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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%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
10.09%
ABG
ULTA

Key characteristics

Sharpe Ratio

ABG:

0.24

ULTA:

-0.43

Sortino Ratio

ABG:

0.59

ULTA:

-0.41

Omega Ratio

ABG:

1.07

ULTA:

0.94

Calmar Ratio

ABG:

0.39

ULTA:

-0.34

Martin Ratio

ABG:

0.88

ULTA:

-0.54

Ulcer Index

ABG:

9.24%

ULTA:

27.41%

Daily Std Dev

ABG:

33.95%

ULTA:

34.16%

Max Drawdown

ABG:

-92.76%

ULTA:

-87.89%

Current Drawdown

ABG:

-9.42%

ULTA:

-26.55%

Fundamentals

Market Cap

ABG:

$4.94B

ULTA:

$19.64B

EPS

ABG:

$17.81

ULTA:

$24.98

PE Ratio

ABG:

14.17

ULTA:

16.96

PEG Ratio

ABG:

0.82

ULTA:

2.76

Total Revenue (TTM)

ABG:

$16.50B

ULTA:

$11.36B

Gross Profit (TTM)

ABG:

$2.80B

ULTA:

$4.39B

EBITDA (TTM)

ABG:

$784.50M

ULTA:

$1.84B

Returns By Period

In the year-to-date period, ABG achieves a 8.40% return, which is significantly higher than ULTA's -14.98% return. Both investments have delivered pretty close results over the past 10 years, with ABG having a 12.48% annualized return and ULTA not far behind at 12.44%.


ABG

YTD

8.40%

1M

-2.64%

6M

6.85%

1Y

9.95%

5Y*

15.68%

10Y*

12.48%

ULTA

YTD

-14.98%

1M

17.90%

6M

8.89%

1Y

-14.88%

5Y*

10.74%

10Y*

12.44%

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Risk-Adjusted Performance

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 0.24, compared to the broader market-4.00-2.000.002.000.24-0.44
The chart of Sortino ratio for ABG, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.59-0.42
The chart of Omega ratio for ABG, currently valued at 1.07, compared to the broader market0.501.001.502.001.070.94
The chart of Calmar ratio for ABG, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.34
The chart of Martin ratio for ABG, currently valued at 0.88, compared to the broader market0.0010.0020.000.88-0.54
ABG
ULTA

The current ABG Sharpe Ratio is 0.24, which is higher than the ULTA Sharpe Ratio of -0.43. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.24
-0.44
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%JulyAugustSeptemberOctoberNovemberDecember
-9.42%
-26.55%
ABG
ULTA

Volatility

ABG vs. ULTA - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 6.90%, while Ulta Beauty, Inc. (ULTA) has a volatility of 13.38%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than ULTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.90%
13.38%
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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