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ANF vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANF and SCHG is 0.42, 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. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abercrombie & Fitch Co. (ANF) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
187.02%
841.59%
ANF
SCHG

Key characteristics

Sharpe Ratio

ANF:

-0.68

SCHG:

0.52

Sortino Ratio

ANF:

-0.80

SCHG:

0.87

Omega Ratio

ANF:

0.90

SCHG:

1.12

Calmar Ratio

ANF:

-0.67

SCHG:

0.54

Martin Ratio

ANF:

-1.25

SCHG:

1.81

Ulcer Index

ANF:

34.63%

SCHG:

6.97%

Daily Std Dev

ANF:

63.63%

SCHG:

24.88%

Max Drawdown

ANF:

-86.59%

SCHG:

-34.59%

Current Drawdown

ANF:

-61.90%

SCHG:

-10.56%

Returns By Period

In the year-to-date period, ANF achieves a -50.97% return, which is significantly lower than SCHG's -6.61% return. Both investments have delivered pretty close results over the past 10 years, with ANF having a 15.34% annualized return and SCHG not far behind at 15.30%.


ANF

YTD

-50.97%

1M

9.49%

6M

-48.23%

1Y

-43.01%

5Y*

47.42%

10Y*

15.34%

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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Risk-Adjusted Performance

ANF vs. SCHG — 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 1616
Overall Rank
The Sharpe Ratio Rank of ANF is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ANF is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ANF is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ANF is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ANF is 1717
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abercrombie & Fitch Co. (ANF) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 -0.68, which is lower than the SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ANF and SCHG, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.68
0.52
ANF
SCHG

Dividends

ANF vs. SCHG - Dividend Comparison

ANF has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.


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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

ANF vs. SCHG - Drawdown Comparison

The maximum ANF drawdown since its inception was -86.59%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ANF and SCHG. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-61.90%
-10.56%
ANF
SCHG

Volatility

ANF vs. SCHG - Volatility Comparison

Abercrombie & Fitch Co. (ANF) has a higher volatility of 18.62% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 13.51%. This indicates that ANF's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
18.62%
13.51%
ANF
SCHG