PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AEO vs. ANF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEO and ANF is 0.54, 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

AEO vs. ANF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Eagle Outfitters, Inc. (AEO) and Abercrombie & Fitch Co. (ANF). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,854.51%
1,910.59%
AEO
ANF

Key characteristics

Sharpe Ratio

AEO:

-0.43

ANF:

1.25

Sortino Ratio

AEO:

-0.37

ANF:

1.86

Omega Ratio

AEO:

0.95

ANF:

1.24

Calmar Ratio

AEO:

-0.32

ANF:

2.21

Martin Ratio

AEO:

-0.95

ANF:

4.11

Ulcer Index

AEO:

17.90%

ANF:

17.50%

Daily Std Dev

AEO:

39.31%

ANF:

57.53%

Max Drawdown

AEO:

-80.67%

ANF:

-86.59%

Current Drawdown

AEO:

-51.79%

ANF:

-19.64%

Fundamentals

Market Cap

AEO:

$3.30B

ANF:

$7.69B

EPS

AEO:

$1.17

ANF:

$10.10

PE Ratio

AEO:

14.70

ANF:

15.12

PEG Ratio

AEO:

38.27

ANF:

-24.52

Total Revenue (TTM)

AEO:

$5.40B

ANF:

$4.82B

Gross Profit (TTM)

AEO:

$1.99B

ANF:

$3.11B

EBITDA (TTM)

AEO:

$543.24M

ANF:

$648.85M

Returns By Period

In the year-to-date period, AEO achieves a -19.24% return, which is significantly lower than ANF's 75.20% return. Over the past 10 years, AEO has underperformed ANF with an annualized return of 4.86%, while ANF has yielded a comparatively higher 21.36% annualized return.


AEO

YTD

-19.24%

1M

-3.36%

6M

-16.66%

1Y

-18.62%

5Y*

5.10%

10Y*

4.86%

ANF

YTD

75.20%

1M

12.97%

6M

-11.43%

1Y

65.85%

5Y*

56.85%

10Y*

21.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEO vs. ANF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Eagle Outfitters, Inc. (AEO) and Abercrombie & Fitch Co. (ANF). 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 AEO, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.431.25
The chart of Sortino ratio for AEO, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.371.86
The chart of Omega ratio for AEO, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.24
The chart of Calmar ratio for AEO, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.21
The chart of Martin ratio for AEO, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.954.11
AEO
ANF

The current AEO Sharpe Ratio is -0.43, which is lower than the ANF Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AEO and ANF, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
1.25
AEO
ANF

Dividends

AEO vs. ANF - Dividend Comparison

AEO's dividend yield for the trailing twelve months is around 3.00%, while ANF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AEO
American Eagle Outfitters, Inc.
3.00%1.42%2.58%3.22%1.37%2.81%2.85%2.66%3.30%3.23%3.60%2.60%
ANF
Abercrombie & Fitch Co.
0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%

Drawdowns

AEO vs. ANF - Drawdown Comparison

The maximum AEO drawdown since its inception was -80.67%, smaller than the maximum ANF drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for AEO and ANF. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-51.79%
-19.64%
AEO
ANF

Volatility

AEO vs. ANF - Volatility Comparison

American Eagle Outfitters, Inc. (AEO) and Abercrombie & Fitch Co. (ANF) have volatilities of 20.01% and 19.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
20.01%
19.09%
AEO
ANF

Financials

AEO vs. ANF - Financials Comparison

This section allows you to compare key financial metrics between American Eagle Outfitters, Inc. and Abercrombie & Fitch Co.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab