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ANF vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ANF and COST is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ANF vs. COST - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-11.71%
11.34%
ANF
COST

Key characteristics

Sharpe Ratio

ANF:

1.12

COST:

2.51

Sortino Ratio

ANF:

1.74

COST:

3.11

Omega Ratio

ANF:

1.22

COST:

1.45

Calmar Ratio

ANF:

1.97

COST:

4.57

Martin Ratio

ANF:

3.66

COST:

11.75

Ulcer Index

ANF:

17.54%

COST:

3.99%

Daily Std Dev

ANF:

57.56%

COST:

18.69%

Max Drawdown

ANF:

-86.59%

COST:

-53.39%

Current Drawdown

ANF:

-20.47%

COST:

-4.50%

Fundamentals

Market Cap

ANF:

$7.69B

COST:

$435.99B

EPS

ANF:

$10.10

COST:

$16.98

PE Ratio

ANF:

15.12

COST:

57.84

PEG Ratio

ANF:

-24.52

COST:

5.99

Total Revenue (TTM)

ANF:

$4.82B

COST:

$258.81B

Gross Profit (TTM)

ANF:

$3.11B

COST:

$32.80B

EBITDA (TTM)

ANF:

$648.85M

COST:

$12.25B

Returns By Period

In the year-to-date period, ANF achieves a 73.38% return, which is significantly higher than COST's 44.75% return. Over the past 10 years, ANF has underperformed COST with an annualized return of 21.25%, while COST has yielded a comparatively higher 23.44% annualized return.


ANF

YTD

73.38%

1M

0.64%

6M

-9.98%

1Y

65.22%

5Y*

55.89%

10Y*

21.25%

COST

YTD

44.75%

1M

-1.46%

6M

12.31%

1Y

45.50%

5Y*

28.65%

10Y*

23.44%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ANF vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Costco Wholesale Corporation (COST). 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 ANF, currently valued at 1.12, compared to the broader market-4.00-2.000.002.001.122.51
The chart of Sortino ratio for ANF, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.743.11
The chart of Omega ratio for ANF, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.45
The chart of Calmar ratio for ANF, currently valued at 1.97, compared to the broader market0.002.004.006.001.974.57
The chart of Martin ratio for ANF, currently valued at 3.66, compared to the broader market-5.000.005.0010.0015.0020.0025.003.6611.75
ANF
COST

The current ANF Sharpe Ratio is 1.12, which is lower than the COST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of ANF and COST, 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 Ratio1.002.003.004.005.006.007.008.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.51
ANF
COST

Dividends

ANF vs. COST - Dividend Comparison

ANF has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 2.05%.


TTM20232022202120202019201820172016201520142013
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%
COST
Costco Wholesale Corporation
2.05%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%

Drawdowns

ANF vs. COST - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ANF and COST. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.47%
-4.50%
ANF
COST

Volatility

ANF vs. COST - Volatility Comparison

Abercrombie & Fitch Co. (ANF) has a higher volatility of 18.92% compared to Costco Wholesale Corporation (COST) at 3.87%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
18.92%
3.87%
ANF
COST

Financials

ANF vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Abercrombie & Fitch Co. and Costco Wholesale Corporation. 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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