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

Correlation

The correlation between AN and GPI is 0.54, 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.


-0.50.00.51.00.5

Performance

AN vs. GPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoNation, Inc. (AN) and Group 1 Automotive, Inc. (GPI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-1.37%
39.07%
AN
GPI

Key characteristics

Sharpe Ratio

AN:

0.87

GPI:

1.77

Sortino Ratio

AN:

1.39

GPI:

2.64

Omega Ratio

AN:

1.17

GPI:

1.32

Calmar Ratio

AN:

1.06

GPI:

3.48

Martin Ratio

AN:

3.24

GPI:

10.60

Ulcer Index

AN:

8.24%

GPI:

5.22%

Daily Std Dev

AN:

30.43%

GPI:

31.25%

Max Drawdown

AN:

-87.79%

GPI:

-90.68%

Current Drawdown

AN:

-6.13%

GPI:

0.00%

Fundamentals

Market Cap

AN:

$7.10B

GPI:

$5.81B

EPS

AN:

$17.40

GPI:

$37.56

PE Ratio

AN:

10.29

GPI:

11.61

PEG Ratio

AN:

2.79

GPI:

3.31

Total Revenue (TTM)

AN:

$19.55B

GPI:

$14.39B

Gross Profit (TTM)

AN:

$3.43B

GPI:

$2.28B

EBITDA (TTM)

AN:

$1.05B

GPI:

$805.50M

Returns By Period

In the year-to-date period, AN achieves a 5.41% return, which is significantly higher than GPI's 3.50% return. Over the past 10 years, AN has underperformed GPI with an annualized return of 11.95%, while GPI has yielded a comparatively higher 19.60% annualized return.


AN

YTD

5.41%

1M

3.66%

6M

-1.37%

1Y

31.89%

5Y*

31.37%

10Y*

11.95%

GPI

YTD

3.50%

1M

2.14%

6M

39.07%

1Y

60.18%

5Y*

34.85%

10Y*

19.60%

*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. GPI — 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 7676
Overall Rank
The Sharpe Ratio Rank of AN is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of AN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of AN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AN is 7777
Martin Ratio Rank

GPI
The Risk-Adjusted Performance Rank of GPI is 9292
Overall Rank
The Sharpe Ratio Rank of GPI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GPI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of GPI is 8787
Omega Ratio Rank
The Calmar Ratio Rank of GPI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of GPI is 9393
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. GPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) and Group 1 Automotive, Inc. (GPI). 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 0.87, compared to the broader market-2.000.002.000.871.77
The chart of Sortino ratio for AN, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.392.64
The chart of Omega ratio for AN, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.32
The chart of Calmar ratio for AN, currently valued at 1.06, compared to the broader market0.002.004.006.001.063.48
The chart of Martin ratio for AN, currently valued at 3.24, compared to the broader market0.0010.0020.003.2410.60
AN
GPI

The current AN Sharpe Ratio is 0.87, which is lower than the GPI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AN and GPI, 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.87
1.77
AN
GPI

Dividends

AN vs. GPI - Dividend Comparison

AN has not paid dividends to shareholders, while GPI's dividend yield for the trailing twelve months is around 0.43%.


TTM20242023202220212020201920182017201620152014
AN
AutoNation, 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%
GPI
Group 1 Automotive, Inc.
0.43%0.45%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%

Drawdowns

AN vs. GPI - Drawdown Comparison

The maximum AN drawdown since its inception was -87.79%, roughly equal to the maximum GPI drawdown of -90.68%. Use the drawdown chart below to compare losses from any high point for AN and GPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.13%
0
AN
GPI

Volatility

AN vs. GPI - Volatility Comparison

AutoNation, Inc. (AN) has a higher volatility of 6.43% compared to Group 1 Automotive, Inc. (GPI) at 5.24%. This indicates that AN's price experiences larger fluctuations and is considered to be riskier than GPI 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%AugustSeptemberOctoberNovemberDecember2025
6.43%
5.24%
AN
GPI

Financials

AN vs. GPI - Financials Comparison

This section allows you to compare key financial metrics between AutoNation, Inc. and Group 1 Automotive, 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 © 2025 PortfoliosLab