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

Key characteristics


GPIKLAC
YTD Return26.25%31.34%
1Y Return49.40%71.30%
3Y Return (Ann)28.77%30.18%
5Y Return (Ann)35.82%39.19%
10Y Return (Ann)19.31%30.74%
Sharpe Ratio1.451.73
Daily Std Dev33.07%40.16%
Max Drawdown-90.68%-83.74%
Current Drawdown-2.25%-14.80%

Fundamentals


GPIKLAC
Market Cap$5.25B$103.83B
EPS$40.51$20.31
PE Ratio9.6738.03
PEG Ratio3.731.38
Total Revenue (TTM)$18.35B$9.81B
Gross Profit (TTM)$2.95B$5.94B
EBITDA (TTM)$1.02B$4.21B

Correlation

-0.50.00.51.00.3

The correlation between GPI and KLAC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GPI vs. KLAC - Performance Comparison

In the year-to-date period, GPI achieves a 26.25% return, which is significantly lower than KLAC's 31.34% return. Over the past 10 years, GPI has underperformed KLAC with an annualized return of 19.31%, while KLAC has yielded a comparatively higher 30.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
35.41%
7.21%
GPI
KLAC

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Risk-Adjusted Performance

GPI vs. KLAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Group 1 Automotive, Inc. (GPI) and KLA Corporation (KLAC). 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.


GPI
Sharpe ratio
The chart of Sharpe ratio for GPI, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.45
Sortino ratio
The chart of Sortino ratio for GPI, currently valued at 2.19, compared to the broader market-6.00-4.00-2.000.002.004.002.19
Omega ratio
The chart of Omega ratio for GPI, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GPI, currently valued at 3.00, compared to the broader market0.001.002.003.004.005.003.00
Martin ratio
The chart of Martin ratio for GPI, currently valued at 6.02, compared to the broader market-10.000.0010.0020.006.02
KLAC
Sharpe ratio
The chart of Sharpe ratio for KLAC, currently valued at 1.73, compared to the broader market-4.00-2.000.002.001.73
Sortino ratio
The chart of Sortino ratio for KLAC, currently valued at 2.21, compared to the broader market-6.00-4.00-2.000.002.004.002.21
Omega ratio
The chart of Omega ratio for KLAC, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for KLAC, currently valued at 3.15, compared to the broader market0.001.002.003.004.005.003.15
Martin ratio
The chart of Martin ratio for KLAC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.009.57

GPI vs. KLAC - Sharpe Ratio Comparison

The current GPI Sharpe Ratio is 1.45, which roughly equals the KLAC Sharpe Ratio of 1.73. The chart below compares the 12-month rolling Sharpe Ratio of GPI and KLAC.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.45
1.73
GPI
KLAC

Dividends

GPI vs. KLAC - Dividend Comparison

GPI's dividend yield for the trailing twelve months is around 0.49%, less than KLAC's 0.76% yield.


TTM20232022202120202019201820172016201520142013
GPI
Group 1 Automotive, Inc.
0.49%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%0.92%
KLAC
KLA Corporation
0.76%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%

Drawdowns

GPI vs. KLAC - Drawdown Comparison

The maximum GPI drawdown since its inception was -90.68%, which is greater than KLAC's maximum drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for GPI and KLAC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.25%
-14.80%
GPI
KLAC

Volatility

GPI vs. KLAC - Volatility Comparison

The current volatility for Group 1 Automotive, Inc. (GPI) is 9.59%, while KLA Corporation (KLAC) has a volatility of 15.41%. This indicates that GPI experiences smaller price fluctuations and is considered to be less risky than KLAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
9.59%
15.41%
GPI
KLAC

Financials

GPI vs. KLAC - Financials Comparison

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