Chipotle Mexican Grill (CMG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Chipotle Mexican Grill, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $28.73 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -8.75% |
| Total return over period | -23.90% |
| Annualized volatility | 35.52% |
| Period volatility | 61.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.59 |
| Sortino ratio | -0.79 |
| Max drawdown | -59.86% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.38% |
| Correlation with the S&P 500 | 0.35 |
| Period range | $27.52 – $68.55 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Chipotle Mexican Grill (CMG) has posted an annualized return of -8.75% with annual volatility of 35.52%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -59.86%. Its correlation with the S&P 500 is 0.35, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CMG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with CMG →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Chipotle Mexican Grill (CMG) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio