ABG vs. VGT
ABG (Asbury Automotive Group, Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, ABG returned 14.33%/yr vs 24.49%/yr for VGT. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
ABG vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, ABG achieves a -5.62% return, which is significantly lower than VGT's 27.34% return. Over the past 10 years, ABG has underperformed VGT with an annualized return of 14.33%, while VGT has yielded a comparatively higher 24.49% annualized return.
ABG
- 1D
- -1.52%
- 1M
- 5.53%
- 6M
- -7.41%
- YTD
- -5.62%
- 1Y
- -4.23%
- 3Y*
- -0.30%
- 5Y*
- 2.40%
- 10Y*
- 14.33%
- ALL TIME*
- 11.94%
VGT
- 1D
- -0.36%
- 1M
- 2.88%
- 6M
- 33.00%
- YTD
- 27.34%
- 1Y
- 40.73%
- 3Y*
- 30.79%
- 5Y*
- 18.91%
- 10Y*
- 24.49%
- ALL TIME*
- 15.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $73.04M | $61.26M | $54.37M | |
| $490.99M | $509.59M | $577.86M |
ABG vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | -5.62% | -4.32% | 8.03% | 25.51% | 3.77% | 18.52% | 30.37% | 67.70% | 4.16% | 3.73% |
VGT Vanguard Information Technology ETF | 27.34% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between ABG and VGT is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.43 |
Over the past year, the correlation between ABG and VGT has dropped to 0.15 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
ABG vs. VGT — Risk / Return Rank
ABG
VGT
ABG vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asbury Automotive Group, Inc. (ABG) and Vanguard Information Technology ETF (VGT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABG | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.50 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.26 | 6.69 | -6.95 |
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Drawdowns
ABG vs. VGT - Drawdown Comparison
The maximum ABG drawdown since its inception was -92.76%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ABG and VGT.
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Drawdown Indicators
| ABG | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.76% | -54.63% | -38.13% |
Max Drawdown (1Y)Largest decline over 1 year | -31.94% | -16.40% | -15.54% |
Max Drawdown (3Y)Largest decline over 3 years | -42.37% | -27.23% | -15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -42.37% | -35.07% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -65.68% | -35.07% | -30.61% |
Current DrawdownCurrent decline from peak | -28.24% | -4.70% | -23.54% |
Average DrawdownAverage peak-to-trough decline | -26.32% | -7.95% | -18.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.11% | 6.11% | +10.00% |
Volatility
ABG vs. VGT - Volatility Comparison
Asbury Automotive Group, Inc. (ABG) has a higher volatility of 13.90% compared to Vanguard Information Technology ETF (VGT) at 9.00%. This indicates that ABG's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABG | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.90% | 9.00% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 25.02% | 20.38% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.88% | 24.47% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.04% | 25.92% | +14.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.45% | 24.93% | +16.52% |
Dividends
ABG vs. VGT - Dividend Comparison
ABG has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABG Asbury Automotive Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.36% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
ABG and VGT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABG has higher volatility (13.90%) compared to VGT (9.00%). In terms of maximum drawdown, ABG dropped -92.76% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.67 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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