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

Performance

AZO vs. AAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AutoZone, Inc. (AZO) and Advance Auto Parts, Inc. (AAP). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
4,568.06%
214.25%
AZO
AAP

Returns By Period

In the year-to-date period, AZO achieves a 20.19% return, which is significantly higher than AAP's -37.12% return. Over the past 10 years, AZO has outperformed AAP with an annualized return of 18.59%, while AAP has yielded a comparatively lower -11.71% annualized return.


AZO

YTD

20.19%

1M

-2.34%

6M

6.51%

1Y

18.29%

5Y (annualized)

21.57%

10Y (annualized)

18.59%

AAP

YTD

-37.12%

1M

-5.35%

6M

-48.90%

1Y

-23.75%

5Y (annualized)

-23.88%

10Y (annualized)

-11.71%

Fundamentals


AZOAAP
Market Cap$53.68B$2.38B
EPS$149.47-$0.21
PEG Ratio1.700.30
Total Revenue (TTM)$18.49B$8.55B
Gross Profit (TTM)$9.82B$3.49B
EBITDA (TTM)$4.23B$346.63M

Key characteristics


AZOAAP
Sharpe Ratio0.75-0.68
Sortino Ratio1.19-0.75
Omega Ratio1.140.91
Calmar Ratio1.02-0.37
Martin Ratio2.43-1.03
Ulcer Index6.46%30.03%
Daily Std Dev20.82%45.95%
Max Drawdown-46.33%-84.09%
Current Drawdown-4.07%-83.20%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between AZO and AAP is 0.57, 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.

Risk-Adjusted Performance

AZO vs. AAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) and Advance Auto Parts, Inc. (AAP). 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 AZO, currently valued at 0.75, compared to the broader market-4.00-2.000.002.000.75-0.68
The chart of Sortino ratio for AZO, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.19-0.75
The chart of Omega ratio for AZO, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.91
The chart of Calmar ratio for AZO, currently valued at 1.02, compared to the broader market0.002.004.006.001.02-0.37
The chart of Martin ratio for AZO, currently valued at 2.43, compared to the broader market0.0010.0020.0030.002.43-1.03
AZO
AAP

The current AZO Sharpe Ratio is 0.75, which is higher than the AAP Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of AZO and AAP, 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 Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.75
-0.68
AZO
AAP

Dividends

AZO vs. AAP - Dividend Comparison

AZO has not paid dividends to shareholders, while AAP's dividend yield for the trailing twelve months is around 2.65%.


TTM20232022202120202019201820172016201520142013
AZO
AutoZone, 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%
AAP
Advance Auto Parts, Inc.
2.65%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%

Drawdowns

AZO vs. AAP - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, smaller than the maximum AAP drawdown of -84.09%. Use the drawdown chart below to compare losses from any high point for AZO and AAP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.07%
-83.20%
AZO
AAP

Volatility

AZO vs. AAP - Volatility Comparison

The current volatility for AutoZone, Inc. (AZO) is 6.95%, while Advance Auto Parts, Inc. (AAP) has a volatility of 15.36%. This indicates that AZO experiences smaller price fluctuations and is considered to be less risky than AAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
6.95%
15.36%
AZO
AAP

Financials

AZO vs. AAP - Financials Comparison

This section allows you to compare key financial metrics between AutoZone, Inc. and Advance Auto Parts, 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