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ANF vs. GHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ANF vs. GHM - Performance Comparison

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

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Returns By Period

In the year-to-date period, ANF achieves a -33.09% return, which is significantly lower than GHM's 70.90% return. Over the past 10 years, ANF has underperformed GHM with an annualized return of 18.95%, while GHM has yielded a comparatively higher 20.85% 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%

GHM

1D
1.72%
1M
15.60%
YTD
70.90%
6M
57.94%
1Y
126.80%
3Y*
104.32%
5Y*
52.40%
10Y*
20.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANF vs. GHM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANF
Abercrombie & Fitch Co.
-33.09%-15.79%69.43%285.07%-34.22%71.07%19.48%-9.74%19.24%54.15%
GHM
Graham Corporation
70.90%44.43%134.42%97.19%-22.67%-15.50%-28.39%-2.28%10.81%-3.80%

Correlation

The correlation between ANF and GHM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 26, 1996

0.20

The correlation between ANF and GHM shifts across timeframes, from 0.14 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ANF:

$3.85B

GHM:

$1.22B

EPS

ANF:

$10.45

GHM:

$1.12

PE Ratio

ANF:

8.06

GHM:

97.61

PEG Ratio

ANF:

0.00

GHM:

0.33

PS Ratio

ANF:

0.75

GHM:

4.97

PB Ratio

ANF:

2.87

GHM:

8.71

Total Revenue (TTM)

ANF:

$5.28B

GHM:

$245.29M

Gross Profit (TTM)

ANF:

$2.56B

GHM:

$57.75M

EBITDA (TTM)

ANF:

$727.85M

GHM:

$14.76M

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Return for Risk

ANF vs. GHM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANF
ANF Risk / Return Rank: 4848
Overall Rank
ANF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ANF Sortino Ratio Rank: 5050
Sortino Ratio Rank
ANF Omega Ratio Rank: 4949
Omega Ratio Rank
ANF Calmar Ratio Rank: 4848
Calmar Ratio Rank
ANF Martin Ratio Rank: 4747
Martin Ratio Rank

GHM
GHM Risk / Return Rank: 9191
Overall Rank
GHM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GHM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GHM Omega Ratio Rank: 8686
Omega Ratio Rank
GHM Calmar Ratio Rank: 9595
Calmar Ratio Rank
GHM Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANF vs. GHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Graham Corporation (GHM). 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.


ANFGHMDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.09

1.36

-0.26

Calmar ratioReturn relative to maximum drawdown

0.21

7.00

-6.79

Martin ratioReturn relative to average drawdown

0.39

16.97

-16.57

ANF vs. GHM - Sharpe Ratio Comparison

The current ANF Sharpe Ratio is 0.16, which is lower than the GHM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ANF and GHM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ANF vs. GHM - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, roughly equal to the maximum GHM drawdown of -86.11%. Use the drawdown chart below to compare losses from any high point for ANF and GHM.


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Drawdown Indicators


ANFGHMDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-86.11%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-45.65%

-18.21%

-27.44%

Max Drawdown (3Y)

Largest decline over 3 years

-65.89%

-46.46%

-19.43%

Max Drawdown (5Y)

Largest decline over 5 years

-69.93%

-52.63%

-17.30%

Max Drawdown (10Y)

Largest decline over 10 years

-72.45%

-74.83%

+2.38%

Current Drawdown

Current decline from peak

-56.21%

-5.28%

-50.93%

Average Drawdown

Average peak-to-trough decline

-42.91%

-47.34%

+4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.94%

7.50%

+17.44%

Volatility

ANF vs. GHM - Volatility Comparison

The current volatility for Abercrombie & Fitch Co. (ANF) is 17.06%, while Graham Corporation (GHM) has a volatility of 20.14%. This indicates that ANF experiences smaller price fluctuations and is considered to be less risky than GHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANFGHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

20.14%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

38.37%

39.55%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

61.97%

52.80%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.09%

49.51%

+11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.00%

45.31%

+15.69%

Dividends

ANF vs. GHM - Dividend Comparison

Neither ANF nor GHM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
GHM
Graham Corporation
0.00%0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%

Financials

ANF vs. GHM - Financials Comparison

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


0.00500.00M1.00B1.50B20222023202420252026
1.11B
67.08M
(ANF) Total Revenue
(GHM) Total Revenue
Values in USD except per share items

ANF vs. GHM - Profitability Comparison

The chart below illustrates the profitability comparison between Abercrombie & Fitch Co. and Graham Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
23.4%
Portfolio components
ANF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a gross profit of 0.00 and revenue of 1.11B. Therefore, the gross margin over that period was 0.0%.

GHM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.

ANF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported an operating income of -2.76M and revenue of 1.11B, resulting in an operating margin of -0.3%.

GHM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.

ANF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a net income of 67.13M and revenue of 1.11B, resulting in a net margin of 6.0%.

GHM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.


Frequently Asked Questions


ANF and GHM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHM has higher volatility (20.14%) compared to ANF (17.06%). In terms of maximum drawdown, ANF dropped -86.59% vs GHM's -86.11%.

GHM currently has the higher Sharpe Ratio (2.44 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.

Portfolio Optimizer

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