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

Correlation

The correlation between AN and ABG is 0.61, 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.


-0.50.00.51.00.6

Performance

AN vs. ABG - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%AugustSeptemberOctoberNovemberDecember2025
1,307.67%
1,644.14%
AN
ABG

Key characteristics

Sharpe Ratio

AN:

1.09

ABG:

0.62

Sortino Ratio

AN:

1.67

ABG:

1.10

Omega Ratio

AN:

1.20

ABG:

1.13

Calmar Ratio

AN:

1.35

ABG:

1.00

Martin Ratio

AN:

4.01

ABG:

2.29

Ulcer Index

AN:

8.25%

ABG:

9.09%

Daily Std Dev

AN:

30.39%

ABG:

33.42%

Max Drawdown

AN:

-87.79%

ABG:

-92.76%

Current Drawdown

AN:

-2.87%

ABG:

-9.08%

Fundamentals

Market Cap

AN:

$7.34B

ABG:

$4.79B

EPS

AN:

$17.39

ABG:

$17.82

PE Ratio

AN:

10.65

ABG:

13.74

PEG Ratio

AN:

2.94

ABG:

0.80

Total Revenue (TTM)

AN:

$19.55B

ABG:

$12.68B

Gross Profit (TTM)

AN:

$3.43B

ABG:

$2.14B

EBITDA (TTM)

AN:

$1.05B

ABG:

$642.80M

Returns By Period

In the year-to-date period, AN achieves a 9.07% return, which is significantly higher than ABG's 0.72% return. Both investments have delivered pretty close results over the past 10 years, with AN having a 12.47% annualized return and ABG not far ahead at 13.07%.


AN

YTD

9.07%

1M

9.12%

6M

6.59%

1Y

31.77%

5Y*

32.45%

10Y*

12.47%

ABG

YTD

0.72%

1M

0.38%

6M

-0.44%

1Y

19.72%

5Y*

19.12%

10Y*

13.07%

*Annualized

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

AN vs. ABG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AN
The Risk-Adjusted Performance Rank of AN is 7777
Overall Rank
The Sharpe Ratio Rank of AN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AN is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AN is 7777
Martin Ratio Rank

ABG
The Risk-Adjusted Performance Rank of ABG is 6767
Overall Rank
The Sharpe Ratio Rank of ABG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 6868
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.

AN vs. ABG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) and Asbury Automotive Group, Inc. (ABG). 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 AN, currently valued at 1.09, compared to the broader market-2.000.002.004.001.090.62
The chart of Sortino ratio for AN, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.671.10
The chart of Omega ratio for AN, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.13
The chart of Calmar ratio for AN, currently valued at 1.35, compared to the broader market0.002.004.006.001.351.00
The chart of Martin ratio for AN, currently valued at 4.01, compared to the broader market-10.000.0010.0020.004.012.29
AN
ABG

The current AN Sharpe Ratio is 1.09, which is higher than the ABG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of AN and ABG, 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-0.200.000.200.400.600.801.001.20AugustSeptemberOctoberNovemberDecember2025
1.09
0.62
AN
ABG

Dividends

AN vs. ABG - Dividend Comparison

Neither AN nor ABG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AN vs. ABG - Drawdown Comparison

The maximum AN drawdown since its inception was -87.79%, smaller than the maximum ABG drawdown of -92.76%. Use the drawdown chart below to compare losses from any high point for AN and ABG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.87%
-9.08%
AN
ABG

Volatility

AN vs. ABG - Volatility Comparison

The current volatility for AutoNation, Inc. (AN) is 6.54%, while Asbury Automotive Group, Inc. (ABG) has a volatility of 7.27%. This indicates that AN experiences smaller price fluctuations and is considered to be less risky than ABG 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%AugustSeptemberOctoberNovemberDecember2025
6.54%
7.27%
AN
ABG

Financials

AN vs. ABG - Financials Comparison

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