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

Correlation

The correlation between ABG and ODFL is 0.38, 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. ODFL - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-4.73%
-9.42%
ABG
ODFL

Key characteristics

Sharpe Ratio

ABG:

0.41

ODFL:

-0.28

Sortino Ratio

ABG:

0.82

ODFL:

-0.17

Omega Ratio

ABG:

1.10

ODFL:

0.98

Calmar Ratio

ABG:

0.66

ODFL:

-0.37

Martin Ratio

ABG:

1.52

ODFL:

-0.69

Ulcer Index

ABG:

9.02%

ODFL:

13.43%

Daily Std Dev

ABG:

33.48%

ODFL:

33.33%

Max Drawdown

ABG:

-92.76%

ODFL:

-66.30%

Current Drawdown

ABG:

-11.67%

ODFL:

-23.82%

Fundamentals

Market Cap

ABG:

$4.74B

ODFL:

$38.34B

EPS

ABG:

$17.81

ODFL:

$5.73

PE Ratio

ABG:

13.59

ODFL:

31.34

PEG Ratio

ABG:

0.79

ODFL:

2.68

Total Revenue (TTM)

ABG:

$12.68B

ODFL:

$4.43B

Gross Profit (TTM)

ABG:

$2.14B

ODFL:

$1.56B

EBITDA (TTM)

ABG:

$642.80M

ODFL:

$1.47B

Returns By Period

In the year-to-date period, ABG achieves a -2.15% return, which is significantly lower than ODFL's 0.01% return. Over the past 10 years, ABG has underperformed ODFL with an annualized return of 12.69%, while ODFL has yielded a comparatively higher 22.45% annualized return.


ABG

YTD

-2.15%

1M

-6.73%

6M

-4.11%

1Y

17.59%

5Y*

18.43%

10Y*

12.69%

ODFL

YTD

0.01%

1M

-13.12%

6M

-7.03%

1Y

-8.80%

5Y*

21.98%

10Y*

22.45%

*Annualized

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Risk-Adjusted Performance

ABG vs. ODFL — 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 6464
Overall Rank
The Sharpe Ratio Rank of ABG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 6666
Martin Ratio Rank

ODFL
The Risk-Adjusted Performance Rank of ODFL is 3232
Overall Rank
The Sharpe Ratio Rank of ODFL is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ODFL is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ODFL is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ODFL is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ODFL is 3535
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. ODFL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and Old Dominion Freight Line, Inc. (ODFL). 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 0.41, compared to the broader market-4.00-2.000.002.000.41-0.28
The chart of Sortino ratio for ABG, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.82-0.17
The chart of Omega ratio for ABG, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.98
The chart of Calmar ratio for ABG, currently valued at 0.66, compared to the broader market0.002.004.006.000.66-0.37
The chart of Martin ratio for ABG, currently valued at 1.52, compared to the broader market0.0010.0020.001.52-0.69
ABG
ODFL

The current ABG Sharpe Ratio is 0.41, which is higher than the ODFL Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ABG and ODFL, 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 Ratio-0.40-0.200.000.200.400.600.801.00AugustSeptemberOctoberNovemberDecember2025
0.41
-0.28
ABG
ODFL

Dividends

ABG vs. ODFL - Dividend Comparison

ABG has not paid dividends to shareholders, while ODFL's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020201920182017
ABG
Asbury Automotive Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.59%0.59%0.39%0.42%0.22%0.31%0.36%0.74%0.30%

Drawdowns

ABG vs. ODFL - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, which is greater than ODFL's maximum drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for ABG and ODFL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.67%
-23.82%
ABG
ODFL

Volatility

ABG vs. ODFL - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 6.18%, while Old Dominion Freight Line, Inc. (ODFL) has a volatility of 6.65%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than ODFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.18%
6.65%
ABG
ODFL

Financials

ABG vs. ODFL - Financials Comparison

This section allows you to compare key financial metrics between Asbury Automotive Group, Inc. and Old Dominion Freight Line, 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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