PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABG vs. KLAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABG and KLAC is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-2.21%
-8.58%
ABG
KLAC

Key characteristics

Sharpe Ratio

ABG:

0.63

KLAC:

0.67

Sortino Ratio

ABG:

1.11

KLAC:

1.09

Omega Ratio

ABG:

1.13

KLAC:

1.15

Calmar Ratio

ABG:

1.01

KLAC:

0.93

Martin Ratio

ABG:

2.33

KLAC:

1.92

Ulcer Index

ABG:

9.07%

KLAC:

15.06%

Daily Std Dev

ABG:

33.42%

KLAC:

43.24%

Max Drawdown

ABG:

-92.76%

KLAC:

-83.74%

Current Drawdown

ABG:

-8.86%

KLAC:

-19.36%

Fundamentals

Market Cap

ABG:

$4.89B

KLAC:

$95.81B

EPS

ABG:

$17.81

KLAC:

$21.85

PE Ratio

ABG:

14.03

KLAC:

32.78

PEG Ratio

ABG:

0.81

KLAC:

1.60

Total Revenue (TTM)

ABG:

$12.68B

KLAC:

$7.76B

Gross Profit (TTM)

ABG:

$2.14B

KLAC:

$4.68B

EBITDA (TTM)

ABG:

$642.80M

KLAC:

$3.28B

Returns By Period

In the year-to-date period, ABG achieves a 0.96% return, which is significantly lower than KLAC's 13.67% return. Over the past 10 years, ABG has underperformed KLAC with an annualized return of 13.26%, while KLAC has yielded a comparatively higher 29.26% annualized return.


ABG

YTD

0.96%

1M

-2.75%

6M

-2.21%

1Y

21.14%

5Y*

19.20%

10Y*

13.26%

KLAC

YTD

13.67%

1M

9.16%

6M

-7.96%

1Y

27.49%

5Y*

33.84%

10Y*

29.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 6969
Overall Rank
The Sharpe Ratio Rank of ABG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 7070
Martin Ratio Rank

KLAC
The Risk-Adjusted Performance Rank of KLAC is 7070
Overall Rank
The Sharpe Ratio Rank of KLAC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of KLAC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of KLAC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of KLAC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KLAC is 6868
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.


Sharpe ratio
The chart of Sharpe ratio for ABG, currently valued at 0.63, compared to the broader market-2.000.002.000.630.64
The chart of Sortino ratio for ABG, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.111.06
The chart of Omega ratio for ABG, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.15
The chart of Calmar ratio for ABG, currently valued at 1.01, compared to the broader market0.002.004.006.001.010.89
The chart of Martin ratio for ABG, currently valued at 2.33, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.002.331.82
ABG
KLAC

The current ABG Sharpe Ratio is 0.63, which is comparable to the KLAC Sharpe Ratio of 0.67. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.63
0.64
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 0.84%.


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
0.84%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%AugustSeptemberOctoberNovemberDecember2025
-8.86%
-19.36%
ABG
KLAC

Volatility

ABG vs. KLAC - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 7.40%, while KLA Corporation (KLAC) has a volatility of 8.56%. 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%AugustSeptemberOctoberNovemberDecember2025
7.40%
8.56%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab