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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.


-0.50.00.51.00.5

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.03%
4.94%
KMX
AN

Key characteristics

Sharpe Ratio

KMX:

0.30

AN:

0.41

Sortino Ratio

KMX:

0.64

AN:

0.79

Omega Ratio

KMX:

1.08

AN:

1.09

Calmar Ratio

KMX:

0.18

AN:

0.50

Martin Ratio

KMX:

0.80

AN:

1.53

Ulcer Index

KMX:

12.39%

AN:

8.19%

Daily Std Dev

KMX:

32.99%

AN:

30.93%

Max Drawdown

KMX:

-93.19%

AN:

-87.79%

Current Drawdown

KMX:

-45.61%

AN:

-10.98%

Fundamentals

Market Cap

KMX:

$12.88B

AN:

$6.76B

EPS

KMX:

$2.66

AN:

$17.41

PE Ratio

KMX:

31.25

AN:

9.79

PEG Ratio

KMX:

1.02

AN:

2.71

Total Revenue (TTM)

KMX:

$19.75B

AN:

$26.32B

Gross Profit (TTM)

KMX:

$2.01B

AN:

$4.58B

EBITDA (TTM)

KMX:

$762.18M

AN:

$1.43B

Returns By Period

In the year-to-date period, KMX achieves a 9.76% return, which is significantly lower than AN's 13.04% return. Over the past 10 years, KMX has underperformed AN with an annualized return of 2.19%, while AN has yielded a comparatively higher 11.24% annualized return.


KMX

YTD

9.76%

1M

11.86%

6M

18.04%

1Y

12.79%

5Y*

-1.90%

10Y*

2.19%

AN

YTD

13.04%

1M

3.00%

6M

4.94%

1Y

14.79%

5Y*

27.02%

10Y*

11.24%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for KMX, currently valued at 0.30, compared to the broader market-4.00-2.000.002.000.300.41
The chart of Sortino ratio for KMX, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.000.640.79
The chart of Omega ratio for KMX, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.09
The chart of Calmar ratio for KMX, currently valued at 0.17, compared to the broader market0.002.004.006.000.180.50
The chart of Martin ratio for KMX, currently valued at 0.80, compared to the broader market0.0010.0020.000.801.53
KMX
AN

The current KMX Sharpe Ratio is 0.30, which is comparable to the AN Sharpe Ratio of 0.41. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.41
KMX
AN

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.61%
-10.98%
KMX
AN

Volatility

KMX vs. AN - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 9.33% compared to AutoNation, Inc. (AN) at 6.91%. 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.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.33%
6.91%
KMX
AN

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


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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