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

Correlation

The correlation between ABG and ULTA 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. ULTA - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-2.21%
3.63%
ABG
ULTA

Key characteristics

Sharpe Ratio

ABG:

0.63

ULTA:

-0.45

Sortino Ratio

ABG:

1.11

ULTA:

-0.44

Omega Ratio

ABG:

1.13

ULTA:

0.94

Calmar Ratio

ABG:

1.01

ULTA:

-0.36

Martin Ratio

ABG:

2.33

ULTA:

-0.55

Ulcer Index

ABG:

9.07%

ULTA:

28.15%

Daily Std Dev

ABG:

33.42%

ULTA:

34.37%

Max Drawdown

ABG:

-92.76%

ULTA:

-87.89%

Current Drawdown

ABG:

-8.86%

ULTA:

-28.17%

Fundamentals

Market Cap

ABG:

$4.89B

ULTA:

$18.89B

EPS

ABG:

$17.81

ULTA:

$24.97

PE Ratio

ABG:

14.03

ULTA:

16.31

PEG Ratio

ABG:

0.81

ULTA:

2.67

Total Revenue (TTM)

ABG:

$12.68B

ULTA:

$11.36B

Gross Profit (TTM)

ABG:

$2.14B

ULTA:

$4.39B

EBITDA (TTM)

ABG:

$642.80M

ULTA:

$1.84B

Returns By Period

In the year-to-date period, ABG achieves a 0.96% return, which is significantly higher than ULTA's -6.33% return. Over the past 10 years, ABG has outperformed ULTA with an annualized return of 13.26%, while ULTA has yielded a comparatively lower 12.15% annualized return.


ABG

YTD

0.96%

1M

-2.75%

6M

-2.21%

1Y

21.14%

5Y*

19.20%

10Y*

13.26%

ULTA

YTD

-6.33%

1M

-4.10%

6M

1.73%

1Y

-14.42%

5Y*

8.38%

10Y*

12.15%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABG vs. ULTA — 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

ULTA
The Risk-Adjusted Performance Rank of ULTA is 2626
Overall Rank
The Sharpe Ratio Rank of ULTA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 3737
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. ULTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and Ulta Beauty, Inc. (ULTA). 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-2.000.002.000.63-0.42
The chart of Sortino ratio for ABG, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.11-0.39
The chart of Omega ratio for ABG, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.95
The chart of Calmar ratio for ABG, currently valued at 1.01, compared to the broader market0.002.004.006.001.01-0.33
The chart of Martin ratio for ABG, currently valued at 2.33, compared to the broader market-10.000.0010.0020.0030.002.33-0.51
ABG
ULTA

The current ABG Sharpe Ratio is 0.63, which is higher than the ULTA Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of ABG and ULTA, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.63
-0.42
ABG
ULTA

Dividends

ABG vs. ULTA - Dividend Comparison

Neither ABG nor ULTA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ABG vs. ULTA - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, which is greater than ULTA's maximum drawdown of -87.89%. Use the drawdown chart below to compare losses from any high point for ABG and ULTA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.86%
-28.17%
ABG
ULTA

Volatility

ABG vs. ULTA - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) has a higher volatility of 7.40% compared to Ulta Beauty, Inc. (ULTA) at 6.85%. This indicates that ABG's price experiences larger fluctuations and is considered to be riskier than ULTA 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
7.40%
6.85%
ABG
ULTA

Financials

ABG vs. ULTA - Financials Comparison

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