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

Correlation

The correlation between ABG and KLAC is 0.65, 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. KLAC - Performance Comparison

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

1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%NovemberDecember2025FebruaryMarchApril
1,492.80%
1,888.61%
ABG
KLAC

Key characteristics

Sharpe Ratio

ABG:

0.02

KLAC:

0.17

Sortino Ratio

ABG:

0.32

KLAC:

0.56

Omega Ratio

ABG:

1.04

KLAC:

1.08

Calmar Ratio

ABG:

0.02

KLAC:

0.23

Martin Ratio

ABG:

0.05

KLAC:

0.44

Ulcer Index

ABG:

13.12%

KLAC:

18.43%

Daily Std Dev

ABG:

38.83%

KLAC:

49.04%

Max Drawdown

ABG:

-92.76%

KLAC:

-83.74%

Current Drawdown

ABG:

-26.91%

KLAC:

-21.62%

Fundamentals

Market Cap

ABG:

$4.35B

KLAC:

$91.61B

EPS

ABG:

$21.71

KLAC:

$23.79

PE Ratio

ABG:

10.20

KLAC:

28.98

PEG Ratio

ABG:

0.40

KLAC:

1.26

PS Ratio

ABG:

0.25

KLAC:

8.45

PB Ratio

ABG:

1.23

KLAC:

24.36

Total Revenue (TTM)

ABG:

$12.99B

KLAC:

$8.48B

Gross Profit (TTM)

ABG:

$2.18B

KLAC:

$5.14B

EBITDA (TTM)

ABG:

$620.30M

KLAC:

$3.58B

Returns By Period

In the year-to-date period, ABG achieves a -8.02% return, which is significantly lower than KLAC's 10.48% return. Over the past 10 years, ABG has underperformed KLAC with an annualized return of 9.97%, while KLAC has yielded a comparatively higher 30.43% annualized return.


ABG

YTD

-8.02%

1M

-5.93%

6M

0.30%

1Y

2.96%

5Y*

30.85%

10Y*

9.97%

KLAC

YTD

10.48%

1M

-1.55%

6M

3.72%

1Y

4.14%

5Y*

35.05%

10Y*

30.43%

*Annualized

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Risk-Adjusted Performance

ABG vs. KLAC — 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 5050
Overall Rank
The Sharpe Ratio Rank of ABG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 5353
Martin Ratio Rank

KLAC
The Risk-Adjusted Performance Rank of KLAC is 5757
Overall Rank
The Sharpe Ratio Rank of KLAC is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 5858
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. KLAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and KLA Corporation (KLAC). 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 0.02, compared to the broader market-2.00-1.000.001.002.003.00
ABG: 0.02
KLAC: 0.17
The chart of Sortino ratio for ABG, currently valued at 0.32, compared to the broader market-6.00-4.00-2.000.002.004.00
ABG: 0.32
KLAC: 0.56
The chart of Omega ratio for ABG, currently valued at 1.04, compared to the broader market0.501.001.502.00
ABG: 1.04
KLAC: 1.08
The chart of Calmar ratio for ABG, currently valued at 0.02, compared to the broader market0.001.002.003.004.005.00
ABG: 0.02
KLAC: 0.23
The chart of Martin ratio for ABG, currently valued at 0.05, compared to the broader market-5.000.005.0010.0015.0020.00
ABG: 0.05
KLAC: 0.44

The current ABG Sharpe Ratio is 0.02, which is lower than the KLAC Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ABG and KLAC, 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 Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.02
0.17
ABG
KLAC

Dividends

ABG vs. KLAC - Dividend Comparison

ABG has not paid dividends to shareholders, while KLAC's dividend yield for the trailing twelve months is around 0.91%.


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%
KLAC
KLA Corporation
0.91%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%

Drawdowns

ABG vs. KLAC - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, which is greater than KLAC's maximum drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for ABG and KLAC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.91%
-21.62%
ABG
KLAC

Volatility

ABG vs. KLAC - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 16.61%, while KLA Corporation (KLAC) has a volatility of 24.56%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.61%
24.56%
ABG
KLAC

Financials

ABG vs. KLAC - Financials Comparison

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