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ANF vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ANF and LLY is 0.48, 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.


Performance

ANF vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abercrombie & Fitch Co. (ANF) and Eli Lilly and Company (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%December2025FebruaryMarchAprilMay
806.30%
4,962.44%
ANF
LLY

Key characteristics

Sharpe Ratio

ANF:

-0.73

LLY:

0.17

Sortino Ratio

ANF:

-0.91

LLY:

0.50

Omega Ratio

ANF:

0.89

LLY:

1.07

Calmar Ratio

ANF:

-0.70

LLY:

0.26

Martin Ratio

ANF:

-1.33

LLY:

0.52

Ulcer Index

ANF:

34.41%

LLY:

12.29%

Daily Std Dev

ANF:

63.41%

LLY:

37.83%

Max Drawdown

ANF:

-86.59%

LLY:

-68.27%

Current Drawdown

ANF:

-63.78%

LLY:

-18.82%

Fundamentals

Market Cap

ANF:

$3.37B

LLY:

$737.66B

EPS

ANF:

$10.69

LLY:

$12.27

PE Ratio

ANF:

6.62

LLY:

66.95

PEG Ratio

ANF:

-24.52

LLY:

1.33

PS Ratio

ANF:

0.68

LLY:

15.05

PB Ratio

ANF:

2.52

LLY:

46.91

Total Revenue (TTM)

ANF:

$3.93B

LLY:

$49.00B

Gross Profit (TTM)

ANF:

$2.50B

LLY:

$40.03B

EBITDA (TTM)

ANF:

$756.19M

LLY:

$16.67B

Returns By Period

In the year-to-date period, ANF achieves a -53.39% return, which is significantly lower than LLY's 0.78% return. Over the past 10 years, ANF has underperformed LLY with an annualized return of 14.85%, while LLY has yielded a comparatively higher 29.07% annualized return.


ANF

YTD

-53.39%

1M

-4.18%

6M

-48.51%

1Y

-45.75%

5Y*

45.98%

10Y*

14.85%

LLY

YTD

0.78%

1M

7.32%

6M

0.38%

1Y

0.51%

5Y*

40.19%

10Y*

29.07%

*Annualized

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Risk-Adjusted Performance

ANF vs. LLY — 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 1313
Overall Rank
The Sharpe Ratio Rank of ANF is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ANF is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ANF is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ANF is 99
Calmar Ratio Rank
The Martin Ratio Rank of ANF is 1414
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 5757
Overall Rank
The Sharpe Ratio Rank of LLY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 5858
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. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Eli Lilly and Company (LLY). 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 -0.73, which is lower than the LLY Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ANF and LLY, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.72
0.01
ANF
LLY

Dividends

ANF vs. LLY - Dividend Comparison

ANF has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.70%.


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%
LLY
Eli Lilly and Company
0.70%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%

Drawdowns

ANF vs. LLY - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ANF and LLY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-63.78%
-18.82%
ANF
LLY

Volatility

ANF vs. LLY - Volatility Comparison

The current volatility for Abercrombie & Fitch Co. (ANF) is 19.87%, while Eli Lilly and Company (LLY) has a volatility of 22.08%. This indicates that ANF experiences smaller price fluctuations and is considered to be less risky than LLY 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%December2025FebruaryMarchAprilMay
19.87%
22.08%
ANF
LLY

Financials

ANF vs. LLY - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.58B
12.73B
(ANF) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

ANF vs. LLY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%75.0%80.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
61.5%
82.5%
(ANF) Gross Margin
(LLY) Gross Margin
ANF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Abercrombie & Fitch Co. reported a gross profit of 974.01M and revenue of 1.58B. Therefore, the gross margin over that period was 61.5%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

ANF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Abercrombie & Fitch Co. reported an operating income of 256.06M and revenue of 1.58B, resulting in an operating margin of 16.2%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

ANF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Abercrombie & Fitch Co. reported a net income of 187.23M and revenue of 1.58B, resulting in a net margin of 11.8%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.