PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAP vs. MMM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

AAP vs. MMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advance Auto Parts, Inc. (AAP) and undefined (MMM). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%OctoberNovemberDecember2025FebruaryMarch
196.51%
483.36%
AAP
MMM

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

AAP vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advance Auto Parts, Inc. (AAP) and undefined (undefined). 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 AAP, currently valued at -1.01, compared to the broader market-3.00-2.00-1.000.001.002.003.00-1.012.88
The chart of Sortino ratio for AAP, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.415.39
The chart of Omega ratio for AAP, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.66
The chart of Calmar ratio for AAP, currently valued at -0.59, compared to the broader market0.001.002.003.004.005.00-0.591.71
The chart of Martin ratio for AAP, currently valued at -1.27, compared to the broader market0.005.0010.0015.0020.0025.00-1.2724.15
AAP
MMM


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-1.01
2.88
AAP
MMM

Drawdowns

AAP vs. MMM - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-84.15%
-11.70%
AAP
MMM

Volatility

AAP vs. MMM - Volatility Comparison

Advance Auto Parts, Inc. (AAP) has a higher volatility of 24.28% compared to undefined (MMM) at 7.59%. This indicates that AAP's price experiences larger fluctuations and is considered to be riskier than MMM 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%OctoberNovemberDecember2025FebruaryMarch
24.28%
7.59%
AAP
MMM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab