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

Correlation

The correlation between NTRA and ANF 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.


-0.50.00.51.00.2

Performance

NTRA vs. ANF - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
74.95%
-16.34%
NTRA
ANF

Key characteristics

Sharpe Ratio

NTRA:

3.70

ANF:

0.22

Sortino Ratio

NTRA:

4.31

ANF:

0.73

Omega Ratio

NTRA:

1.56

ANF:

1.09

Calmar Ratio

NTRA:

3.62

ANF:

0.34

Martin Ratio

NTRA:

35.32

ANF:

0.67

Ulcer Index

NTRA:

4.75%

ANF:

19.93%

Daily Std Dev

NTRA:

45.36%

ANF:

59.61%

Max Drawdown

NTRA:

-77.74%

ANF:

-86.59%

Current Drawdown

NTRA:

-0.20%

ANF:

-39.92%

Fundamentals

Market Cap

NTRA:

$23.36B

ANF:

$6.01B

EPS

NTRA:

-$1.75

ANF:

$10.10

PEG Ratio

NTRA:

0.00

ANF:

-24.52

Total Revenue (TTM)

NTRA:

$1.22B

ANF:

$3.36B

Gross Profit (TTM)

NTRA:

$723.52M

ANF:

$2.20B

EBITDA (TTM)

NTRA:

-$98.44M

ANF:

$388.81M

Returns By Period

In the year-to-date period, NTRA achieves a 11.54% return, which is significantly higher than ANF's -22.69% return.


NTRA

YTD

11.54%

1M

5.35%

6M

80.33%

1Y

160.68%

5Y*

36.51%

10Y*

N/A

ANF

YTD

-22.69%

1M

-27.29%

6M

-14.08%

1Y

5.55%

5Y*

47.51%

10Y*

18.98%

*Annualized

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

NTRA vs. ANF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTRA
The Risk-Adjusted Performance Rank of NTRA is 9898
Overall Rank
The Sharpe Ratio Rank of NTRA is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRA is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NTRA is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NTRA is 9696
Calmar Ratio Rank
The Martin Ratio Rank of NTRA is 9999
Martin Ratio Rank

ANF
The Risk-Adjusted Performance Rank of ANF is 5656
Overall Rank
The Sharpe Ratio Rank of ANF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ANF is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ANF is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ANF is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ANF is 5656
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.

NTRA vs. ANF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) 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 NTRA, currently valued at 3.70, compared to the broader market-2.000.002.003.700.22
The chart of Sortino ratio for NTRA, currently valued at 4.31, compared to the broader market-4.00-2.000.002.004.004.310.73
The chart of Omega ratio for NTRA, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.09
The chart of Calmar ratio for NTRA, currently valued at 3.62, compared to the broader market0.002.004.006.003.620.34
The chart of Martin ratio for NTRA, currently valued at 35.32, compared to the broader market-10.000.0010.0020.0035.320.67
NTRA
ANF

The current NTRA Sharpe Ratio is 3.70, which is higher than the ANF Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of NTRA 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 Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
3.70
0.22
NTRA
ANF

Dividends

NTRA vs. ANF - Dividend Comparison

Neither NTRA nor ANF has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NTRA
Natera, 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%
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%

Drawdowns

NTRA vs. ANF - Drawdown Comparison

The maximum NTRA drawdown since its inception was -77.74%, smaller than the maximum ANF drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for NTRA and ANF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.20%
-39.92%
NTRA
ANF

Volatility

NTRA vs. ANF - Volatility Comparison

The current volatility for Natera, Inc. (NTRA) is 13.39%, while Abercrombie & Fitch Co. (ANF) has a volatility of 20.44%. This indicates that NTRA 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%SeptemberOctoberNovemberDecember2025February
13.39%
20.44%
NTRA
ANF

Financials

NTRA vs. ANF - Financials Comparison

This section allows you to compare key financial metrics between Natera, Inc. 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
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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.

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