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

Correlation

The correlation between ABG and GPI is 0.66, 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.


-0.50.00.51.00.7

Performance

ABG vs. GPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asbury Automotive Group, Inc. (ABG) and Group 1 Automotive, Inc. (GPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
8.10%
46.06%
ABG
GPI

Key characteristics

Sharpe Ratio

ABG:

0.20

GPI:

1.14

Sortino Ratio

ABG:

0.53

GPI:

1.85

Omega Ratio

ABG:

1.06

GPI:

1.22

Calmar Ratio

ABG:

0.33

GPI:

2.28

Martin Ratio

ABG:

0.74

GPI:

4.88

Ulcer Index

ABG:

9.17%

GPI:

7.43%

Daily Std Dev

ABG:

33.96%

GPI:

31.90%

Max Drawdown

ABG:

-92.76%

GPI:

-90.68%

Current Drawdown

ABG:

-9.75%

GPI:

-3.65%

Fundamentals

Market Cap

ABG:

$4.79B

GPI:

$5.64B

EPS

ABG:

$17.83

GPI:

$37.53

PE Ratio

ABG:

13.71

GPI:

11.27

PEG Ratio

ABG:

0.80

GPI:

3.27

Total Revenue (TTM)

ABG:

$16.50B

GPI:

$18.87B

Gross Profit (TTM)

ABG:

$2.80B

GPI:

$2.99B

EBITDA (TTM)

ABG:

$784.50M

GPI:

$1.05B

Returns By Period

In the year-to-date period, ABG achieves a 8.00% return, which is significantly lower than GPI's 38.31% return. Over the past 10 years, ABG has underperformed GPI with an annualized return of 12.34%, while GPI has yielded a comparatively higher 18.02% annualized return.


ABG

YTD

8.00%

1M

-6.49%

6M

6.45%

1Y

8.00%

5Y*

16.84%

10Y*

12.34%

GPI

YTD

38.31%

1M

-1.46%

6M

41.45%

1Y

38.31%

5Y*

34.22%

10Y*

18.02%

*Annualized

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Risk-Adjusted Performance

ABG vs. GPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and Group 1 Automotive, Inc. (GPI). 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 0.20, compared to the broader market-4.00-2.000.002.000.201.14
The chart of Sortino ratio for ABG, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.531.85
The chart of Omega ratio for ABG, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.22
The chart of Calmar ratio for ABG, currently valued at 0.33, compared to the broader market0.002.004.006.000.332.28
The chart of Martin ratio for ABG, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.0025.000.744.88
ABG
GPI

The current ABG Sharpe Ratio is 0.20, which is lower than the GPI Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of ABG and GPI, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember
0.20
1.14
ABG
GPI

Dividends

ABG vs. GPI - Dividend Comparison

ABG has not paid dividends to shareholders, while GPI's dividend yield for the trailing twelve months is around 0.45%.


TTM2023202220212020201920182017201620152014
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%
GPI
Group 1 Automotive, Inc.
0.45%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%

Drawdowns

ABG vs. GPI - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, roughly equal to the maximum GPI drawdown of -90.68%. Use the drawdown chart below to compare losses from any high point for ABG and GPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-9.75%
-3.65%
ABG
GPI

Volatility

ABG vs. GPI - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) has a higher volatility of 5.90% compared to Group 1 Automotive, Inc. (GPI) at 5.02%. This indicates that ABG's price experiences larger fluctuations and is considered to be riskier than GPI 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%AugustSeptemberOctoberNovemberDecember
5.90%
5.02%
ABG
GPI

Financials

ABG vs. GPI - Financials Comparison

This section allows you to compare key financial metrics between Asbury Automotive Group, Inc. and Group 1 Automotive, 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