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

Correlation

The correlation between AN and SCHG is 0.52, 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. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoNation, Inc. (AN) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

700.00%750.00%800.00%850.00%900.00%950.00%December2025FebruaryMarchAprilMay
878.91%
841.59%
AN
SCHG

Key characteristics

Sharpe Ratio

AN:

0.30

SCHG:

0.52

Sortino Ratio

AN:

0.60

SCHG:

0.87

Omega Ratio

AN:

1.07

SCHG:

1.12

Calmar Ratio

AN:

0.39

SCHG:

0.54

Martin Ratio

AN:

0.79

SCHG:

1.81

Ulcer Index

AN:

10.05%

SCHG:

6.97%

Daily Std Dev

AN:

33.02%

SCHG:

24.88%

Max Drawdown

AN:

-87.79%

SCHG:

-34.59%

Current Drawdown

AN:

-7.95%

SCHG:

-10.56%

Returns By Period

In the year-to-date period, AN achieves a 5.76% return, which is significantly higher than SCHG's -6.61% return. Over the past 10 years, AN has underperformed SCHG with an annualized return of 11.06%, while SCHG has yielded a comparatively higher 15.30% annualized return.


AN

YTD

5.76%

1M

15.36%

6M

7.56%

1Y

9.87%

5Y*

36.34%

10Y*

11.06%

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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Risk-Adjusted Performance

AN vs. SCHG — 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

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoNation, Inc. (AN) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AN and SCHG, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.30
0.52
AN
SCHG

Dividends

AN vs. SCHG - Dividend Comparison

AN has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.


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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

AN vs. SCHG - Drawdown Comparison

The maximum AN drawdown since its inception was -87.79%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AN and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.95%
-10.56%
AN
SCHG

Volatility

AN vs. SCHG - Volatility Comparison

AutoNation, Inc. (AN) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 13.21% and 13.51%, 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%
13.51%
AN
SCHG