Asbury Automotive Group Inc

10-Year Study

ABG.US · Consumer Cyclical · US · Common Stock

Executive Summary: Asbury Automotive Group Inc has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 50.6% and an annualized volatility of 76.8%.

1Y CAGR
-11.3%
3Y CAGR
-0.8%
5Y CAGR
+0.6%
10Y CAGR
+13.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +67.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -12.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-8.8-8.64.4————————-12.2%
202522.1-9.5-17.7-1.24.54.7-6.913.2-2.8-4.0-0.9-0.0-4.3%
2024-7.1-0.112.9-10.811.8-3.118.1-8.8-2.9-4.514.0-6.58.0%
202322.73.2-7.5-7.98.115.0-6.22.00.0-16.89.67.225.5%
2022-6.820.6-17.514.7-1.4-6.51.41.7-13.44.418.9-4.53.8%
2021-2.118.816.01.1-0.2-13.619.9-9.45.6-0.5-16.45.618.5%
2020-13.7-8.1-37.722.27.17.029.55.6-7.95.79.529.230.4%
20196.01.6-3.415.6-7.513.79.22.48.50.87.50.967.7%
201813.5-9.42.5-0.73.7-1.42.66.0-7.7-5.36.2-3.64.2%
20176.3-0.7-7.81.8-8.61.1-4.5-0.313.50.57.2-2.73.7%
2016———1.3-7.5-6.015.3-11.63.6-8.515.35.03.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 76.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.3% of variance. Idiosyncratic stock-specific factors contribute 8.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110130.347593582886
2016-05-019375
2016-06-018813.502673796791
2016-07-0110160.427807486629
2016-08-018977.272727272728
2016-09-019303.141711229946
2016-10-018514.37165775401
2016-11-019817.847593582886
2016-12-0110310.828877005348
2017-01-0110962.566844919786
2017-02-0110887.366310160429
2017-03-0110043.449197860962
2017-04-0110227.272727272728
2017-05-019349.933155080213
2017-06-019450.200534759357
2017-07-019024.064171122995
2017-08-018998.997326203209
2017-09-0110210.561497326202
2017-10-0110260.695187165773
2017-11-0110995.989304812832
2017-12-0110695.1871657754
2018-01-0112140.708556149733
2018-02-0111004.344919786095
2018-03-0111280.080213903742
2018-04-0111204.879679144384
2018-05-0111622.660427807485
2018-06-0111455.548128342245
2018-07-0111747.994652406414
2018-08-0112449.866310160427
2018-09-0111488.970588235294
2018-10-0110879.010695187164
2018-11-0111550.802139037432
2018-12-0111139.705882352939
2019-01-0111806.483957219252
2019-02-0111996.991978609625
2019-03-0111590.90909090909
2019-04-0113399.064171122995
2019-05-0112398.061497326202
2019-06-0114094.251336898396
2019-07-0115387.700534759357
2019-08-0115758.689839572191
2019-09-0117100.601604278076
2019-10-0117234.291443850263
2019-11-0118522.727272727272
2019-12-0118681.48395721925
2020-01-0116117.98128342246
2020-02-0114812.83422459893
2020-03-019229.61229946524
2020-04-0111280.080213903742
2020-05-0112078.877005347593
2020-06-0112922.794117647058
2020-07-0116736.29679144385
2020-08-0117678.810160427805
2020-09-0116285.093582887699
2020-10-0117209.224598930483
2020-11-0118845.254010695186
2020-12-0124354.946524064173
2021-01-0123831.885026737968
2021-02-0128317.179144385023
2021-03-0132837.566844919784
2021-04-0133190.173796791445
2021-05-0133136.697860962566
2021-06-0128638.03475935829
2021-07-0134334.893048128346
2021-08-0131122.994652406418
2021-09-0132877.673796791445
2021-10-0132705.548128342245
2021-11-0127346.256684491975
2021-12-0128865.307486631013
2022-01-0126900.066844919784
2022-02-0132438.16844919786
2022-03-0126771.390374331546
2022-04-0130700.200534759355
2022-05-0130272.393048128342
2022-06-0128298.79679144385
2022-07-0128683.1550802139
2022-08-0129157.754010695186
2022-09-0125250.66844919786
2022-10-0126361.96524064171
2022-11-0131353.609625668447
2022-12-0129954.879679144382
2023-01-0136764.70588235294
2023-02-0137951.20320855615
2023-03-0135093.58288770053
2023-04-0132329.545454545456
2023-05-0134944.85294117647
2023-06-0140177.13903743315
2023-07-0137700.534759358285
2023-08-0138435.82887700535
2023-09-0138447.526737967906
2023-10-0131980.2807486631
2023-11-0135063.502673796786
2023-12-0137595.254010695186
2024-01-0134936.49732620321
2024-02-0134898.061497326205
2024-03-0139401.737967914436
2024-04-0135133.68983957219
2024-05-0139283.08823529411
2024-06-0138079.87967914438
2024-07-0144989.97326203209
2024-08-0141049.46524064171
2024-09-0139871.32352941176
2024-10-0138074.866310160425
2024-11-0143420.78877005347
2024-12-0140613.302139037434
2025-01-0149578.8770053476
2025-02-0144852.94117647058
2025-03-0136905.08021390374
2025-04-0136453.87700534759
2025-05-0138086.56417112299
2025-06-0139862.9679144385
2025-07-0137118.98395721925
2025-08-0142035.42780748663
2025-09-0140850.601604278076
2025-10-0139204.54545454545
2025-11-0138865.30748663101
2025-12-0138858.6229946524
2026-01-0139189.50534759358
2026-02-0135725.26737967914
2026-03-0132655.41443850267
2026-04-0134105.949197860966
Annual Return Matrix
YearAnnual Return
20170.037277147487844386
20180.04156249999999995
20190.6770177017701773
20200.30369442705072003
20210.18519280911211733
20220.03774677241938296
20230.25506276150627616
20240.08027737031604221
2025-0.04320454264905571
2026-0.12230679912269382
Total Factor Risk
0.767952387955275
VTI.US Exposure
0.13389386692203617
VEA.US Exposure
0.04077556464959954
VWO.US Exposure
-0.006891246479568844
QQQ.US Exposure
-0.008770239140347098
VTV.US Exposure
-0.014128924913432966
IJR.US Exposure
0.05396800683905824
QUAL.US Exposure
-0.006357784412391447
SHV.US Exposure
0.6626784529914119
TLT.US Exposure
-0.00046569629669669833
LQD.US Exposure
0.0005186708469252779
HYG.US Exposure
0.039127936141688746
GLD.US Exposure
-0.0012023520523438145
USO.US Exposure
-0.000032236124663316075
VNQ.US Exposure
-0.003440168067284402
BTC-USD.CC Exposure
-0.0014156321408199967
CPER.US Exposure
0.01774315326334665
VIX.INDX Exposure
0.004255070303838386
UUP.US Exposure
0.0007895564227379076
TIP.US Exposure
0.00005721782233593876
Idiosyncratic Exposure
0.08889678342456996
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
76.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$3.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-12.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
23.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Asbury Automotive Group Inc a high-risk investment?

Asbury Automotive Group Inc (ABG.US) has an annualized volatility of 76.8% and experienced a maximum drawdown of 50.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABG.US?

Over the past 10 years, ABG.US has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Asbury Automotive Group Inc

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest