. | -12.89% | -38.64% | 31.83% | 64.83% | -20.64% | 26.07% | 65.65% | 93.87% | 49.39% | -23.40% |
Correlation
The correlation between SAIA and CMG is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2006 | 0.31 |
Fundamentals
SAIA:
$12.94B
CMG:
$41.96B
SAIA:
$9.52
CMG:
$1.09
SAIA:
50.72
CMG:
29.48
SAIA:
18.29
CMG:
1.10
SAIA:
3.98
CMG:
3.53
SAIA:
4.93
CMG:
17.43
SAIA:
$3.25B
CMG:
$12.14B
SAIA:
$1.27B
CMG:
$4.39B
SAIA:
$603.31M
CMG:
$2.30B
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Return for Risk
SAIA vs. CMG — Risk / Return Rank
SAIA
CMG
SAIA vs. CMG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saia, Inc. (SAIA) 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.
| SAIA | CMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.83 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | -0.71 | +4.17 |
| Martin ratioReturn relative to average drawdown | 9.08 | -1.04 | +10.12 |
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Drawdowns
SAIA vs. CMG - Drawdown Comparison
The maximum SAIA drawdown since its inception was -80.35%, which is greater than CMG's maximum drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for SAIA and CMG.
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Drawdown Indicators
| SAIA | CMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.35% | -74.61% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -24.92% | -51.61% | +26.69% |
Max Drawdown (3Y)Largest decline over 3 years | -60.94% | -58.89% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -60.94% | -58.89% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -60.94% | -58.89% | -2.05% |
Current DrawdownCurrent decline from peak | -20.31% | -52.98% | +32.67% |
Average DrawdownAverage peak-to-trough decline | -28.96% | -21.37% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.47% | 35.40% | -25.93% |
Volatility
SAIA vs. CMG - Volatility Comparison
Saia, Inc. (SAIA) has a higher volatility of 11.47% compared to Chipotle Mexican Grill, Inc. (CMG) at 10.80%. This indicates that SAIA'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.
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Volatility by Period
| SAIA | CMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.47% | 10.80% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 34.98% | 23.87% | +11.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.97% | 38.63% | +9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.37% | 33.60% | +17.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.75% | 35.63% | +10.12% |
Dividends
SAIA vs. CMG - Dividend Comparison
Neither SAIA nor CMG has paid dividends to shareholders.
Financials
SAIA vs. CMG - Financials Comparison
This section allows you to compare key financial metrics between Saia, 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
SAIA vs. CMG - Profitability Comparison
SAIA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported a gross profit of 741.90M and revenue of 806.23M. Therefore, the gross margin over that period was 92.0%.
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%.
SAIA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported an operating income of 66.81M and revenue of 806.23M, resulting in an operating margin of 8.3%.
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%.
SAIA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saia, Inc. reported a net income of 49.87M and revenue of 806.23M, resulting in a net margin of 6.2%.
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
SAIA and CMG have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIA has higher volatility (11.47%) compared to CMG (10.80%). In terms of maximum drawdown, SAIA dropped -80.35% vs CMG's -74.61%.
SAIA currently has the higher Sharpe Ratio (1.80 vs -0.95), 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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