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AAP vs. TGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AAP and TGT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

AAP vs. TGT - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-30.56%
-8.76%
AAP
TGT

Key characteristics

Sharpe Ratio

AAP:

-0.58

TGT:

-0.07

Sortino Ratio

AAP:

-0.58

TGT:

0.16

Omega Ratio

AAP:

0.93

TGT:

1.03

Calmar Ratio

AAP:

-0.32

TGT:

-0.05

Martin Ratio

AAP:

-0.79

TGT:

-0.19

Ulcer Index

AAP:

33.81%

TGT:

13.63%

Daily Std Dev

AAP:

45.61%

TGT:

37.07%

Max Drawdown

AAP:

-84.09%

TGT:

-62.96%

Current Drawdown

AAP:

-80.50%

TGT:

-46.25%

Fundamentals

Market Cap

AAP:

$2.66B

TGT:

$60.30B

EPS

AAP:

$0.79

TGT:

$9.43

PE Ratio

AAP:

56.28

TGT:

13.96

PEG Ratio

AAP:

0.59

TGT:

1.83

Total Revenue (TTM)

AAP:

$10.70B

TGT:

$107.57B

Gross Profit (TTM)

AAP:

$4.40B

TGT:

$29.92B

EBITDA (TTM)

AAP:

$408.40M

TGT:

$6.84B

Returns By Period

In the year-to-date period, AAP achieves a -27.01% return, which is significantly lower than TGT's -4.62% return. Over the past 10 years, AAP has underperformed TGT with an annualized return of -11.25%, while TGT has yielded a comparatively higher 8.85% annualized return.


AAP

YTD

-27.01%

1M

7.26%

6M

-32.28%

1Y

-27.27%

5Y*

-21.43%

10Y*

-11.25%

TGT

YTD

-4.62%

1M

5.53%

6M

-10.54%

1Y

-3.11%

5Y*

2.88%

10Y*

8.85%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AAP vs. TGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advance Auto Parts, Inc. (AAP) and Target Corporation (TGT). 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 -0.58, compared to the broader market-4.00-2.000.002.00-0.58-0.07
The chart of Sortino ratio for AAP, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.580.16
The chart of Omega ratio for AAP, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.03
The chart of Calmar ratio for AAP, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.05
The chart of Martin ratio for AAP, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.79-0.19
AAP
TGT

The current AAP Sharpe Ratio is -0.58, which is lower than the TGT Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of AAP and TGT, 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 Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.58
-0.07
AAP
TGT

Dividends

AAP vs. TGT - Dividend Comparison

AAP's dividend yield for the trailing twelve months is around 2.29%, less than TGT's 3.37% yield.


TTM20232022202120202019201820172016201520142013
AAP
Advance Auto Parts, Inc.
2.29%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%
TGT
Target Corporation
3.37%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%

Drawdowns

AAP vs. TGT - Drawdown Comparison

The maximum AAP drawdown since its inception was -84.09%, which is greater than TGT's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for AAP and TGT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-80.50%
-46.25%
AAP
TGT

Volatility

AAP vs. TGT - Volatility Comparison

Advance Auto Parts, Inc. (AAP) has a higher volatility of 15.44% compared to Target Corporation (TGT) at 8.10%. This indicates that AAP's price experiences larger fluctuations and is considered to be riskier than TGT 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%JulyAugustSeptemberOctoberNovemberDecember
15.44%
8.10%
AAP
TGT

Financials

AAP vs. TGT - Financials Comparison

This section allows you to compare key financial metrics between Advance Auto Parts, Inc. and Target Corporation. 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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