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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.


-0.50.00.51.0
Correlation: 0.7

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.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,421.05%
1,062.98%
ABG
GPI

Key characteristics

Sharpe Ratio

ABG:

-0.15

GPI:

1.01

Sortino Ratio

ABG:

0.04

GPI:

1.60

Omega Ratio

ABG:

1.00

GPI:

1.20

Calmar Ratio

ABG:

-0.19

GPI:

1.46

Martin Ratio

ABG:

-0.50

GPI:

4.93

Ulcer Index

ABG:

11.33%

GPI:

6.81%

Daily Std Dev

ABG:

37.15%

GPI:

33.35%

Max Drawdown

ABG:

-92.76%

GPI:

-90.68%

Current Drawdown

ABG:

-30.21%

GPI:

-23.01%

Fundamentals

Market Cap

ABG:

$4.19B

GPI:

$4.86B

EPS

ABG:

$21.51

GPI:

$36.71

PE Ratio

ABG:

9.92

GPI:

10.14

PEG Ratio

ABG:

0.39

GPI:

1.71

Total Revenue (TTM)

ABG:

$12.99B

GPI:

$15.46B

Gross Profit (TTM)

ABG:

$2.16B

GPI:

$2.44B

EBITDA (TTM)

ABG:

$620.30M

GPI:

$764.20M

Returns By Period

The year-to-date returns for both investments are quite close, with ABG having a -12.16% return and GPI slightly higher at -11.57%. Over the past 10 years, ABG has underperformed GPI with an annualized return of 9.66%, while GPI has yielded a comparatively higher 16.91% annualized return.


ABG

YTD

-12.16%

1M

-16.42%

6M

-4.49%

1Y

-5.39%

5Y*

38.50%

10Y*

9.66%

GPI

YTD

-11.57%

1M

-15.49%

6M

2.56%

1Y

34.00%

5Y*

61.14%

10Y*

16.91%

*Annualized

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Risk-Adjusted Performance

ABG vs. GPI — 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 4141
Overall Rank
The Sharpe Ratio Rank of ABG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 4242
Martin Ratio Rank

GPI
The Risk-Adjusted Performance Rank of GPI is 8484
Overall Rank
The Sharpe Ratio Rank of GPI is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GPI is 8080
Sortino Ratio Rank
The Omega Ratio Rank of GPI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GPI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of GPI is 8686
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. 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.


Sharpe ratio
The chart of Sharpe ratio for ABG, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
ABG: -0.15
GPI: 1.01
The chart of Sortino ratio for ABG, currently valued at 0.04, compared to the broader market-6.00-4.00-2.000.002.004.00
ABG: 0.04
GPI: 1.60
The chart of Omega ratio for ABG, currently valued at 1.00, compared to the broader market0.501.001.502.00
ABG: 1.00
GPI: 1.20
The chart of Calmar ratio for ABG, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
ABG: -0.19
GPI: 1.46
The chart of Martin ratio for ABG, currently valued at -0.50, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ABG: -0.50
GPI: 4.93

The current ABG Sharpe Ratio is -0.15, which is lower than the GPI Sharpe Ratio of 1.01. 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.15
1.01
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 0.51%.


TTM20242023202220212020201920182017201620152014
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%
GPI
Group 1 Automotive, Inc.
0.51%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.21%
-23.01%
ABG
GPI

Volatility

ABG vs. GPI - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 13.53%, while Group 1 Automotive, Inc. (GPI) has a volatility of 16.16%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
13.53%
16.16%
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
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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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