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ANF vs. CEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ANF vs. CEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abercrombie & Fitch Co. (ANF) and Constellation Energy Corp (CEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANF achieves a -36.82% return, which is significantly lower than CEG's -28.84% return.


ANF

1D
5.55%
1M
1.96%
YTD
-36.82%
6M
-17.16%
1Y
-4.18%
3Y*
32.43%
5Y*
13.89%
10Y*
17.64%

CEG

1D
-1.63%
1M
-17.31%
YTD
-28.84%
6M
-29.71%
1Y
-15.67%
3Y*
39.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANF vs. CEG - Yearly Performance Comparison


2026 (YTD)2025202420232022
ANF
Abercrombie & Fitch Co.
-36.82%-15.79%69.43%285.07%-41.08%
CEG
Constellation Energy Corp
-28.84%58.80%92.71%37.24%64.11%

Correlation

The correlation between ANF and CEG is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2022

0.22

The correlation between ANF and CEG shifts across timeframes, from 0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ANF:

$3.63B

CEG:

$88.74B

EPS

ANF:

$10.45

CEG:

$8.13

PE Ratio

ANF:

7.61

CEG:

30.85

PEG Ratio

ANF:

0.00

CEG:

0.54

PS Ratio

ANF:

0.71

CEG:

3.27

PB Ratio

ANF:

2.71

CEG:

2.65

Total Revenue (TTM)

ANF:

$5.28B

CEG:

$24.82B

Gross Profit (TTM)

ANF:

$2.56B

CEG:

$20.98B

EBITDA (TTM)

ANF:

$727.85M

CEG:

$5.87B

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Return for Risk

ANF vs. CEG — Risk / Return Rank

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

ANF
ANF Risk / Return Rank: 3939
Overall Rank
ANF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ANF Sortino Ratio Rank: 4040
Sortino Ratio Rank
ANF Omega Ratio Rank: 3939
Omega Ratio Rank
ANF Calmar Ratio Rank: 3939
Calmar Ratio Rank
ANF Martin Ratio Rank: 3939
Martin Ratio Rank

CEG
CEG Risk / Return Rank: 2727
Overall Rank
CEG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CEG Sortino Ratio Rank: 2727
Sortino Ratio Rank
CEG Omega Ratio Rank: 2727
Omega Ratio Rank
CEG Calmar Ratio Rank: 2929
Calmar Ratio Rank
CEG Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANF vs. CEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Constellation Energy Corp (CEG). 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.


ANFCEGDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.05

0.98

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.09

-0.41

+0.31

Martin ratioReturn relative to average drawdown

-0.17

-0.84

+0.66

ANF vs. CEG - Sharpe Ratio Comparison

The current ANF Sharpe Ratio is -0.07, which is higher than the CEG Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of ANF and CEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ANFCEGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.34

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.90

-0.76

Drawdowns

ANF vs. CEG - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, which is greater than CEG's maximum drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for ANF and CEG.


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Drawdown Indicators


ANFCEGDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-50.70%

-35.89%

Max Drawdown (1Y)

Largest decline over 1 year

-45.65%

-38.77%

-6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-65.89%

-50.70%

-15.19%

Max Drawdown (5Y)

Largest decline over 5 years

-69.93%

Max Drawdown (10Y)

Largest decline over 10 years

-72.45%

Current Drawdown

Current decline from peak

-58.66%

-37.69%

-20.97%

Average Drawdown

Average peak-to-trough decline

-42.90%

-11.58%

-31.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.11%

18.77%

+5.34%

Volatility

ANF vs. CEG - Volatility Comparison

Abercrombie & Fitch Co. (ANF) has a higher volatility of 16.48% compared to Constellation Energy Corp (CEG) at 15.62%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than CEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANFCEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.48%

15.62%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

38.51%

37.45%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

61.56%

46.57%

+14.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.01%

49.35%

+11.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.97%

49.35%

+11.62%

Dividends

ANF vs. CEG - Dividend Comparison

ANF has not paid dividends to shareholders, while CEG's dividend yield for the trailing twelve months is around 0.65%.


PositionTTM20252024202320222021202020192018201720162015
ANF
Abercrombie & Fitch Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%
CEG
Constellation Energy Corp
0.65%0.44%0.63%0.97%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ANF vs. CEG - Financials Comparison

This section allows you to compare key financial metrics between Abercrombie & Fitch Co. and Constellation Energy Corp. 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


0.002.00B4.00B6.00B8.00B20222023202420252026
1.11B
6.07B
(ANF) Total Revenue
(CEG) Total Revenue
Values in USD except per share items

ANF vs. CEG - Profitability Comparison

The chart below illustrates the profitability comparison between Abercrombie & Fitch Co. and Constellation Energy Corp over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%202220232024202520260
40.8%
Portfolio components
ANF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a gross profit of 0.00 and revenue of 1.11B. Therefore, the gross margin over that period was 0.0%.

CEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a gross profit of 2.48B and revenue of 6.07B. Therefore, the gross margin over that period was 40.8%.

ANF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported an operating income of -2.76M and revenue of 1.11B, resulting in an operating margin of -0.3%.

CEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported an operating income of 598.00M and revenue of 6.07B, resulting in an operating margin of 9.9%.

ANF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a net income of 67.13M and revenue of 1.11B, resulting in a net margin of 6.0%.

CEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Energy Corp reported a net income of 432.00M and revenue of 6.07B, resulting in a net margin of 7.1%.


Frequently Asked Questions


ANF and CEG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANF has higher volatility (16.48%) compared to CEG (15.62%). In terms of maximum drawdown, ANF dropped -86.59% vs CEG's -50.70%.

ANF currently has the higher Sharpe Ratio (-0.07 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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