ANF vs. DIA
ANF (Abercrombie & Fitch Co.) is a stock, while DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, ANF returned 18.95%/yr vs 13.69%/yr for DIA. At a 0.40 correlation, their price movements are largely independent.
Performance
ANF vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, ANF achieves a -33.09% return, which is significantly lower than DIA's 8.31% return. Over the past 10 years, ANF has outperformed DIA with an annualized return of 18.95%, while DIA has yielded a comparatively lower 13.69% annualized return.
ANF
- 1D
- -2.15%
- 1M
- 9.01%
- YTD
- -33.09%
- 6M
- -31.98%
- 1Y
- 9.72%
- 3Y*
- 31.63%
- 5Y*
- 13.47%
- 10Y*
- 18.95%
DIA
- 1D
- -0.09%
- 1M
- 2.35%
- YTD
- 8.31%
- 6M
- 7.49%
- 1Y
- 23.20%
- 3Y*
- 17.21%
- 5Y*
- 10.52%
- 10Y*
- 13.69%
ANF vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANF Abercrombie & Fitch Co. | -33.09% | -15.79% | 69.43% | 285.07% | -34.22% | 71.07% | 19.48% | -9.74% | 19.24% | 54.15% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 8.31% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between ANF and DIA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.40 |
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Return for Risk
ANF vs. DIA — Risk / Return Rank
ANF
DIA
ANF vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ANF | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.39 | -2.17 |
| Martin ratioReturn relative to average drawdown | 0.39 | 9.22 | -8.83 |
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Drawdowns
ANF vs. DIA - Drawdown Comparison
The maximum ANF drawdown since its inception was -86.59%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ANF and DIA.
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Drawdown Indicators
| ANF | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.59% | -51.87% | -34.72% |
Max Drawdown (1Y)Largest decline over 1 year | -45.65% | -9.76% | -35.89% |
Max Drawdown (3Y)Largest decline over 3 years | -65.89% | -15.95% | -49.94% |
Max Drawdown (5Y)Largest decline over 5 years | -69.93% | -20.76% | -49.17% |
Max Drawdown (10Y)Largest decline over 10 years | -72.45% | -36.70% | -35.75% |
Current DrawdownCurrent decline from peak | -56.21% | -0.65% | -55.56% |
Average DrawdownAverage peak-to-trough decline | -42.91% | -7.13% | -35.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.94% | 2.52% | +22.42% |
Volatility
ANF vs. DIA - Volatility Comparison
Abercrombie & Fitch Co. (ANF) has a higher volatility of 17.06% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 4.15%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANF | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.06% | 4.15% | +12.91% |
Volatility (6M)Calculated over the trailing 6-month period | 38.37% | 9.76% | +28.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.97% | 12.42% | +49.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.09% | 14.84% | +46.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.00% | 17.53% | +43.47% |
Dividends
ANF vs. DIA - Dividend Comparison
ANF has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.40% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Frequently Asked Questions
ANF and DIA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ANF has higher volatility (17.06%) compared to DIA (4.15%). In terms of maximum drawdown, ANF dropped -86.59% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.88 vs 0.16), 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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