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

Correlation

The correlation between WING and CMG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

WING vs. CMG - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-16.43%
9.14%
WING
CMG

Key characteristics

Sharpe Ratio

WING:

0.17

CMG:

0.69

Sortino Ratio

WING:

0.49

CMG:

1.10

Omega Ratio

WING:

1.07

CMG:

1.15

Calmar Ratio

WING:

0.19

CMG:

0.76

Martin Ratio

WING:

0.44

CMG:

1.63

Ulcer Index

WING:

16.04%

CMG:

12.79%

Daily Std Dev

WING:

42.41%

CMG:

30.11%

Max Drawdown

WING:

-61.13%

CMG:

-74.61%

Current Drawdown

WING:

-28.32%

CMG:

-13.91%

Fundamentals

Market Cap

WING:

$8.97B

CMG:

$80.42B

EPS

WING:

$3.47

CMG:

$1.08

PE Ratio

WING:

88.45

CMG:

54.65

PEG Ratio

WING:

2.49

CMG:

2.03

Total Revenue (TTM)

WING:

$463.99M

CMG:

$8.47B

Gross Profit (TTM)

WING:

$276.36M

CMG:

$2.15B

EBITDA (TTM)

WING:

$138.98M

CMG:

$1.82B

Returns By Period

In the year-to-date period, WING achieves a 8.00% return, which is significantly higher than CMG's -2.12% return.


WING

YTD

8.00%

1M

2.99%

6M

-16.43%

1Y

7.63%

5Y*

28.45%

10Y*

N/A

CMG

YTD

-2.12%

1M

-1.14%

6M

9.13%

1Y

19.43%

5Y*

28.18%

10Y*

16.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WING vs. CMG — Risk-Adjusted Performance Rank

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

WING
The Risk-Adjusted Performance Rank of WING is 5151
Overall Rank
The Sharpe Ratio Rank of WING is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of WING is 4646
Sortino Ratio Rank
The Omega Ratio Rank of WING is 4747
Omega Ratio Rank
The Calmar Ratio Rank of WING is 5656
Calmar Ratio Rank
The Martin Ratio Rank of WING is 5252
Martin Ratio Rank

CMG
The Risk-Adjusted Performance Rank of CMG is 6767
Overall Rank
The Sharpe Ratio Rank of CMG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CMG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CMG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CMG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of CMG is 6464
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.

WING vs. CMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wingstop Inc. (WING) 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 WING, currently valued at 0.17, compared to the broader market-2.000.002.004.000.170.69
The chart of Sortino ratio for WING, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.491.10
The chart of Omega ratio for WING, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.15
The chart of Calmar ratio for WING, currently valued at 0.19, compared to the broader market0.002.004.006.000.190.76
The chart of Martin ratio for WING, currently valued at 0.44, compared to the broader market-10.000.0010.0020.0030.000.441.63
WING
CMG

The current WING Sharpe Ratio is 0.17, which is lower than the CMG Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WING 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.17
0.69
WING
CMG

Dividends

WING vs. CMG - Dividend Comparison

WING's dividend yield for the trailing twelve months is around 0.32%, while CMG has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
WING
Wingstop Inc.
0.32%0.34%0.32%3.43%0.36%0.38%0.46%10.19%0.36%9.80%
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%

Drawdowns

WING vs. CMG - Drawdown Comparison

The maximum WING drawdown since its inception was -61.13%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for WING and CMG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.32%
-13.91%
WING
CMG

Volatility

WING vs. CMG - Volatility Comparison

Wingstop Inc. (WING) has a higher volatility of 9.43% compared to Chipotle Mexican Grill, Inc. (CMG) at 7.09%. This indicates that WING'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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
9.43%
7.09%
WING
CMG

Financials

WING vs. CMG - Financials Comparison

This section allows you to compare key financial metrics between Wingstop 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


Values in USD except per share items
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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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