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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%50.00%JulyAugustSeptemberOctoberNovemberDecember
5.80%
39.44%
AN
GPI

Key characteristics

Sharpe Ratio

AN:

0.41

GPI:

1.23

Sortino Ratio

AN:

0.79

GPI:

1.97

Omega Ratio

AN:

1.09

GPI:

1.24

Calmar Ratio

AN:

0.50

GPI:

2.47

Martin Ratio

AN:

1.53

GPI:

4.93

Ulcer Index

AN:

8.19%

GPI:

7.98%

Daily Std Dev

AN:

30.93%

GPI:

31.88%

Max Drawdown

AN:

-87.79%

GPI:

-90.68%

Current Drawdown

AN:

-10.98%

GPI:

-4.62%

Fundamentals

Market Cap

AN:

$6.76B

GPI:

$5.61B

EPS

AN:

$17.41

GPI:

$37.55

PE Ratio

AN:

9.79

GPI:

11.22

PEG Ratio

AN:

2.71

GPI:

3.25

Total Revenue (TTM)

AN:

$26.32B

GPI:

$18.87B

Gross Profit (TTM)

AN:

$4.58B

GPI:

$2.99B

EBITDA (TTM)

AN:

$1.43B

GPI:

$1.05B

Returns By Period

In the year-to-date period, AN achieves a 13.04% return, which is significantly lower than GPI's 36.92% return. Over the past 10 years, AN has underperformed GPI with an annualized return of 11.24%, while GPI has yielded a comparatively higher 17.79% annualized return.


AN

YTD

13.04%

1M

3.00%

6M

4.94%

1Y

14.79%

5Y*

27.02%

10Y*

11.24%

GPI

YTD

36.92%

1M

3.52%

6M

38.94%

1Y

41.40%

5Y*

32.87%

10Y*

17.79%

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Risk-Adjusted Performance

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 0.41, compared to the broader market-4.00-2.000.002.000.411.23
The chart of Sortino ratio for AN, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.791.97
The chart of Omega ratio for AN, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.24
The chart of Calmar ratio for AN, currently valued at 0.50, compared to the broader market0.002.004.006.000.502.47
The chart of Martin ratio for AN, currently valued at 1.53, compared to the broader market0.0010.0020.001.534.93
AN
GPI

The current AN Sharpe Ratio is 0.41, which is lower than the GPI Sharpe Ratio of 1.23. 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.41
1.23
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 0.45%.


TTM20232022202120202019201820172016201520142013
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.
0.45%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%0.92%

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%JulyAugustSeptemberOctoberNovemberDecember
-10.98%
-4.62%
AN
GPI

Volatility

AN vs. GPI - Volatility Comparison

AutoNation, Inc. (AN) has a higher volatility of 6.91% compared to Group 1 Automotive, Inc. (GPI) at 6.16%. 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.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.91%
6.16%
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
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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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