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VCTR vs. CMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VCTR and CMG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VCTR vs. CMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Capital Holdings, Inc. (VCTR) and Chipotle Mexican Grill, Inc. (CMG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VCTR:

0.83

CMG:

-0.64

Sortino Ratio

VCTR:

1.08

CMG:

-0.67

Omega Ratio

VCTR:

1.14

CMG:

0.92

Calmar Ratio

VCTR:

0.85

CMG:

-0.62

Martin Ratio

VCTR:

2.26

CMG:

-1.10

Ulcer Index

VCTR:

10.54%

CMG:

18.37%

Daily Std Dev

VCTR:

39.58%

CMG:

34.20%

Max Drawdown

VCTR:

-45.22%

CMG:

-74.61%

Current Drawdown

VCTR:

-12.01%

CMG:

-25.95%

Fundamentals

Market Cap

VCTR:

$3.98B

CMG:

$66.99B

EPS

VCTR:

$4.38

CMG:

$1.13

PE Ratio

VCTR:

13.50

CMG:

44.00

PS Ratio

VCTR:

4.45

CMG:

5.83

PB Ratio

VCTR:

3.51

CMG:

19.93

Total Revenue (TTM)

VCTR:

$681.85M

CMG:

$11.49B

Gross Profit (TTM)

VCTR:

$407.99M

CMG:

$4.28B

EBITDA (TTM)

VCTR:

$373.23M

CMG:

$2.37B

Returns By Period

In the year-to-date period, VCTR achieves a -3.53% return, which is significantly higher than CMG's -15.82% return.


VCTR

YTD

-3.53%

1M

13.91%

6M

-9.47%

1Y

32.57%

5Y*

38.66%

10Y*

N/A

CMG

YTD

-15.82%

1M

2.01%

6M

-14.36%

1Y

-21.65%

5Y*

23.07%

10Y*

14.96%

*Annualized

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Risk-Adjusted Performance

VCTR vs. CMG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VCTR
The Risk-Adjusted Performance Rank of VCTR is 7474
Overall Rank
The Sharpe Ratio Rank of VCTR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VCTR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VCTR is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VCTR is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VCTR is 7474
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 1717
Overall Rank
The Sharpe Ratio Rank of CMG is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCTR vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Capital Holdings, Inc. (VCTR) 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.


The current VCTR Sharpe Ratio is 0.83, which is higher than the CMG Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of VCTR 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.


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Dividends

VCTR vs. CMG - Dividend Comparison

Neither VCTR nor CMG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VCTR vs. CMG - Drawdown Comparison

The maximum VCTR drawdown since its inception was -45.22%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for VCTR and CMG. For additional features, visit the drawdowns tool.


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Volatility

VCTR vs. CMG - Volatility Comparison

Victory Capital Holdings, Inc. (VCTR) and Chipotle Mexican Grill, Inc. (CMG) have volatilities of 10.44% and 9.96%, 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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Financials

VCTR vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between Victory Capital Holdings, 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
232.37M
2.88B
(VCTR) Total Revenue
(CMG) Total Revenue
Values in USD except per share items

VCTR vs. CMG - Profitability Comparison

The chart below illustrates the profitability comparison between Victory Capital Holdings, Inc. and Chipotle Mexican Grill, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20212022202320242025
19.7%
69.8%
(VCTR) Gross Margin
(CMG) Gross Margin
VCTR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Victory Capital Holdings, Inc. reported a gross profit of 45.78M and revenue of 232.37M. Therefore, the gross margin over that period was 19.7%.

CMG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a gross profit of 2.01B and revenue of 2.88B. Therefore, the gross margin over that period was 69.8%.

VCTR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Victory Capital Holdings, Inc. reported an operating income of 111.75M and revenue of 232.37M, resulting in an operating margin of 48.1%.

CMG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported an operating income of 479.25M and revenue of 2.88B, resulting in an operating margin of 16.7%.

VCTR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Victory Capital Holdings, Inc. reported a net income of 76.94M and revenue of 232.37M, resulting in a net margin of 33.1%.

CMG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chipotle Mexican Grill, Inc. reported a net income of 386.60M and revenue of 2.88B, resulting in a net margin of 13.5%.