GPI vs. VUG
GPI (Group 1 Automotive, Inc.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, GPI returned 18.03%/yr vs 17.38%/yr for VUG. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
GPI vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, GPI achieves a -26.84% return, which is significantly lower than VUG's 5.02% return. Both investments have delivered pretty close results over the past 10 years, with GPI having a 18.03% annualized return and VUG not far behind at 17.38%.
GPI
- 1D
- -3.35%
- 1M
- -0.56%
- 6M
- -18.77%
- YTD
- -26.84%
- 1Y
- -29.69%
- 3Y*
- 3.74%
- 5Y*
- 11.27%
- 10Y*
- 18.03%
- ALL TIME*
- 12.32%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $75.59M | $65.15M | $62.98M | |
| $556.11M | $661.72M | $650.91M |
GPI vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | -26.84% | -6.26% | 39.10% | 70.18% | -6.85% | 50.05% | 31.93% | 92.36% | -24.57% | -7.63% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between GPI and VUG is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.46 |
Over the past year, the correlation between GPI and VUG has dropped to 0.17 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
GPI vs. VUG — Risk / Return Rank
GPI
VUG
GPI vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Group 1 Automotive, Inc. (GPI) and Vanguard Growth ETF (VUG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GPI | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.13 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.78 | -1.51 |
| Martin ratioReturn relative to average drawdown | -1.17 | 2.47 | -3.64 |
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Drawdowns
GPI vs. VUG - Drawdown Comparison
The maximum GPI drawdown since its inception was -90.68%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GPI and VUG.
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Drawdown Indicators
| GPI | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.68% | -50.68% | -40.00% |
Max Drawdown (1Y)Largest decline over 1 year | -41.03% | -16.53% | -24.50% |
Max Drawdown (3Y)Largest decline over 3 years | -41.03% | -22.85% | -18.18% |
Max Drawdown (5Y)Largest decline over 5 years | -41.03% | -35.61% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -70.25% | -35.61% | -34.64% |
Current DrawdownCurrent decline from peak | -40.99% | -5.53% | -35.46% |
Average DrawdownAverage peak-to-trough decline | -27.22% | -7.08% | -20.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.61% | 5.20% | +20.41% |
Volatility
GPI vs. VUG - Volatility Comparison
Group 1 Automotive, Inc. (GPI) has a higher volatility of 23.80% compared to Vanguard Growth ETF (VUG) at 5.58%. This indicates that GPI's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPI | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.80% | 5.58% | +18.22% |
Volatility (6M)Calculated over the trailing 6-month period | 32.21% | 14.24% | +17.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.74% | 17.74% | +20.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.94% | 22.49% | +15.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.92% | 21.55% | +23.37% |
Dividends
GPI vs. VUG - Dividend Comparison
GPI's dividend yield for the trailing twelve months is around 0.73%, more than VUG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPI Group 1 Automotive, Inc. | 0.73% | 0.51% | 0.45% | 0.59% | 0.83% | 0.68% | 0.46% | 1.09% | 1.97% | 1.37% | 1.17% | 1.10% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
GPI and VUG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPI has higher volatility (23.80%) compared to VUG (5.58%). In terms of maximum drawdown, GPI dropped -90.68% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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