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ANF vs. LLY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

ANF vs. LLY - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%OctoberNovemberDecember2025FebruaryMarch
887.73%
5,124.93%
ANF
LLY

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Risk-Adjusted Performance

ANF vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and undefined (undefined). 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 -0.58, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.580.32
The chart of Sortino ratio for ANF, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.00-0.570.65
The chart of Omega ratio for ANF, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.08
The chart of Calmar ratio for ANF, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00-0.580.41
The chart of Martin ratio for ANF, currently valued at -1.38, compared to the broader market-10.000.0010.0020.00-1.380.93
ANF
LLY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.58
0.32
ANF
LLY

Drawdowns

ANF vs. LLY - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-60.52%
-16.21%
ANF
LLY

Volatility

ANF vs. LLY - Volatility Comparison

Abercrombie & Fitch Co. (ANF) has a higher volatility of 16.50% compared to undefined (LLY) at 9.64%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2025FebruaryMarch
16.50%
9.64%
ANF
LLY
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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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