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The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-30), Chipotle Mexican Grill's 1-Year Sharpe Ratio is -1.42.
Chipotle Mexican Grill (TSX:CMGS) 1-Year Sharpe Ratio Explanation
The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.
Chipotle Mexican Grill 1-Year Sharpe Ratio Related Terms
TSX:CMGS vs YUM, DRI, YUMC: 1-Year Sharpe Ratio Comparison
For the Restaurants subindustry, Chipotle Mexican Grill's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Chipotle Mexican Grill 1-Year Sharpe Ratio vs Restaurants Industry
For the Restaurants industry and Consumer Cyclical sector, Chipotle Mexican Grill's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Chipotle Mexican Grill's 1-Year Sharpe Ratio falls into.
Chipotle Mexican Grill 1-Year Sharpe Ratio Calculation
The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.
Chipotle Mexican Grill (TSX:CMGS) has a 1-Year Sharpe Ratio of -1.42 as of Jul. 30, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chipotle Mexican Grill and its competitors.
Is Chipotle Mexican Grill's 1-Year Sharpe Ratio too high?
Chipotle Mexican Grill's current 1-Year Sharpe Ratio is -1.42. Overall, Chipotle Mexican Grill has a GF Score™ of 70/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Chipotle Mexican Grill's 1-Year Sharpe Ratio compare to YUM and DRI?
Chipotle Mexican Grill's 1-Year Sharpe Ratio of -1.42 can be compared against companies in the Restaurants industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for a Restaurants company?
A good 1-Year Sharpe Ratio depends on the Restaurants industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Chipotle Mexican Grill and its competitors. Chipotle Mexican Grill's current 1-Year Sharpe Ratio is -1.42. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chipotle Mexican Grill stock overvalued right now?
Based on GuruFocus' analysis, Chipotle Mexican Grill (TSX:CMGS) is currently considered Significantly Undervalued. The stock's GF Value™ is C$23.38, compared to a current price of C$13.25 — trading 43.3% below its estimated fair value. The current 1-Year Sharpe Ratio is -1.42. Chipotle Mexican Grill's overall GF Score™ is 70/100 with 1 warning sign to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Chipotle Mexican Grill (TSX:CMGS), the current 1-Year Sharpe Ratio is -1.42 as of Jul. 30, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Chipotle Mexican Grill (TSX:CMGS) Overvalued in 2026?
Based on GuruFocus' analysis, Chipotle Mexican Grill stock appears to be undervalued.
The current stock price of C$13.25 is trading 43.3% below its estimated GF Value™ of C$23.38.
GuruFocus considers Chipotle Mexican Grill to be Significantly Undervalued.
Key valuation signals for TSX:CMGS:
1-Year Sharpe Ratio: -1.42
GF Value™: C$23.38 vs. price of C$13.25 (43.3% below fair value)
No single metric tells the full story. See the TSX:CMGS stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Chipotle is a leading fast-casual, Mexican-inspired restaurant chain, generating $11.9 billion in sales across 3,983 company-operated US locations, 104 international units primarily in Canada and Europe, and 14 licensed stores largely operated in the Middle East at the end of 2025. The firm's revenue is primarily driven by food and beverage sales at its company-owned restaurants, supplemented by delivery fees generated through its first-party digital channels. Chipotle emphasizes ingredients with no artificial flavors and utilizes an efficient, assembly line service model to serve mainly customizable burritos, bowls, salads, quesadillas, and tacos.
70GF Score
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