PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABG vs. URI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABG and URI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

ABG vs. URI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
13.76%
ABG
URI

Key characteristics

Sharpe Ratio

ABG:

0.24

URI:

0.80

Sortino Ratio

ABG:

0.59

URI:

1.39

Omega Ratio

ABG:

1.07

URI:

1.17

Calmar Ratio

ABG:

0.39

URI:

1.63

Martin Ratio

ABG:

0.88

URI:

4.69

Ulcer Index

ABG:

9.24%

URI:

6.10%

Daily Std Dev

ABG:

33.95%

URI:

35.73%

Max Drawdown

ABG:

-92.76%

URI:

-93.69%

Current Drawdown

ABG:

-9.42%

URI:

-17.59%

Fundamentals

Market Cap

ABG:

$4.94B

URI:

$49.77B

EPS

ABG:

$17.81

URI:

$38.25

PE Ratio

ABG:

14.17

URI:

19.83

PEG Ratio

ABG:

0.82

URI:

1.62

Total Revenue (TTM)

ABG:

$16.50B

URI:

$14.98B

Gross Profit (TTM)

ABG:

$2.80B

URI:

$5.86B

EBITDA (TTM)

ABG:

$784.50M

URI:

$6.90B

Returns By Period

In the year-to-date period, ABG achieves a 8.40% return, which is significantly lower than URI's 27.43% return. Over the past 10 years, ABG has underperformed URI with an annualized return of 12.48%, while URI has yielded a comparatively higher 22.06% annualized return.


ABG

YTD

8.40%

1M

-2.64%

6M

6.85%

1Y

9.95%

5Y*

15.68%

10Y*

12.48%

URI

YTD

27.43%

1M

-13.06%

6M

12.76%

1Y

27.26%

5Y*

34.79%

10Y*

22.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABG vs. URI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and United Rentals, Inc. (URI). 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-4.00-2.000.002.000.240.76
The chart of Sortino ratio for ABG, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.591.35
The chart of Omega ratio for ABG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.16
The chart of Calmar ratio for ABG, currently valued at 0.39, compared to the broader market0.002.004.006.000.391.55
The chart of Martin ratio for ABG, currently valued at 0.88, compared to the broader market0.0010.0020.000.884.40
ABG
URI

The current ABG Sharpe Ratio is 0.24, which is lower than the URI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ABG and URI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.24
0.76
ABG
URI

Dividends

ABG vs. URI - Dividend Comparison

ABG has not paid dividends to shareholders, while URI's dividend yield for the trailing twelve months is around 0.90%.


TTM2023
ABG
Asbury Automotive Group, Inc.
0.00%0.00%
URI
United Rentals, Inc.
0.90%1.03%

Drawdowns

ABG vs. URI - Drawdown Comparison

The maximum ABG drawdown since its inception was -92.76%, roughly equal to the maximum URI drawdown of -93.69%. Use the drawdown chart below to compare losses from any high point for ABG and URI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.42%
-17.59%
ABG
URI

Volatility

ABG vs. URI - Volatility Comparison

The current volatility for Asbury Automotive Group, Inc. (ABG) is 6.90%, while United Rentals, Inc. (URI) has a volatility of 8.76%. This indicates that ABG experiences smaller price fluctuations and is considered to be less risky than URI 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%JulyAugustSeptemberOctoberNovemberDecember
6.90%
8.76%
ABG
URI

Financials

ABG vs. URI - Financials Comparison

This section allows you to compare key financial metrics between Asbury Automotive Group, Inc. and United Rentals, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab