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GPI vs. ABG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GPI and ABG is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GPI vs. ABG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Group 1 Automotive, Inc. (GPI) and Asbury Automotive Group, Inc. (ABG). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,093.63%
1,414.71%
GPI
ABG

Key characteristics

Sharpe Ratio

GPI:

1.12

ABG:

-0.16

Sortino Ratio

GPI:

1.74

ABG:

0.04

Omega Ratio

GPI:

1.22

ABG:

1.00

Calmar Ratio

GPI:

1.63

ABG:

-0.19

Martin Ratio

GPI:

5.41

ABG:

-0.50

Ulcer Index

GPI:

6.94%

ABG:

11.49%

Daily Std Dev

GPI:

33.44%

ABG:

37.16%

Max Drawdown

GPI:

-90.68%

ABG:

-92.76%

Current Drawdown

GPI:

-20.98%

ABG:

-30.50%

Fundamentals

Market Cap

GPI:

$4.86B

ABG:

$4.19B

EPS

GPI:

$36.71

ABG:

$21.51

PE Ratio

GPI:

10.14

ABG:

9.92

PEG Ratio

GPI:

1.71

ABG:

0.39

Total Revenue (TTM)

GPI:

$15.46B

ABG:

$12.99B

Gross Profit (TTM)

GPI:

$2.44B

ABG:

$2.16B

EBITDA (TTM)

GPI:

$764.20M

ABG:

$620.30M

Returns By Period

In the year-to-date period, GPI achieves a -9.24% return, which is significantly higher than ABG's -12.53% return. Over the past 10 years, GPI has outperformed ABG with an annualized return of 17.41%, while ABG has yielded a comparatively lower 9.64% annualized return.


GPI

YTD

-9.24%

1M

-14.16%

6M

3.86%

1Y

39.14%

5Y*

61.92%

10Y*

17.41%

ABG

YTD

-12.53%

1M

-18.41%

6M

-8.30%

1Y

-4.48%

5Y*

38.35%

10Y*

9.64%

*Annualized

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Risk-Adjusted Performance

GPI vs. ABG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPI
The Risk-Adjusted Performance Rank of GPI is 8686
Overall Rank
The Sharpe Ratio Rank of GPI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GPI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GPI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GPI is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GPI is 8888
Martin Ratio Rank

ABG
The Risk-Adjusted Performance Rank of ABG is 4343
Overall Rank
The Sharpe Ratio Rank of ABG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 4343
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 4545
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.

GPI vs. ABG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Group 1 Automotive, Inc. (GPI) and Asbury Automotive Group, Inc. (ABG). 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 GPI, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.00
GPI: 1.12
ABG: -0.16
The chart of Sortino ratio for GPI, currently valued at 1.74, compared to the broader market-6.00-4.00-2.000.002.004.00
GPI: 1.74
ABG: 0.04
The chart of Omega ratio for GPI, currently valued at 1.22, compared to the broader market0.501.001.502.00
GPI: 1.22
ABG: 1.00
The chart of Calmar ratio for GPI, currently valued at 1.63, compared to the broader market0.001.002.003.004.00
GPI: 1.63
ABG: -0.19
The chart of Martin ratio for GPI, currently valued at 5.41, compared to the broader market-10.000.0010.0020.00
GPI: 5.41
ABG: -0.50

The current GPI Sharpe Ratio is 1.12, which is higher than the ABG Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GPI and ABG, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.12
-0.16
GPI
ABG

Dividends

GPI vs. ABG - Dividend Comparison

GPI's dividend yield for the trailing twelve months is around 0.50%, while ABG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GPI
Group 1 Automotive, Inc.
0.50%0.45%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%
ABG
Asbury Automotive Group, 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%

Drawdowns

GPI vs. ABG - Drawdown Comparison

The maximum GPI drawdown since its inception was -90.68%, roughly equal to the maximum ABG drawdown of -92.76%. Use the drawdown chart below to compare losses from any high point for GPI and ABG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.98%
-30.50%
GPI
ABG

Volatility

GPI vs. ABG - Volatility Comparison

Group 1 Automotive, Inc. (GPI) has a higher volatility of 16.52% compared to Asbury Automotive Group, Inc. (ABG) at 13.53%. This indicates that GPI's price experiences larger fluctuations and is considered to be riskier than ABG 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%16.00%NovemberDecember2025FebruaryMarchApril
16.52%
13.53%
GPI
ABG

Financials

GPI vs. ABG - Financials Comparison

This section allows you to compare key financial metrics between Group 1 Automotive, Inc. and Asbury Automotive Group, 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
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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.

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