PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GPI vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GPISPY
YTD Return6.06%10.44%
1Y Return46.98%28.54%
3Y Return (Ann)25.54%9.53%
5Y Return (Ann)34.12%14.57%
10Y Return (Ann)16.66%12.81%
Sharpe Ratio1.512.52
Daily Std Dev32.62%11.50%
Max Drawdown-90.68%-55.19%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.4

The correlation between GPI and SPY is 0.45, 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

GPI vs. SPY - Performance Comparison

In the year-to-date period, GPI achieves a 6.06% return, which is significantly lower than SPY's 10.44% return. Over the past 10 years, GPI has outperformed SPY with an annualized return of 16.66%, while SPY has yielded a comparatively lower 12.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2024FebruaryMarchAprilMay
3,005.70%
829.30%
GPI
SPY

Compare stocks, funds, or ETFs

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


Group 1 Automotive, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

GPI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Group 1 Automotive, Inc. (GPI) and SPDR S&P 500 ETF (SPY). 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 1.51, compared to the broader market-2.00-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for GPI, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.006.002.15
Omega ratio
The chart of Omega ratio for GPI, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for GPI, currently valued at 3.10, compared to the broader market0.002.004.006.003.10
Martin ratio
The chart of Martin ratio for GPI, currently valued at 6.49, compared to the broader market-10.000.0010.0020.0030.006.49
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.55, compared to the broader market-4.00-2.000.002.004.006.003.55
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Martin ratio
The chart of Martin ratio for SPY, currently valued at 10.01, compared to the broader market-10.000.0010.0020.0030.0010.01

GPI vs. SPY - Sharpe Ratio Comparison

The current GPI Sharpe Ratio is 1.51, which is lower than the SPY Sharpe Ratio of 2.52. The chart below compares the 12-month rolling Sharpe Ratio of GPI and SPY.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.51
2.52
GPI
SPY

Dividends

GPI vs. SPY - Dividend Comparison

GPI's dividend yield for the trailing twelve months is around 0.56%, less than SPY's 1.28% yield.


TTM20232022202120202019201820172016201520142013
GPI
Group 1 Automotive, Inc.
0.56%0.59%0.83%0.68%0.46%1.09%1.97%1.37%1.17%1.10%0.78%0.92%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

GPI vs. SPY - Drawdown Comparison

The maximum GPI drawdown since its inception was -90.68%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GPI and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay00
GPI
SPY

Volatility

GPI vs. SPY - Volatility Comparison

Group 1 Automotive, Inc. (GPI) has a higher volatility of 9.60% compared to SPDR S&P 500 ETF (SPY) at 3.34%. This indicates that GPI's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
9.60%
3.34%
GPI
SPY