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

Key characteristics


BLBDANF
YTD Return50.89%58.61%
1Y Return125.37%110.77%
3Y Return (Ann)17.63%45.45%
5Y Return (Ann)15.19%51.79%
10Y Return (Ann)15.51%19.97%
Sharpe Ratio2.471.96
Sortino Ratio3.292.50
Omega Ratio1.391.32
Calmar Ratio3.413.35
Martin Ratio10.046.95
Ulcer Index12.57%15.67%
Daily Std Dev51.11%55.55%
Max Drawdown-74.16%-86.59%
Current Drawdown-29.70%-27.25%

Fundamentals


BLBDANF
Market Cap$1.34B$7.16B
EPS$3.01$9.42
PE Ratio13.8014.89
PEG Ratio1.13-24.52
Total Revenue (TTM)$996.94M$3.61B
Gross Profit (TTM)$195.95M$2.29B
EBITDA (TTM)$124.53M$663.14M

Correlation

-0.50.00.51.00.3

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.

Performance

BLBD vs. ANF - Performance Comparison

In the year-to-date period, BLBD achieves a 50.89% return, which is significantly lower than ANF's 58.61% return. Over the past 10 years, BLBD has underperformed ANF with an annualized return of 15.51%, while ANF has yielded a comparatively higher 19.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-19.06%
2.66%
BLBD
ANF

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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.


BLBD
Sharpe ratio
The chart of Sharpe ratio for BLBD, currently valued at 2.47, compared to the broader market-4.00-2.000.002.004.002.47
Sortino ratio
The chart of Sortino ratio for BLBD, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.006.003.29
Omega ratio
The chart of Omega ratio for BLBD, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for BLBD, currently valued at 3.41, compared to the broader market0.002.004.006.003.41
Martin ratio
The chart of Martin ratio for BLBD, currently valued at 10.04, compared to the broader market0.0010.0020.0030.0010.04
ANF
Sharpe ratio
The chart of Sharpe ratio for ANF, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.96
Sortino ratio
The chart of Sortino ratio for ANF, currently valued at 2.50, compared to the broader market-4.00-2.000.002.004.006.002.50
Omega ratio
The chart of Omega ratio for ANF, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ANF, currently valued at 3.35, compared to the broader market0.002.004.006.003.35
Martin ratio
The chart of Martin ratio for ANF, currently valued at 6.95, compared to the broader market0.0010.0020.0030.006.95

BLBD vs. ANF - Sharpe Ratio Comparison

The current BLBD Sharpe Ratio is 2.47, which is comparable to the ANF Sharpe Ratio of 1.96. 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 Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
2.47
1.96
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.70%
-27.25%
BLBD
ANF

Volatility

BLBD vs. ANF - Volatility Comparison

The current volatility for Blue Bird Corporation (BLBD) is 8.89%, while Abercrombie & Fitch Co. (ANF) has a volatility of 12.34%. 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%JuneJulyAugustSeptemberOctoberNovember
8.89%
12.34%
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