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AN vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AN and QQQ is 0.48, 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.


Performance

AN vs. QQQ - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,534.72%
1,026.64%
AN
QQQ

Key characteristics

Sharpe Ratio

AN:

0.30

QQQ:

0.47

Sortino Ratio

AN:

0.60

QQQ:

0.81

Omega Ratio

AN:

1.07

QQQ:

1.11

Calmar Ratio

AN:

0.39

QQQ:

0.51

Martin Ratio

AN:

0.79

QQQ:

1.67

Ulcer Index

AN:

10.05%

QQQ:

6.93%

Daily Std Dev

AN:

33.02%

QQQ:

25.14%

Max Drawdown

AN:

-87.79%

QQQ:

-82.98%

Current Drawdown

AN:

-7.95%

QQQ:

-9.36%

Returns By Period

In the year-to-date period, AN achieves a 5.76% return, which is significantly higher than QQQ's -4.34% return. Over the past 10 years, AN has underperformed QQQ with an annualized return of 11.06%, while QQQ has yielded a comparatively higher 17.21% annualized return.


AN

YTD

5.76%

1M

15.36%

6M

7.56%

1Y

9.87%

5Y*

36.34%

10Y*

11.06%

QQQ

YTD

-4.34%

1M

17.36%

6M

-4.62%

1Y

11.64%

5Y*

17.57%

10Y*

17.21%

*Annualized

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Risk-Adjusted Performance

AN vs. QQQ — 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 6060
Overall Rank
The Sharpe Ratio Rank of AN is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of AN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AN is 6262
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) and Invesco QQQ (QQQ). 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.


The current AN Sharpe Ratio is 0.30, which is lower than the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AN and QQQ, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.30
0.47
AN
QQQ

Dividends

AN vs. QQQ - Dividend Comparison

AN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


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%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

AN vs. QQQ - Drawdown Comparison

The maximum AN drawdown since its inception was -87.79%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for AN and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.95%
-9.36%
AN
QQQ

Volatility

AN vs. QQQ - Volatility Comparison

AutoNation, Inc. (AN) and Invesco QQQ (QQQ) have volatilities of 13.21% and 13.83%, 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.21%
13.83%
AN
QQQ