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GPC vs. AAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GPC vs. AAP - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.83%
-40.73%
GPC
AAP

Returns By Period

In the year-to-date period, GPC achieves a -7.99% return, which is significantly higher than AAP's -31.94% return. Over the past 10 years, GPC has outperformed AAP with an annualized return of 5.02%, while AAP has yielded a comparatively lower -11.02% annualized return.


GPC

YTD

-7.99%

1M

7.36%

6M

-12.83%

1Y

-6.84%

5Y (annualized)

6.70%

10Y (annualized)

5.02%

AAP

YTD

-31.94%

1M

7.77%

6M

-40.73%

1Y

-21.02%

5Y (annualized)

-22.24%

10Y (annualized)

-11.02%

Fundamentals


GPCAAP
Market Cap$16.79B$2.31B
EPS$7.76$0.79
PE Ratio15.5648.97
PEG Ratio4.860.51
Total Revenue (TTM)$23.30B$10.70B
Gross Profit (TTM)$8.30B$4.40B
EBITDA (TTM)$1.89B$408.40M

Key characteristics


GPCAAP
Sharpe Ratio-0.22-0.46
Sortino Ratio-0.07-0.37
Omega Ratio0.990.95
Calmar Ratio-0.19-0.25
Martin Ratio-0.56-0.68
Ulcer Index12.24%30.97%
Daily Std Dev31.56%45.79%
Max Drawdown-54.89%-84.09%
Current Drawdown-30.21%-81.82%

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Correlation

-0.50.00.51.00.5

The correlation between GPC and AAP is 0.49, 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

GPC vs. AAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) 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 GPC, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.22-0.46
The chart of Sortino ratio for GPC, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07-0.37
The chart of Omega ratio for GPC, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.95
The chart of Calmar ratio for GPC, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.25
The chart of Martin ratio for GPC, currently valued at -0.56, compared to the broader market0.0010.0020.0030.00-0.56-0.68
GPC
AAP

The current GPC Sharpe Ratio is -0.22, which is higher than the AAP Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of GPC 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-1.00-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.22
-0.46
GPC
AAP

Dividends

GPC vs. AAP - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.17%, more than AAP's 2.45% yield.


TTM20232022202120202019201820172016201520142013
GPC
Genuine Parts Company
3.17%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
AAP
Advance Auto Parts, Inc.
2.45%3.28%4.08%1.35%0.63%0.15%0.15%0.24%0.14%0.16%0.15%0.22%

Drawdowns

GPC vs. AAP - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, smaller than the maximum AAP drawdown of -84.09%. Use the drawdown chart below to compare losses from any high point for GPC and AAP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-30.21%
-81.82%
GPC
AAP

Volatility

GPC vs. AAP - Volatility Comparison

The current volatility for Genuine Parts Company (GPC) is 8.19%, while Advance Auto Parts, Inc. (AAP) has a volatility of 16.38%. This indicates that GPC 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%25.00%JuneJulyAugustSeptemberOctoberNovember
8.19%
16.38%
GPC
AAP

Financials

GPC vs. AAP - Financials Comparison

This section allows you to compare key financial metrics between Genuine Parts Company 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