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PSN vs. ANF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PSN vs. ANF - Performance Comparison

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

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Returns By Period

In the year-to-date period, PSN achieves a -8.25% return, which is significantly higher than ANF's -28.04% return.


PSN

1D
-1.01%
1M
12.63%
YTD
-8.25%
6M
-10.47%
1Y
-19.44%
3Y*
5.86%
5Y*
7.45%
10Y*

ANF

1D
-0.06%
1M
25.97%
YTD
-28.04%
6M
-19.20%
1Y
15.01%
3Y*
37.30%
5Y*
16.01%
10Y*
19.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSN vs. ANF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSN
Parsons Corporation
-8.25%-33.01%47.11%35.59%37.44%-7.58%-11.80%34.68%
ANF
Abercrombie & Fitch Co.
-28.04%-15.79%69.43%285.07%-34.22%71.07%19.48%-38.17%

Correlation

The correlation between PSN and ANF is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.25

Fundamentals

EPS

PSN:

$2.78

ANF:

$10.45

PE Ratio

PSN:

20.37

ANF:

8.67

PEG Ratio

PSN:

0.50

ANF:

0.00

PS Ratio

PSN:

0.74

ANF:

0.81

Total Revenue (TTM)

PSN:

$6.30B

ANF:

$5.28B

Gross Profit (TTM)

PSN:

$1.08B

ANF:

$2.56B

EBITDA (TTM)

PSN:

$507.45M

ANF:

$727.85M

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Return for Risk

PSN vs. ANF — Risk / Return Rank

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

PSN
PSN Risk / Return Rank: 2525
Overall Rank
PSN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PSN Sortino Ratio Rank: 2424
Sortino Ratio Rank
PSN Omega Ratio Rank: 2323
Omega Ratio Rank
PSN Calmar Ratio Rank: 2929
Calmar Ratio Rank
PSN Martin Ratio Rank: 2727
Martin Ratio Rank

ANF
ANF Risk / Return Rank: 5252
Overall Rank
ANF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ANF Sortino Ratio Rank: 5353
Sortino Ratio Rank
ANF Omega Ratio Rank: 5252
Omega Ratio Rank
ANF Calmar Ratio Rank: 5151
Calmar Ratio Rank
ANF Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSN vs. ANF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSNANFDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.95

1.11

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.43

0.33

-0.76

Martin ratioReturn relative to average drawdown

-0.80

0.62

-1.42

PSN vs. ANF - Sharpe Ratio Comparison

The current PSN Sharpe Ratio is -0.45, which is lower than the ANF Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of PSN and ANF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSN vs. ANF - Drawdown Comparison

The maximum PSN drawdown since its inception was -56.99%, smaller than the maximum ANF drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for PSN and ANF.


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Drawdown Indicators


PSNANFDifference

Max Drawdown

Largest peak-to-trough decline

-56.99%

-86.59%

+29.60%

Max Drawdown (1Y)

Largest decline over 1 year

-45.41%

-45.65%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-56.99%

-65.89%

+8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

-69.93%

+12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-72.45%

Current Drawdown

Current decline from peak

-49.96%

-52.91%

+2.95%

Average Drawdown

Average peak-to-trough decline

-16.74%

-42.90%

+26.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.34%

24.42%

-0.08%

Volatility

PSN vs. ANF - Volatility Comparison

The current volatility for Parsons Corporation (PSN) is 9.96%, while Abercrombie & Fitch Co. (ANF) has a volatility of 15.82%. This indicates that PSN 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.


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Volatility by Period


PSNANFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

15.82%

-5.86%

Volatility (6M)

Calculated over the trailing 6-month period

31.10%

38.52%

-7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

43.12%

61.90%

-18.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.39%

61.04%

-27.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.96%

61.00%

-26.04%

Dividends

PSN vs. ANF - Dividend Comparison

Neither PSN nor ANF has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ANF
Abercrombie & Fitch Co.
0.00%0.00%0.00%0.00%0.00%0.00%0.98%4.63%3.99%4.59%6.67%2.96%
PSN
Parsons 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%

Financials

PSN vs. ANF - Financials Comparison

This section allows you to compare key financial metrics between Parsons 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


800.00M1.00B1.20B1.40B1.60B1.80B20222023202420252026
1.49B
1.11B
(PSN) Total Revenue
(ANF) Total Revenue
Values in USD except per share items

PSN vs. ANF - Profitability Comparison

The chart below illustrates the profitability comparison between Parsons Corporation and Abercrombie & Fitch Co. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%2022202320242025202600
Portfolio components
PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. Therefore, the gross margin over that period was 0.0%.

ANF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a gross profit of 0.00 and revenue of 1.11B. Therefore, the gross margin over that period was 0.0%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.

ANF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported an operating income of -2.76M and revenue of 1.11B, resulting in an operating margin of -0.3%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.

ANF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Abercrombie & Fitch Co. reported a net income of 67.13M and revenue of 1.11B, resulting in a net margin of 6.0%.


Frequently Asked Questions


PSN and ANF have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANF has higher volatility (15.82%) compared to PSN (9.96%). In terms of maximum drawdown, PSN dropped -56.99% vs ANF's -86.59%.

ANF currently has the higher Sharpe Ratio (0.24 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PSN and ANF

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