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

Correlation

The correlation between ABG and BLDR 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

ABG vs. BLDR - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,652.32%
963.89%
ABG
BLDR

Key characteristics

Sharpe Ratio

ABG:

0.32

BLDR:

-0.16

Sortino Ratio

ABG:

0.69

BLDR:

0.07

Omega Ratio

ABG:

1.08

BLDR:

1.01

Calmar Ratio

ABG:

0.52

BLDR:

-0.18

Martin Ratio

ABG:

1.17

BLDR:

-0.38

Ulcer Index

ABG:

9.26%

BLDR:

17.63%

Daily Std Dev

ABG:

33.91%

BLDR:

42.90%

Max Drawdown

ABG:

-92.76%

BLDR:

-96.78%

Current Drawdown

ABG:

-8.71%

BLDR:

-28.71%

Fundamentals

Market Cap

ABG:

$4.94B

BLDR:

$18.43B

EPS

ABG:

$17.81

BLDR:

$10.23

PE Ratio

ABG:

14.17

BLDR:

15.65

PEG Ratio

ABG:

0.82

BLDR:

0.81

Total Revenue (TTM)

ABG:

$16.50B

BLDR:

$16.73B

Gross Profit (TTM)

ABG:

$2.80B

BLDR:

$5.61B

EBITDA (TTM)

ABG:

$784.50M

BLDR:

$2.35B

Returns By Period

In the year-to-date period, ABG achieves a 9.25% return, which is significantly higher than BLDR's -9.85% return. Over the past 10 years, ABG has underperformed BLDR with an annualized return of 12.38%, while BLDR has yielded a comparatively higher 36.61% annualized return.


ABG

YTD

9.25%

1M

-1.88%

6M

7.49%

1Y

8.61%

5Y*

15.85%

10Y*

12.38%

BLDR

YTD

-9.85%

1M

-13.92%

6M

5.11%

1Y

-8.58%

5Y*

43.38%

10Y*

36.61%

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Risk-Adjusted Performance

ABG vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and Builders FirstSource, Inc. (BLDR). 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 ABG, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.32-0.16
The chart of Sortino ratio for ABG, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.690.07
The chart of Omega ratio for ABG, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.01
The chart of Calmar ratio for ABG, currently valued at 0.52, compared to the broader market0.002.004.006.000.52-0.18
The chart of Martin ratio for ABG, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.001.17-0.38
ABG
BLDR

The current ABG Sharpe Ratio is 0.32, which is higher than the BLDR Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ABG and BLDR, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.32
-0.16
ABG
BLDR

Dividends

ABG vs. BLDR - Dividend Comparison

Neither ABG nor BLDR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABG vs. BLDR - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, roughly equal to the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for ABG and BLDR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.71%
-28.71%
ABG
BLDR

Volatility

ABG vs. BLDR - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 6.96%, while Builders FirstSource, Inc. (BLDR) has a volatility of 11.67%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
6.96%
11.67%
ABG
BLDR

Financials

ABG vs. BLDR - Financials Comparison

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