ANF vs. MSADY
ANF (Abercrombie & Fitch Co.) and MSADY (MS&AD Insurance Group Holdings PK) are both stocks. ANF operates in Apparel Retail (Consumer Cyclical), while MSADY operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, ANF returned 17.64%/yr vs 12.97%/yr for MSADY. At a 0.21 correlation, their price movements are largely independent.
Performance
ANF vs. MSADY - Performance Comparison
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Returns By Period
In the year-to-date period, ANF achieves a -36.82% return, which is significantly lower than MSADY's 18.65% return. Over the past 10 years, ANF has outperformed MSADY with an annualized return of 17.64%, while MSADY has yielded a comparatively lower 12.97% annualized return.
ANF
- 1D
- 5.55%
- 1M
- 1.96%
- YTD
- -36.82%
- 6M
- -17.16%
- 1Y
- -4.18%
- 3Y*
- 32.43%
- 5Y*
- 13.89%
- 10Y*
- 17.64%
MSADY
- 1D
- 4.16%
- 1M
- 9.36%
- YTD
- 18.65%
- 6M
- 21.96%
- 1Y
- 15.21%
- 3Y*
- 32.88%
- 5Y*
- 23.00%
- 10Y*
- 12.97%
ANF vs. MSADY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANF Abercrombie & Fitch Co. | -36.82% | -15.79% | 69.43% | 285.07% | -34.22% | 71.07% | 19.48% | -9.74% | 19.24% | 54.15% |
MSADY MS&AD Insurance Group Holdings PK | 18.65% | 9.99% | 70.58% | 23.02% | 3.31% | 0.52% | -6.76% | 16.74% | -16.97% | 12.03% |
Correlation
The correlation between ANF and MSADY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2010 | 0.21 |
Fundamentals
ANF:
$3.63B
MSADY:
$40.27B
ANF:
$10.45
MSADY:
$537.41
ANF:
7.61
MSADY:
0.05
ANF:
0.00
MSADY:
0.00
ANF:
0.71
MSADY:
0.01
ANF:
2.71
MSADY:
0.01
ANF:
$5.28B
MSADY:
$7.75T
ANF:
$2.56B
MSADY:
$5.06T
ANF:
$727.85M
MSADY:
$782.77B
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Return for Risk
ANF vs. MSADY — Risk / Return Rank
ANF
MSADY
ANF vs. MSADY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and MS&AD Insurance Group Holdings PK (MSADY). 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.
| ANF | MSADY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.12 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.87 | -0.96 |
| Martin ratioReturn relative to average drawdown | -0.17 | 1.82 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANF | MSADY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.59 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.81 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.50 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.28 | -0.13 |
Drawdowns
ANF vs. MSADY - Drawdown Comparison
The maximum ANF drawdown since its inception was -86.59%, which is greater than MSADY's maximum drawdown of -50.41%. Use the drawdown chart below to compare losses from any high point for ANF and MSADY.
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Drawdown Indicators
| ANF | MSADY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.59% | -50.41% | -36.18% |
Max Drawdown (1Y)Largest decline over 1 year | -45.65% | -17.55% | -28.10% |
Max Drawdown (3Y)Largest decline over 3 years | -65.89% | -21.28% | -44.61% |
Max Drawdown (5Y)Largest decline over 5 years | -69.93% | -29.89% | -40.04% |
Max Drawdown (10Y)Largest decline over 10 years | -72.45% | -33.77% | -38.68% |
Current DrawdownCurrent decline from peak | -58.66% | -2.46% | -56.20% |
Average DrawdownAverage peak-to-trough decline | -42.90% | -15.39% | -27.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.11% | 8.39% | +15.72% |
Volatility
ANF vs. MSADY - Volatility Comparison
Abercrombie & Fitch Co. (ANF) has a higher volatility of 16.48% compared to MS&AD Insurance Group Holdings PK (MSADY) at 11.35%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than MSADY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANF | MSADY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.48% | 11.35% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 38.51% | 20.47% | +18.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 26.05% | +35.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.01% | 28.40% | +32.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.97% | 26.05% | +34.92% |
Dividends
ANF vs. MSADY - Dividend Comparison
Neither ANF nor MSADY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSADY MS&AD Insurance Group Holdings PK | 0.00% | 2.13% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.84% | 3.11% | 0.00% |
Financials
ANF vs. MSADY - Financials Comparison
This section allows you to compare key financial metrics between Abercrombie & Fitch Co. and MS&AD Insurance Group Holdings PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ANF vs. MSADY - Profitability Comparison
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%.
MSADY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 547.42B and revenue of 1.46T. Therefore, the gross margin over that period was 37.4%.
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%.
MSADY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported an operating income of 182.21B and revenue of 1.46T, resulting in an operating margin of 12.5%.
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%.
MSADY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a net income of 132.63B and revenue of 1.46T, resulting in a net margin of 9.1%.
Frequently Asked Questions
ANF and MSADY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ANF has higher volatility (16.48%) compared to MSADY (11.35%). In terms of maximum drawdown, ANF dropped -86.59% vs MSADY's -50.41%.
MSADY currently has the higher Sharpe Ratio (0.59 vs -0.07), 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.
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