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

Performance

ANF vs. OLMA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
1.21%
-3.08%
ANF
OLMA

Returns By Period

In the year-to-date period, ANF achieves a 72.29% return, which is significantly higher than OLMA's -37.42% return.


ANF

YTD

72.29%

1M

6.55%

6M

1.21%

1Y

107.33%

5Y (annualized)

57.23%

10Y (annualized)

20.79%

OLMA

YTD

-37.42%

1M

-26.28%

6M

-3.09%

1Y

-36.15%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


ANFOLMA
Market Cap$7.23B$474.43M
EPS$9.43-$2.28
Total Revenue (TTM)$3.61B$1.88M
Gross Profit (TTM)$2.33B$1.61M
EBITDA (TTM)$640.91M-$135.54M

Key characteristics


ANFOLMA
Sharpe Ratio1.95-0.48
Sortino Ratio2.49-0.34
Omega Ratio1.320.96
Calmar Ratio3.35-0.42
Martin Ratio6.67-1.30
Ulcer Index16.31%27.74%
Daily Std Dev55.70%75.44%
Max Drawdown-86.59%-96.26%
Current Drawdown-20.98%-83.89%

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Correlation

-0.50.00.51.00.2

The correlation between ANF and OLMA is 0.17, 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.

Risk-Adjusted Performance

ANF vs. OLMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Olema Pharmaceuticals, Inc. (OLMA). 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 1.95, compared to the broader market-4.00-2.000.002.004.001.95-0.48
The chart of Sortino ratio for ANF, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.002.49-0.34
The chart of Omega ratio for ANF, currently valued at 1.32, compared to the broader market0.501.001.502.001.320.96
The chart of Calmar ratio for ANF, currently valued at 3.35, compared to the broader market0.002.004.006.003.35-0.42
The chart of Martin ratio for ANF, currently valued at 6.67, compared to the broader market0.0010.0020.0030.006.67-1.30
ANF
OLMA

The current ANF Sharpe Ratio is 1.95, which is higher than the OLMA Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of ANF and OLMA, 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
1.95
-0.48
ANF
OLMA

Dividends

ANF vs. OLMA - Dividend Comparison

Neither ANF nor OLMA 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%
OLMA
Olema Pharmaceuticals, Inc.
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. OLMA - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, smaller than the maximum OLMA drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for ANF and OLMA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.98%
-83.89%
ANF
OLMA

Volatility

ANF vs. OLMA - Volatility Comparison

The current volatility for Abercrombie & Fitch Co. (ANF) is 13.06%, while Olema Pharmaceuticals, Inc. (OLMA) has a volatility of 24.33%. This indicates that ANF experiences smaller price fluctuations and is considered to be less risky than OLMA 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%JuneJulyAugustSeptemberOctoberNovember
13.06%
24.33%
ANF
OLMA

Financials

ANF vs. OLMA - Financials Comparison

This section allows you to compare key financial metrics between Abercrombie & Fitch Co. and Olema Pharmaceuticals, Inc.. 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


Values in USD except per share items