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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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
7.49%
AN
ABG

Key characteristics

Sharpe Ratio

AN:

0.49

ABG:

0.32

Sortino Ratio

AN:

0.90

ABG:

0.69

Omega Ratio

AN:

1.11

ABG:

1.08

Calmar Ratio

AN:

0.60

ABG:

0.52

Martin Ratio

AN:

1.83

ABG:

1.17

Ulcer Index

AN:

8.22%

ABG:

9.26%

Daily Std Dev

AN:

30.87%

ABG:

33.91%

Max Drawdown

AN:

-87.79%

ABG:

-92.76%

Current Drawdown

AN:

-10.76%

ABG:

-8.71%

Fundamentals

Market Cap

AN:

$6.76B

ABG:

$4.94B

EPS

AN:

$17.41

ABG:

$17.81

PE Ratio

AN:

9.79

ABG:

14.17

PEG Ratio

AN:

2.71

ABG:

0.82

Total Revenue (TTM)

AN:

$26.32B

ABG:

$16.50B

Gross Profit (TTM)

AN:

$4.58B

ABG:

$2.80B

EBITDA (TTM)

AN:

$1.43B

ABG:

$784.50M

Returns By Period

In the year-to-date period, AN achieves a 13.32% return, which is significantly higher than ABG's 9.25% return. Over the past 10 years, AN has underperformed ABG with an annualized return of 11.12%, while ABG has yielded a comparatively higher 12.38% annualized return.


AN

YTD

13.32%

1M

3.24%

6M

6.06%

1Y

11.97%

5Y*

27.05%

10Y*

11.12%

ABG

YTD

9.25%

1M

-1.88%

6M

7.49%

1Y

8.61%

5Y*

15.85%

10Y*

12.38%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.49, compared to the broader market-4.00-2.000.002.000.490.32
The chart of Sortino ratio for AN, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.900.69
The chart of Omega ratio for AN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.08
The chart of Calmar ratio for AN, currently valued at 0.60, compared to the broader market0.002.004.006.000.600.52
The chart of Martin ratio for AN, currently valued at 1.83, compared to the broader market-5.000.005.0010.0015.0020.0025.001.831.17
AN
ABG

The current AN Sharpe Ratio is 0.49, which is higher than the ABG Sharpe Ratio of 0.32. 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.49
0.32
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%JulyAugustSeptemberOctoberNovemberDecember
-10.76%
-8.71%
AN
ABG

Volatility

AN vs. ABG - Volatility Comparison

AutoNation, Inc. (AN) and Asbury Automotive Group, Inc. (ABG) have volatilities of 6.91% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
6.91%
6.96%
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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