PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLBD vs. ANF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLBD and ANF is 0.26, 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.


-0.50.00.51.00.3

Performance

BLBD vs. ANF - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
354.37%
363.72%
BLBD
ANF

Key characteristics

Sharpe Ratio

BLBD:

1.37

ANF:

1.23

Sortino Ratio

BLBD:

2.15

ANF:

1.85

Omega Ratio

BLBD:

1.25

ANF:

1.24

Calmar Ratio

BLBD:

1.88

ANF:

2.16

Martin Ratio

BLBD:

4.54

ANF:

4.08

Ulcer Index

BLBD:

15.41%

ANF:

17.22%

Daily Std Dev

BLBD:

51.12%

ANF:

57.10%

Max Drawdown

BLBD:

-74.16%

ANF:

-86.59%

Current Drawdown

BLBD:

-24.47%

ANF:

-25.85%

Fundamentals

Market Cap

BLBD:

$1.36B

ANF:

$6.93B

EPS

BLBD:

$3.16

ANF:

$10.12

PE Ratio

BLBD:

13.34

ANF:

13.59

PEG Ratio

BLBD:

1.13

ANF:

-24.52

Total Revenue (TTM)

BLBD:

$1.35B

ANF:

$4.82B

Gross Profit (TTM)

BLBD:

$255.86M

ANF:

$3.11B

EBITDA (TTM)

BLBD:

$152.34M

ANF:

$648.85M

Returns By Period

The year-to-date returns for both stocks are quite close, with BLBD having a 62.13% return and ANF slightly lower at 61.66%. Over the past 10 years, BLBD has underperformed ANF with an annualized return of 16.19%, while ANF has yielded a comparatively higher 20.91% annualized return.


BLBD

YTD

62.13%

1M

5.40%

6M

-21.65%

1Y

68.05%

5Y (annualized)

16.41%

10Y (annualized)

16.19%

ANF

YTD

61.66%

1M

0.63%

6M

-23.35%

1Y

70.15%

5Y (annualized)

54.01%

10Y (annualized)

20.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLBD vs. ANF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Bird Corporation (BLBD) and Abercrombie & Fitch Co. (ANF). 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 BLBD, currently valued at 1.37, compared to the broader market-4.00-2.000.002.001.371.23
The chart of Sortino ratio for BLBD, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.151.85
The chart of Omega ratio for BLBD, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.24
The chart of Calmar ratio for BLBD, currently valued at 1.88, compared to the broader market0.002.004.006.001.882.16
The chart of Martin ratio for BLBD, currently valued at 4.54, compared to the broader market-10.000.0010.0020.0030.004.544.08
BLBD
ANF

The current BLBD Sharpe Ratio is 1.37, which is comparable to the ANF Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of BLBD and ANF, 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 Ratio2.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
1.37
1.23
BLBD
ANF

Dividends

BLBD vs. ANF - Dividend Comparison

Neither BLBD nor ANF has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BLBD
Blue Bird Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

BLBD vs. ANF - Drawdown Comparison

The maximum BLBD drawdown since its inception was -74.16%, smaller than the maximum ANF drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for BLBD and ANF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.47%
-25.85%
BLBD
ANF

Volatility

BLBD vs. ANF - Volatility Comparison

The current volatility for Blue Bird Corporation (BLBD) is 15.85%, while Abercrombie & Fitch Co. (ANF) has a volatility of 17.52%. This indicates that BLBD experiences smaller price fluctuations and is considered to be less risky than ANF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.85%
17.52%
BLBD
ANF

Financials

BLBD vs. ANF - Financials Comparison

This section allows you to compare key financial metrics between Blue Bird Corporation and Abercrombie & Fitch Co.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab