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

Key characteristics


ABGON
YTD Return-4.99%-15.75%
1Y Return12.85%-9.58%
3Y Return (Ann)1.33%23.65%
5Y Return (Ann)21.60%24.53%
10Y Return (Ann)13.29%22.94%
Sharpe Ratio0.32-0.23
Daily Std Dev35.80%45.01%
Max Drawdown-92.76%-96.36%
Current Drawdown-14.91%-34.90%

Fundamentals


ABGON
Market Cap$4.48B$29.26B
EPS$27.59$4.89
PE Ratio8.0513.92
PEG Ratio0.481.29
Revenue (TTM)$15.42B$8.25B
Gross Profit (TTM)$3.10B$4.08B
EBITDA (TTM)$1.13B$3.22B

Correlation

-0.50.00.51.00.4

The correlation between ABG and ON 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.

Performance

ABG vs. ON - Performance Comparison

In the year-to-date period, ABG achieves a -4.99% return, which is significantly higher than ON's -15.75% return. Over the past 10 years, ABG has underperformed ON with an annualized return of 13.29%, while ON has yielded a comparatively higher 22.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,500.00%2,000.00%2,500.00%December2024FebruaryMarchAprilMay
1,309.73%
2,126.90%
ABG
ON

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Asbury Automotive Group, Inc.

ON Semiconductor Corporation

Risk-Adjusted Performance

ABG vs. ON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and ON Semiconductor Corporation (ON). 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.


ABG
Sharpe ratio
The chart of Sharpe ratio for ABG, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for ABG, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.006.000.69
Omega ratio
The chart of Omega ratio for ABG, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for ABG, currently valued at 0.43, compared to the broader market0.002.004.006.000.43
Martin ratio
The chart of Martin ratio for ABG, currently valued at 0.88, compared to the broader market-10.000.0010.0020.0030.000.88
ON
Sharpe ratio
The chart of Sharpe ratio for ON, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.004.00-0.23
Sortino ratio
The chart of Sortino ratio for ON, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.006.00-0.02
Omega ratio
The chart of Omega ratio for ON, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for ON, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.24
Martin ratio
The chart of Martin ratio for ON, currently valued at -0.43, compared to the broader market-10.000.0010.0020.0030.00-0.43

ABG vs. ON - Sharpe Ratio Comparison

The current ABG Sharpe Ratio is 0.32, which is higher than the ON Sharpe Ratio of -0.23. The chart below compares the 12-month rolling Sharpe Ratio of ABG and ON.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.32
-0.23
ABG
ON

Dividends

ABG vs. ON - Dividend Comparison

Neither ABG nor ON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABG vs. ON - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, roughly equal to the maximum ON drawdown of -96.36%. Use the drawdown chart below to compare losses from any high point for ABG and ON. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%December2024FebruaryMarchAprilMay
-14.91%
-34.90%
ABG
ON

Volatility

ABG vs. ON - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 8.90%, while ON Semiconductor Corporation (ON) has a volatility of 12.38%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than ON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
8.90%
12.38%
ABG
ON

Financials

ABG vs. ON - Financials Comparison

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