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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.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
611.87%
807.13%
NTRA
ANF

Key characteristics

Sharpe Ratio

NTRA:

4.03

ANF:

1.25

Sortino Ratio

NTRA:

4.58

ANF:

1.86

Omega Ratio

NTRA:

1.59

ANF:

1.24

Calmar Ratio

NTRA:

3.44

ANF:

2.21

Martin Ratio

NTRA:

40.58

ANF:

4.11

Ulcer Index

NTRA:

4.50%

ANF:

17.50%

Daily Std Dev

NTRA:

45.33%

ANF:

57.53%

Max Drawdown

NTRA:

-77.74%

ANF:

-86.59%

Current Drawdown

NTRA:

-6.97%

ANF:

-19.64%

Fundamentals

Market Cap

NTRA:

$22.21B

ANF:

$7.69B

EPS

NTRA:

-$1.77

ANF:

$10.10

PEG Ratio

NTRA:

0.00

ANF:

-24.52

Total Revenue (TTM)

NTRA:

$1.53B

ANF:

$4.82B

Gross Profit (TTM)

NTRA:

$883.38M

ANF:

$3.11B

EBITDA (TTM)

NTRA:

-$162.71M

ANF:

$648.85M

Returns By Period

In the year-to-date period, NTRA achieves a 158.43% return, which is significantly higher than ANF's 75.20% return.


NTRA

YTD

158.43%

1M

-3.57%

6M

51.13%

1Y

168.50%

5Y*

34.39%

10Y*

N/A

ANF

YTD

75.20%

1M

12.97%

6M

-11.43%

1Y

65.85%

5Y*

56.85%

10Y*

21.36%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 4.03, compared to the broader market-4.00-2.000.002.004.031.25
The chart of Sortino ratio for NTRA, currently valued at 4.58, compared to the broader market-4.00-2.000.002.004.004.581.86
The chart of Omega ratio for NTRA, currently valued at 1.59, compared to the broader market0.501.001.502.001.591.24
The chart of Calmar ratio for NTRA, currently valued at 3.44, compared to the broader market0.002.004.006.003.442.21
The chart of Martin ratio for NTRA, currently valued at 40.58, compared to the broader market-5.000.005.0010.0015.0020.0025.0040.584.11
NTRA
ANF

The current NTRA Sharpe Ratio is 4.03, which is higher than the ANF Sharpe Ratio of 1.25. 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 Ratio1.002.003.004.005.006.007.008.00JulyAugustSeptemberOctoberNovemberDecember
4.03
1.25
NTRA
ANF

Dividends

NTRA vs. ANF - Dividend Comparison

Neither NTRA nor ANF has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%0.98%4.63%3.99%4.59%6.67%2.96%2.79%2.43%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.97%
-19.64%
NTRA
ANF

Volatility

NTRA vs. ANF - Volatility Comparison

The current volatility for Natera, Inc. (NTRA) is 11.20%, while Abercrombie & Fitch Co. (ANF) has a volatility of 19.09%. 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%JulyAugustSeptemberOctoberNovemberDecember
11.20%
19.09%
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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