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ABG vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABG and VGT is 0.53, 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.


Performance

ABG vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ABG:

-0.09

VGT:

0.54

Sortino Ratio

ABG:

0.16

VGT:

1.02

Omega Ratio

ABG:

1.02

VGT:

1.14

Calmar Ratio

ABG:

-0.10

VGT:

0.67

Martin Ratio

ABG:

-0.22

VGT:

2.19

Ulcer Index

ABG:

14.58%

VGT:

8.37%

Daily Std Dev

ABG:

38.53%

VGT:

30.11%

Max Drawdown

ABG:

-92.76%

VGT:

-54.63%

Current Drawdown

ABG:

-23.14%

VGT:

-4.59%

Returns By Period

In the year-to-date period, ABG achieves a -3.28% return, which is significantly lower than VGT's -0.69% return. Over the past 10 years, ABG has underperformed VGT with an annualized return of 10.56%, while VGT has yielded a comparatively higher 20.01% annualized return.


ABG

YTD

-3.28%

1M

7.56%

6M

-8.95%

1Y

-2.51%

5Y*

27.98%

10Y*

10.56%

VGT

YTD

-0.69%

1M

21.99%

6M

2.54%

1Y

16.42%

5Y*

20.51%

10Y*

20.01%

*Annualized

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Risk-Adjusted Performance

ABG vs. VGT — 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 4343
Overall Rank
The Sharpe Ratio Rank of ABG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 4646
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5959
Overall Rank
The Sharpe Ratio Rank of VGT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5757
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. VGT - Risk-Adjusted Performance 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.


The current ABG Sharpe Ratio is -0.09, which is lower than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ABG and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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 0.52%.


TTM20242023202220212020201920182017201620152014
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
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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. For additional features, visit the drawdowns tool.


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Volatility

ABG vs. VGT - Volatility Comparison

Asbury Automotive Group, Inc. (ABG) has a higher volatility of 8.86% compared to Vanguard Information Technology ETF (VGT) at 7.68%. 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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