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KMX vs. AN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between KMX and AN is 0.46, 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

KMX vs. AN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CarMax, Inc. (KMX) and AutoNation, Inc. (AN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KMX:

-0.20

AN:

0.26

Sortino Ratio

KMX:

0.01

AN:

0.61

Omega Ratio

KMX:

1.00

AN:

1.07

Calmar Ratio

KMX:

-0.11

AN:

0.41

Martin Ratio

KMX:

-0.52

AN:

0.82

Ulcer Index

KMX:

13.14%

AN:

10.11%

Daily Std Dev

KMX:

37.74%

AN:

33.23%

Max Drawdown

KMX:

-93.19%

AN:

-87.79%

Current Drawdown

KMX:

-58.37%

AN:

-5.79%

Fundamentals

Market Cap

KMX:

$9.82B

AN:

$6.93B

EPS

KMX:

$3.29

AN:

$16.88

PE Ratio

KMX:

19.59

AN:

10.89

PEG Ratio

KMX:

0.80

AN:

0.87

PS Ratio

KMX:

0.35

AN:

0.26

PB Ratio

KMX:

1.57

AN:

2.88

Total Revenue (TTM)

KMX:

$19.24B

AN:

$26.97B

Gross Profit (TTM)

KMX:

$2.11B

AN:

$4.81B

EBITDA (TTM)

KMX:

$954.78M

AN:

$1.59B

Returns By Period

In the year-to-date period, KMX achieves a -21.16% return, which is significantly lower than AN's 8.25% return. Over the past 10 years, KMX has underperformed AN with an annualized return of -1.11%, while AN has yielded a comparatively higher 11.36% annualized return.


KMX

YTD

-21.16%

1M

-1.62%

6M

-23.23%

1Y

-8.26%

3Y*

-13.41%

5Y*

-6.05%

10Y*

-1.11%

AN

YTD

8.25%

1M

5.05%

6M

2.77%

1Y

7.99%

3Y*

15.42%

5Y*

36.02%

10Y*

11.36%

*Annualized

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CarMax, Inc.

AutoNation, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KMX vs. AN — Risk-Adjusted Performance Rank

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

KMX
The Risk-Adjusted Performance Rank of KMX is 3939
Overall Rank
The Sharpe Ratio Rank of KMX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of KMX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of KMX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of KMX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KMX is 4040
Martin Ratio Rank

AN
The Risk-Adjusted Performance Rank of AN is 5959
Overall Rank
The Sharpe Ratio Rank of AN is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AN is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AN is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AN is 6262
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.

KMX vs. AN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and AutoNation, Inc. (AN). 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.


The current KMX Sharpe Ratio is -0.20, which is lower than the AN Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of KMX and AN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KMX vs. AN - Dividend Comparison

Neither KMX nor AN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KMX vs. AN - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, which is greater than AN's maximum drawdown of -87.79%. Use the drawdown chart below to compare losses from any high point for KMX and AN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KMX vs. AN - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 8.90% compared to AutoNation, Inc. (AN) at 7.08%. This indicates that KMX's price experiences larger fluctuations and is considered to be riskier than AN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

KMX vs. AN - Financials Comparison

This section allows you to compare key financial metrics between CarMax, Inc. and AutoNation, 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


3.00B4.00B5.00B6.00B7.00B8.00B9.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
6.00B
6.69B
(KMX) Total Revenue
(AN) Total Revenue
Values in USD except per share items

KMX vs. AN - Profitability Comparison

The chart below illustrates the profitability comparison between CarMax, Inc. and AutoNation, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

8.0%10.0%12.0%14.0%16.0%18.0%20.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
11.1%
18.2%
(KMX) Gross Margin
(AN) Gross Margin
KMX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, CarMax, Inc. reported a gross profit of 667.89M and revenue of 6.00B. Therefore, the gross margin over that period was 11.1%.

AN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, AutoNation, Inc. reported a gross profit of 1.22B and revenue of 6.69B. Therefore, the gross margin over that period was 18.2%.

KMX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, CarMax, Inc. reported an operating income of -99.55M and revenue of 6.00B, resulting in an operating margin of -1.7%.

AN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, AutoNation, Inc. reported an operating income of 336.00M and revenue of 6.69B, resulting in an operating margin of 5.0%.

KMX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, CarMax, Inc. reported a net income of 89.87M and revenue of 6.00B, resulting in a net margin of 1.5%.

AN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, AutoNation, Inc. reported a net income of 175.50M and revenue of 6.69B, resulting in a net margin of 2.6%.