Chipotle Mexican Grill Inc

10-Year Study

CMG.US · Consumer Cyclical · US · Common Stock

Executive Summary: Chipotle Mexican Grill Inc has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 49.9% and an annualized volatility of 37.7%.

1Y CAGR
-32.2%
3Y CAGR
-5.6%
5Y CAGR
+5.1%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
49.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +93.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.1-4.2-14.09.6————————-5.2%
2025-3.2-7.5-7.00.6-0.912.1-23.6-1.7-7.0-19.18.97.2-38.6%
20245.311.68.18.7-1.00.1-13.33.22.7-3.210.3-2.031.8%
202318.7-9.414.621.00.43.0-8.3-1.8-4.96.013.43.864.8%
2022-15.02.53.9-8.0-3.6-6.819.72.1-5.9-0.38.6-14.7-20.6%
20216.7-2.6-1.55.0-8.013.020.22.1-4.5-2.1-7.66.426.1%
20203.5-10.8-15.434.314.34.89.813.4-5.1-3.47.37.565.7%
201922.714.716.9-3.1-4.111.08.55.40.2-7.44.62.893.9%
201812.4-2.01.531.01.60.30.59.6-4.31.32.8-8.849.4%
201711.7-0.66.46.50.6-12.8-17.4-7.9-2.8-11.711.9-5.0-23.4%
2016———-10.65.0-8.95.3-2.42.4-14.89.9-4.8-19.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 37.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-018938.361254432342
2016-05-019384.037199821645
2016-06-018551.7124232966
2016-07-019002.48423466463
2016-08-018784.635964074145
2016-09-018992.080174958066
2016-10-017659.935877019768
2016-11-018415.1856806166
2016-12-018011.550629551777
2017-01-018948.340658640678
2017-02-018891.012166380026
2017-03-019459.625878506062
2017-04-0110074.314712189736
2017-05-0110135.465103934434
2017-06-018834.957640614051
2017-07-017299.191031275878
2017-08-016724.632142174662
2017-09-016536.085100961845
2017-10-015773.191498396925
2017-11-016463.044355266789
2017-12-016136.908932628406
2018-01-016895.555980211053
2018-02-016760.727859523961
2018-03-016860.5219016073215
2018-04-018988.470603223135
2018-05-019133.915111365905
2018-06-019159.182113510415
2018-07-019207.805168057414
2018-08-0110089.389982376797
2018-09-019650.72085270824
2018-10-019774.083274943203
2018-11-0110047.561415801432
2018-12-019168.099878973182
2019-01-0111245.089920801749
2019-02-0112899.54774189439
2019-03-0115081.85234728327
2019-04-0114608.998450007432
2019-05-0114012.994458245748
2019-06-0115561.07607703251
2019-07-0116891.309425228785
2019-08-0117801.98314117672
2019-09-0117845.510329744997
2019-10-0116522.49612501858
2019-11-0117281.78015584857
2019-12-0117774.16820604285
2020-01-0118403.71998216447
2020-02-0116425.250015924583
2020-03-0113894.72790198951
2020-04-0118654.054398369328
2020-05-0121315.795061256555
2020-06-0122344.523005711617
2020-07-0124527.252266598724
2020-08-0127820.880310847828
2020-09-0126407.414484999044
2020-10-0125510.754400492602
2020-11-0127378.17695394611
2020-12-0129443.70129732255
2021-01-0131424.506868802688
2021-02-0130617.661422171266
2021-03-0130167.9512495488
2021-04-0131679.93715098626
2021-05-0129130.942522878315
2021-06-0132918.02025606727
2021-07-0139566.002080811944
2021-08-0140412.97747202583
2021-09-0138590.9930568826
2021-10-0137773.74355054462
2021-11-0134894.15461706691
2021-12-0137120.19873877317
2022-01-0131542.985752808036
2022-02-0132344.94766120984
2022-03-0133590.88689300805
2022-04-0130906.639488714784
2022-05-0129780.02845191838
2022-06-0127756.75733061554
2022-07-0133212.73117183685
2022-08-0133904.49497844873
2022-09-0131907.76482578508
2022-10-0131813.703632927787
2022-11-0134544.87546977515
2022-12-0129460.262861753406
2023-01-0134957.21595855362
2023-02-0131659.766014820478
2023-03-0136271.7370533155
2023-04-0143901.31006221203
2023-05-0144089.64477567574
2023-06-0145416.90553538442
2023-07-0141664.6495530501
2023-08-0140907.91345520946
2023-09-0138894.83406586407
2023-10-0141238.29543283012
2023-11-0146759.878548527515
2023-12-0148558.50691126823
2024-01-0151144.87122322017
2024-02-0157090.04819839905
2024-03-0161718.79312907404
2024-04-0167087.07560991147
2024-05-0166448.39374057796
2024-06-0166511.66740981379
2024-07-0157668.2166592352
2024-08-0159536.700851434274
2024-09-0161171.62451960847
2024-10-0159207.5928403083
2024-11-0165312.01562732235
2024-12-0164016.81635772979
2025-01-0161946.620803872866
2025-02-0157296.64309828651
2025-03-0153304.88141495213
2025-04-0153633.9894260781
2025-05-0153166.868378028325
2025-06-0159611.01556362401
2025-07-0145523.069409941185
2025-08-0144737.45673822112
2025-09-0141605.62243879653
2025-10-0133643.331847039095
2025-11-0136647.76949699556
2025-12-0139280.63358600336
2026-01-0141265.89804021487
2026-02-0139514.19411002824
2026-03-0133983.05624562074
2026-04-0137242.287194513454
Annual Return Matrix
YearAnnual Return
2017-0.23399236722145667
20180.49392796595509125
20190.9386970518075917
20200.656544540144067
20210.26071781410677075
2022-0.20635492635492647
20230.6482713388925325
20240.3183440025186275
2025-0.3864013266998342
2026-0.05189189189189192
Total Factor Risk
0.37691491665068433
VTI.US Exposure
-0.05094978105413217
VEA.US Exposure
-0.038185047699989004
VWO.US Exposure
-0.020916953798543327
QQQ.US Exposure
0.05476426909035626
VTV.US Exposure
-0.03750312350046608
IJR.US Exposure
0.01610452323274956
QUAL.US Exposure
0.1847793980351154
SHV.US Exposure
0.3325111866420891
TLT.US Exposure
-0.0018548857524013417
LQD.US Exposure
-0.0010361608757518284
HYG.US Exposure
0.02217751993553101
GLD.US Exposure
0.002353225324783372
USO.US Exposure
0.01411686466865227
VNQ.US Exposure
0.0454073565060208
BTC-USD.CC Exposure
0.019698338248553156
CPER.US Exposure
0.10118865216742623
VIX.INDX Exposure
0.04912054953895176
UUP.US Exposure
-0.00017310266240764475
TIP.US Exposure
0.004103924015304079
Idiosyncratic Exposure
0.30429324793815843
Value Score
38.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →29.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$44.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-10.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
39.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chipotle Mexican Grill Inc a high-risk investment?

Chipotle Mexican Grill Inc (CMG.US) has an annualized volatility of 37.7% and experienced a maximum drawdown of 49.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CMG.US?

Over the past 10 years, CMG.US has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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