ABG vs. DGRO

Last updated Jun 5, 2026

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 13.10%/yr vs 13.34%/yr for DGRO. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

ABG vs. DGRO - Performance Comparison

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

Returns By Period

In the year-to-date period, ABG achieves a -18.23% return, which is significantly lower than DGRO's 9.64% return. Both investments have delivered pretty close results over the past 10 years, with ABG having a 13.10% annualized return and DGRO not far ahead at 13.34%.

ABG

• 1D: 1.73%
• 1M: -4.21%
• YTD: -18.23%
• 6M: -18.70%
• 1Y: -16.87%
• 3Y*: -3.40%
• 5Y*: 0.65%
• 10Y*: 13.10%

DGRO

• 1D: 0.81%
• 1M: 3.27%
• YTD: 9.64%
• 6M: 9.87%
• 1Y: 23.89%
• 3Y*: 17.46%
• 5Y*: 10.72%
• 10Y*: 13.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABG vs. DGRO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABG Asbury Automotive Group, Inc.	-18.23%	-4.32%	8.03%	25.51%	3.77%	18.52%	30.37%	67.70%	4.16%	3.73%
DGRO iShares Core Dividend Growth ETF	9.64%	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 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014	0.54

The correlation between ABG and DGRO has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

Return for Risk

ABG vs. DGRO — Risk / Return Rank

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

ABG

ABG Risk / Return Rank: 20
ABG Sharpe Ratio Rank: 18
ABG Sortino Ratio Rank: 19
ABG Omega Ratio Rank: 19
ABG Calmar Ratio Rank: 24
ABG Martin Ratio Rank: 20

DGRO

DGRO Risk / Return Rank: 78
DGRO Sharpe Ratio Rank: 79
DGRO Sortino Ratio Rank: 83
DGRO Omega Ratio Rank: 78
DGRO Calmar Ratio Rank: 75
DGRO Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	ABG	DGRO	Difference
Sharpe ratio: Return per unit of total volatility	-0.52	2.53	-3.05
Sortino ratio: Return per unit of downside risk	-0.55	3.68	-4.23
Omega ratio: Gain probability vs. loss probability	0.93	1.46	-0.53
Calmar ratio: Return relative to maximum drawdown	-0.50	3.71	-4.21
Martin ratio: Return relative to average drawdown	-1.04	14.33	-15.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABG vs. DGRO - Sharpe Ratio Comparison

The current ABG Sharpe Ratio is -0.52, which is lower than the DGRO Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of ABG and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABG	DGRO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.52	2.53	-3.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.78	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.81	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.77	-0.54

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.

Drawdown Indicators

	ABG	DGRO	Difference
Max Drawdown Largest peak-to-trough decline	-92.76%	-35.10%	-57.66%
Max Drawdown (1Y) Largest decline over 1 year	-33.72%	-6.47%	-27.25%
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 Drawdown Current decline from peak	-37.83%	0.00%	-37.83%
Average Drawdown Average peak-to-trough decline	-26.29%	-3.44%	-22.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.27%	1.67%	+14.60%

Volatility

ABG vs. DGRO - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) has a higher volatility of 10.60% compared to iShares Core Dividend Growth ETF (DGRO) at 2.24%. 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.

Volatility by Period

	ABG	DGRO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.60%	2.24%	+8.36%
Volatility (6M) Calculated over the trailing 6-month period	21.71%	6.94%	+14.77%
Volatility (1Y) Calculated over the trailing 1-year period	32.36%	9.49%	+22.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.90%	13.82%	+26.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.45%	16.62%	+24.83%

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 1.94%.

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	1.94%	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

Can I hold both ABG and DGRO in my portfolio?

ABG and DGRO have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABG or DGRO?

ABG has higher volatility (10.60%) compared to DGRO (2.24%). In terms of maximum drawdown, ABG dropped -92.76% vs DGRO's -35.10%.

Which has better risk-adjusted returns?

DGRO currently has the higher Sharpe Ratio (2.53 vs -0.52), 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.