ABG vs. DGRO
ABG (Asbury Automotive Group, Inc.) is a stock, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, ABG returned 14.36%/yr vs 13.31%/yr for DGRO. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ABG vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, ABG achieves a -2.52% return, which is significantly lower than DGRO's 12.80% return. Over the past 10 years, ABG has outperformed DGRO with an annualized return of 14.36%, while DGRO has yielded a comparatively lower 13.31% annualized return.
ABG
- 1D
- 3.77%
- 1M
- 13.43%
- 6M
- -8.79%
- YTD
- -2.52%
- 1Y
- -8.65%
- 3Y*
- -2.46%
- 5Y*
- 4.24%
- 10Y*
- 14.36%
DGRO
- 1D
- 1.25%
- 1M
- 2.37%
- 6M
- 9.53%
- YTD
- 12.80%
- 1Y
- 22.87%
- 3Y*
- 17.04%
- 5Y*
- 11.27%
- 10Y*
- 13.31%
ABG vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | -2.52% | -4.32% | 8.03% | 25.51% | 3.77% | 18.52% | 30.37% | 67.70% | 4.16% | 3.73% |
DGRO iShares Core Dividend Growth ETF | 12.80% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between ABG and DGRO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.54 |
The correlation between ABG and DGRO shifts across timeframes, from 0.45 (1 year) to 0.56 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABG vs. DGRO — Risk / Return Rank
ABG
DGRO
ABG vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and iShares Core Dividend Growth ETF (DGRO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABG | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.44 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.55 | -3.82 |
| Martin ratioReturn relative to average drawdown | -0.55 | 13.71 | -14.26 |
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Drawdowns
ABG vs. DGRO - Drawdown Comparison
The maximum ABG drawdown since its inception was -92.76%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ABG and DGRO.
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Drawdown Indicators
| ABG | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.76% | -35.10% | -57.66% |
Max Drawdown (1Y)Largest decline over 1 year | -31.94% | -6.47% | -25.47% |
Max Drawdown (3Y)Largest decline over 3 years | -42.37% | -14.03% | -28.34% |
Max Drawdown (5Y)Largest decline over 5 years | -42.37% | -19.31% | -23.06% |
Max Drawdown (10Y)Largest decline over 10 years | -65.68% | -35.10% | -30.58% |
Current DrawdownCurrent decline from peak | -25.89% | 0.00% | -25.89% |
Average DrawdownAverage peak-to-trough decline | -26.32% | -3.42% | -22.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.97% | 1.67% | +14.30% |
Volatility
ABG vs. DGRO - Volatility Comparison
Asbury Automotive Group, Inc. (ABG) has a higher volatility of 10.52% compared to iShares Core Dividend Growth ETF (DGRO) at 2.81%. This indicates that ABG's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABG | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 2.81% | +7.71% |
Volatility (6M)Calculated over the trailing 6-month period | 23.08% | 7.09% | +15.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.16% | 9.53% | +22.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.82% | 13.81% | +26.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.37% | 16.57% | +24.80% |
Dividends
ABG vs. DGRO - Dividend Comparison
ABG has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 1.90% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Frequently Asked Questions
ABG and DGRO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABG has higher volatility (10.52%) compared to DGRO (2.81%). In terms of maximum drawdown, ABG dropped -92.76% vs DGRO's -35.10%.
DGRO currently has the higher Sharpe Ratio (2.41 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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