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

Correlation

The correlation between AN and MUSA is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AN vs. MUSA - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
9.49%
AN
MUSA

Key characteristics

Sharpe Ratio

AN:

0.41

MUSA:

1.86

Sortino Ratio

AN:

0.79

MUSA:

2.74

Omega Ratio

AN:

1.09

MUSA:

1.33

Calmar Ratio

AN:

0.50

MUSA:

3.83

Martin Ratio

AN:

1.53

MUSA:

10.49

Ulcer Index

AN:

8.19%

MUSA:

4.36%

Daily Std Dev

AN:

30.93%

MUSA:

24.65%

Max Drawdown

AN:

-87.79%

MUSA:

-33.72%

Current Drawdown

AN:

-10.98%

MUSA:

-5.36%

Fundamentals

Market Cap

AN:

$6.76B

MUSA:

$10.93B

EPS

AN:

$17.41

MUSA:

$24.20

PE Ratio

AN:

9.79

MUSA:

22.30

PEG Ratio

AN:

2.71

MUSA:

2.40

Total Revenue (TTM)

AN:

$26.32B

MUSA:

$20.60B

Gross Profit (TTM)

AN:

$4.58B

MUSA:

$5.88B

EBITDA (TTM)

AN:

$1.43B

MUSA:

$1.00B

Returns By Period

In the year-to-date period, AN achieves a 13.04% return, which is significantly lower than MUSA's 48.01% return. Over the past 10 years, AN has underperformed MUSA with an annualized return of 11.24%, while MUSA has yielded a comparatively higher 23.63% annualized return.


AN

YTD

13.04%

1M

3.00%

6M

4.94%

1Y

14.79%

5Y*

27.02%

10Y*

11.24%

MUSA

YTD

48.01%

1M

0.27%

6M

9.50%

1Y

48.67%

5Y*

35.03%

10Y*

23.63%

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. MUSA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) and Murphy USA Inc. (MUSA). 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-4.00-2.000.002.000.411.86
The chart of Sortino ratio for AN, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.792.74
The chart of Omega ratio for AN, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.33
The chart of Calmar ratio for AN, currently valued at 0.50, compared to the broader market0.002.004.006.000.503.83
The chart of Martin ratio for AN, currently valued at 1.53, compared to the broader market0.0010.0020.001.5310.49
AN
MUSA

The current AN Sharpe Ratio is 0.41, which is lower than the MUSA Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of AN and MUSA, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.41
1.86
AN
MUSA

Dividends

AN vs. MUSA - Dividend Comparison

AN has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.34%.


TTM2023202220212020
AN
AutoNation, Inc.
0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%

Drawdowns

AN vs. MUSA - Drawdown Comparison

The maximum AN drawdown since its inception was -87.79%, which is greater than MUSA's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for AN and MUSA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.98%
-5.36%
AN
MUSA

Volatility

AN vs. MUSA - Volatility Comparison

AutoNation, Inc. (AN) has a higher volatility of 6.91% compared to Murphy USA Inc. (MUSA) at 6.19%. This indicates that AN's price experiences larger fluctuations and is considered to be riskier than MUSA 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%JulyAugustSeptemberOctoberNovemberDecember
6.91%
6.19%
AN
MUSA

Financials

AN vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between AutoNation, Inc. and Murphy USA 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 © 2024 PortfoliosLab