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ULTA vs. ABG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ULTA and ABG is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ULTA vs. ABG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ulta Beauty, Inc. (ULTA) and Asbury Automotive Group, Inc. (ABG). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,201.02%
1,137.89%
ULTA
ABG

Key characteristics

Sharpe Ratio

ULTA:

-0.22

ABG:

0.02

Sortino Ratio

ULTA:

-0.07

ABG:

0.32

Omega Ratio

ULTA:

0.99

ABG:

1.04

Calmar Ratio

ULTA:

-0.19

ABG:

0.02

Martin Ratio

ULTA:

-0.71

ABG:

0.05

Ulcer Index

ULTA:

11.88%

ABG:

13.12%

Daily Std Dev

ULTA:

38.48%

ABG:

38.83%

Max Drawdown

ULTA:

-87.89%

ABG:

-92.76%

Current Drawdown

ULTA:

-32.35%

ABG:

-26.91%

Fundamentals

Market Cap

ULTA:

$17.42B

ABG:

$4.39B

EPS

ULTA:

$25.32

ABG:

$21.50

PE Ratio

ULTA:

15.15

ABG:

10.40

PEG Ratio

ULTA:

2.16

ABG:

0.40

PS Ratio

ULTA:

1.54

ABG:

0.26

PB Ratio

ULTA:

6.96

ABG:

1.25

Total Revenue (TTM)

ULTA:

$11.30B

ABG:

$12.99B

Gross Profit (TTM)

ULTA:

$4.39B

ABG:

$2.18B

EBITDA (TTM)

ULTA:

$1.77B

ABG:

$620.30M

Returns By Period

In the year-to-date period, ULTA achieves a -11.79% return, which is significantly lower than ABG's -8.02% return. Over the past 10 years, ULTA has underperformed ABG with an annualized return of 9.80%, while ABG has yielded a comparatively higher 10.31% annualized return.


ULTA

YTD

-11.79%

1M

6.73%

6M

2.78%

1Y

-5.59%

5Y*

11.95%

10Y*

9.80%

ABG

YTD

-8.02%

1M

2.46%

6M

0.30%

1Y

0.71%

5Y*

28.74%

10Y*

10.31%

*Annualized

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Risk-Adjusted Performance

ULTA vs. ABG — Risk-Adjusted Performance Rank

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

ULTA
The Risk-Adjusted Performance Rank of ULTA is 3838
Overall Rank
The Sharpe Ratio Rank of ULTA is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ULTA is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ULTA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ULTA is 3737
Martin Ratio Rank

ABG
The Risk-Adjusted Performance Rank of ABG is 5050
Overall Rank
The Sharpe Ratio Rank of ABG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ABG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ABG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ABG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ABG is 5252
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.

ULTA vs. ABG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ulta Beauty, Inc. (ULTA) and Asbury Automotive Group, Inc. (ABG). 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 chart of Sharpe ratio for ULTA, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00
ULTA: -0.22
ABG: 0.02
The chart of Sortino ratio for ULTA, currently valued at -0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
ULTA: -0.07
ABG: 0.32
The chart of Omega ratio for ULTA, currently valued at 0.99, compared to the broader market0.501.001.502.00
ULTA: 0.99
ABG: 1.04
The chart of Calmar ratio for ULTA, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
ULTA: -0.19
ABG: 0.02
The chart of Martin ratio for ULTA, currently valued at -0.71, compared to the broader market-5.000.005.0010.0015.0020.00
ULTA: -0.71
ABG: 0.05

The current ULTA Sharpe Ratio is -0.22, which is lower than the ABG Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ULTA and ABG, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.22
0.02
ULTA
ABG

Dividends

ULTA vs. ABG - Dividend Comparison

Neither ULTA nor ABG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ULTA vs. ABG - Drawdown Comparison

The maximum ULTA drawdown since its inception was -87.89%, smaller than the maximum ABG drawdown of -92.76%. Use the drawdown chart below to compare losses from any high point for ULTA and ABG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.35%
-26.91%
ULTA
ABG

Volatility

ULTA vs. ABG - Volatility Comparison

The current volatility for Ulta Beauty, Inc. (ULTA) is 15.75%, while Asbury Automotive Group, Inc. (ABG) has a volatility of 16.61%. This indicates that ULTA experiences smaller price fluctuations and is considered to be less risky than ABG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.75%
16.61%
ULTA
ABG

Financials

ULTA vs. ABG - Financials Comparison

This section allows you to compare key financial metrics between Ulta Beauty, Inc. and Asbury Automotive Group, 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