ANF vs. FNGS
Compare and contrast key facts about Abercrombie & Fitch Co. (ANF) and MicroSectors FANG+ ETN (FNGS).
FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANF or FNGS.
Performance
ANF vs. FNGS - Performance Comparison
Returns By Period
In the year-to-date period, ANF achieves a 72.29% return, which is significantly higher than FNGS's 42.29% return.
ANF
72.29%
6.55%
1.21%
107.33%
57.23%
20.79%
FNGS
42.29%
6.44%
17.27%
49.21%
33.98%
N/A
Key characteristics
| ANF | FNGS | |
|---|---|---|
| Sharpe Ratio | 1.95 | 1.99 |
| Sortino Ratio | 2.49 | 2.57 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 3.35 | 2.76 |
| Martin Ratio | 6.67 | 8.98 |
| Ulcer Index | 16.31% | 5.48% |
| Daily Std Dev | 55.70% | 24.73% |
| Max Drawdown | -86.59% | -48.98% |
| Current Drawdown | -20.98% | -0.90% |
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Correlation
The correlation between ANF and FNGS is 0.32, 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.
Risk-Adjusted Performance
ANF vs. FNGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and MicroSectors FANG+ ETN (FNGS). 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.
Dividends
ANF vs. FNGS - Dividend Comparison
Neither ANF nor FNGS has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ANF vs. FNGS - Drawdown Comparison
The maximum ANF drawdown since its inception was -86.59%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for ANF and FNGS. For additional features, visit the drawdowns tool.
Volatility
ANF vs. FNGS - Volatility Comparison
Abercrombie & Fitch Co. (ANF) has a higher volatility of 13.06% compared to MicroSectors FANG+ ETN (FNGS) at 6.73%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.