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ABG vs. AN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABG and AN is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ABG vs. AN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asbury Automotive Group, Inc. (ABG) and AutoNation, Inc. (AN). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,492.80%
1,230.47%
ABG
AN

Key characteristics

Sharpe Ratio

ABG:

0.02

AN:

0.32

Sortino Ratio

ABG:

0.32

AN:

0.71

Omega Ratio

ABG:

1.04

AN:

1.08

Calmar Ratio

ABG:

0.02

AN:

0.53

Martin Ratio

ABG:

0.05

AN:

1.07

Ulcer Index

ABG:

13.12%

AN:

9.89%

Daily Std Dev

ABG:

38.83%

AN:

33.64%

Max Drawdown

ABG:

-92.76%

AN:

-87.79%

Current Drawdown

ABG:

-26.91%

AN:

-10.28%

Fundamentals

Market Cap

ABG:

$4.39B

AN:

$6.87B

EPS

ABG:

$21.51

AN:

$16.91

PE Ratio

ABG:

10.39

AN:

10.35

PEG Ratio

ABG:

0.40

AN:

0.89

PS Ratio

ABG:

0.26

AN:

0.26

PB Ratio

ABG:

1.25

AN:

2.80

Total Revenue (TTM)

ABG:

$12.99B

AN:

$26.97B

Gross Profit (TTM)

ABG:

$2.18B

AN:

$4.81B

EBITDA (TTM)

ABG:

$620.30M

AN:

$1.44B

Returns By Period

In the year-to-date period, ABG achieves a -8.02% return, which is significantly lower than AN's 3.09% return. Over the past 10 years, ABG has underperformed AN with an annualized return of 10.10%, while AN has yielded a comparatively higher 10.93% annualized return.


ABG

YTD

-8.02%

1M

-1.16%

6M

0.30%

1Y

0.71%

5Y*

29.93%

10Y*

10.10%

AN

YTD

3.09%

1M

7.24%

6M

12.36%

1Y

3.07%

5Y*

37.51%

10Y*

10.93%

*Annualized

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Risk-Adjusted Performance

ABG vs. AN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABG
The Risk-Adjusted Performance Rank of ABG is 5050
Overall Rank
The Sharpe Ratio Rank of ABG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 5353
Martin Ratio Rank

AN
The Risk-Adjusted Performance Rank of AN is 6464
Overall Rank
The Sharpe Ratio Rank of AN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AN is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AN is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of AN is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABG vs. AN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and AutoNation, Inc. (AN). 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.


The chart of Sharpe ratio for ABG, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.00
ABG: 0.02
AN: 0.32
The chart of Sortino ratio for ABG, currently valued at 0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
ABG: 0.32
AN: 0.71
The chart of Omega ratio for ABG, currently valued at 1.04, compared to the broader market0.501.001.502.00
ABG: 1.04
AN: 1.08
The chart of Calmar ratio for ABG, currently valued at 0.02, compared to the broader market0.001.002.003.004.005.00
ABG: 0.02
AN: 0.53
The chart of Martin ratio for ABG, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.00
ABG: 0.05
AN: 1.07

The current ABG Sharpe Ratio is 0.02, which is lower than the AN Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of ABG and AN, 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 Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.02
0.32
ABG
AN

Dividends

ABG vs. AN - Dividend Comparison

Neither ABG nor AN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABG vs. AN - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, which is greater than AN's maximum drawdown of -87.79%. Use the drawdown chart below to compare losses from any high point for ABG and AN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.91%
-10.28%
ABG
AN

Volatility

ABG vs. AN - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) has a higher volatility of 16.61% compared to AutoNation, Inc. (AN) at 15.37%. This indicates that ABG's price experiences larger fluctuations and is considered to be riskier than AN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
16.61%
15.37%
ABG
AN

Financials

ABG vs. AN - Financials Comparison

This section allows you to compare key financial metrics between Asbury Automotive Group, Inc. and AutoNation, Inc.. 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