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

Correlation

The correlation between ANF and FNGU 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.


-0.50.00.51.00.3

Performance

ANF vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abercrombie & Fitch Co. (ANF) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-11.71%
51.14%
ANF
FNGU

Key characteristics

Sharpe Ratio

ANF:

1.12

FNGU:

2.32

Sortino Ratio

ANF:

1.74

FNGU:

2.53

Omega Ratio

ANF:

1.22

FNGU:

1.34

Calmar Ratio

ANF:

1.97

FNGU:

2.95

Martin Ratio

ANF:

3.66

FNGU:

9.81

Ulcer Index

ANF:

17.54%

FNGU:

17.43%

Daily Std Dev

ANF:

57.56%

FNGU:

73.84%

Max Drawdown

ANF:

-86.59%

FNGU:

-92.34%

Current Drawdown

ANF:

-20.47%

FNGU:

-7.58%

Returns By Period

In the year-to-date period, ANF achieves a 73.38% return, which is significantly lower than FNGU's 175.80% return.


ANF

YTD

73.38%

1M

0.64%

6M

-9.98%

1Y

65.22%

5Y*

55.89%

10Y*

21.25%

FNGU

YTD

175.80%

1M

26.19%

6M

57.59%

1Y

173.88%

5Y*

60.52%

10Y*

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ANF vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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-4.00-2.000.002.001.122.32
The chart of Sortino ratio for ANF, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.742.53
The chart of Omega ratio for ANF, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.34
The chart of Calmar ratio for ANF, currently valued at 1.97, compared to the broader market0.002.004.006.001.972.95
The chart of Martin ratio for ANF, currently valued at 3.66, compared to the broader market-5.000.005.0010.0015.0020.0025.003.669.81
ANF
FNGU

The current ANF Sharpe Ratio is 1.12, which is lower than the FNGU Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ANF and FNGU, 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.32
ANF
FNGU

Dividends

ANF vs. FNGU - Dividend Comparison

Neither ANF nor FNGU has paid dividends to shareholders.


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%
FNGU
MicroSectors FANG+™ Index 3X Leveraged 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. FNGU - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for ANF and FNGU. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.47%
-7.58%
ANF
FNGU

Volatility

ANF vs. FNGU - Volatility Comparison

The current volatility for Abercrombie & Fitch Co. (ANF) is 18.92%, while MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) has a volatility of 22.64%. This indicates that ANF experiences smaller price fluctuations and is considered to be less risky than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
18.92%
22.64%
ANF
FNGU
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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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