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ANF vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANF and FNGS is 0.44, 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.

ANF vs. FNGS

Last updated May 24, 2025

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Abercrombie & Fitch Co. (ANF) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ANF:

-0.78

FNGS:

0.92

Sortino Ratio

ANF:

-1.03

FNGS:

1.35

Omega Ratio

ANF:

0.88

FNGS:

1.17

Calmar Ratio

ANF:

-0.76

FNGS:

1.04

Martin Ratio

ANF:

-1.34

FNGS:

3.00

Ulcer Index

ANF:

36.82%

FNGS:

9.24%

Daily Std Dev

ANF:

64.40%

FNGS:

32.52%

Max Drawdown

ANF:

-86.59%

FNGS:

-48.98%

Current Drawdown

ANF:

-61.96%

FNGS:

-4.55%

Returns By Period

In the year-to-date period, ANF achieves a -51.05% return, which is significantly lower than FNGS's 2.06% return.

ANF

YTD

-51.05%

1M

-0.81%

6M

-51.86%

1Y

-49.84%

3Y*

56.50%

5Y*

44.02%

10Y*

16.36%

FNGS

YTD

2.06%

1M

17.24%

6M

9.01%

1Y

29.77%

3Y*

42.03%

5Y*

28.35%

10Y*

N/A

*Annualized

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Abercrombie & Fitch Co.

MicroSectors FANG+ ETN

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ANF vs. FNGS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ANF
The Risk-Adjusted Performance Rank of ANF is 1111
Overall Rank
The Sharpe Ratio Rank of ANF is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ANF is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ANF is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ANF is 77
Calmar Ratio Rank
The Martin Ratio Rank of ANF is 1212
Martin Ratio Rank
FNGS
The Risk-Adjusted Performance Rank of FNGS is 7979
Overall Rank
The Sharpe Ratio Rank of FNGS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current ANF Sharpe Ratio is -0.78, which is lower than the FNGS Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ANF and FNGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ANF vs. FNGS - Dividend Comparison

Neither ANF nor FNGS has paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
ANF
Abercrombie & Fitch Co.		0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%2.79%
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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ANF vs. FNGS - Volatility Comparison

Abercrombie & Fitch Co. (ANF) has a higher volatility of 14.36% compared to MicroSectors FANG+ ETN (FNGS) at 7.37%. 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.

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