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

Correlation

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.


-0.50.00.51.00.4

Performance

ABG vs. ON - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
25.30%
-27.59%
ABG
ON

Key characteristics

Sharpe Ratio

ABG:

0.93

ON:

-0.66

Sortino Ratio

ABG:

1.56

ON:

-0.76

Omega Ratio

ABG:

1.18

ON:

0.91

Calmar Ratio

ABG:

1.58

ON:

-0.55

Martin Ratio

ABG:

3.68

ON:

-1.69

Ulcer Index

ABG:

8.99%

ON:

18.43%

Daily Std Dev

ABG:

35.43%

ON:

47.34%

Max Drawdown

ABG:

-92.76%

ON:

-96.36%

Current Drawdown

ABG:

-3.71%

ON:

-48.64%

Fundamentals

Market Cap

ABG:

$5.89B

ON:

$21.89B

EPS

ABG:

$21.51

ON:

$3.63

PE Ratio

ABG:

13.98

ON:

14.31

PEG Ratio

ABG:

0.92

ON:

1.87

Total Revenue (TTM)

ABG:

$17.19B

ON:

$7.08B

Gross Profit (TTM)

ABG:

$2.89B

ON:

$3.19B

EBITDA (TTM)

ABG:

$857.40M

ON:

$2.56B

Returns By Period

In the year-to-date period, ABG achieves a 21.18% return, which is significantly higher than ON's -11.94% return. Over the past 10 years, ABG has underperformed ON with an annualized return of 14.12%, while ON has yielded a comparatively higher 16.58% annualized return.


ABG

YTD

21.18%

1M

20.31%

6M

25.30%

1Y

41.46%

5Y*

24.35%

10Y*

14.12%

ON

YTD

-11.94%

1M

1.63%

6M

-27.60%

1Y

-28.33%

5Y*

22.74%

10Y*

16.58%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABG vs. ON — 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 7575
Overall Rank
The Sharpe Ratio Rank of ABG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 7575
Martin Ratio Rank

ON
The Risk-Adjusted Performance Rank of ON is 1212
Overall Rank
The Sharpe Ratio Rank of ON is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ON is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ON is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ON is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ON is 22
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. 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.


Sharpe ratio
The chart of Sharpe ratio for ABG, currently valued at 0.93, compared to the broader market-2.000.002.000.93-0.66
The chart of Sortino ratio for ABG, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.006.001.56-0.76
The chart of Omega ratio for ABG, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.91
The chart of Calmar ratio for ABG, currently valued at 1.58, compared to the broader market0.002.004.006.001.58-0.55
The chart of Martin ratio for ABG, currently valued at 3.68, compared to the broader market0.0010.0020.0030.003.68-1.69
ABG
ON

The current ABG Sharpe Ratio is 0.93, which is higher than the ON Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of ABG and ON, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.93
-0.66
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.71%
-48.64%
ABG
ON

Volatility

ABG vs. ON - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) and ON Semiconductor Corporation (ON) have volatilities of 14.25% and 14.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.25%
14.28%
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
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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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