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

Correlation

The correlation between SRPT and ANF is 0.15, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SRPT vs. ANF - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
50.28%
1,082.41%
SRPT
ANF

Key characteristics

Sharpe Ratio

SRPT:

-0.93

ANF:

-0.75

Sortino Ratio

SRPT:

-1.49

ANF:

-0.96

Omega Ratio

SRPT:

0.79

ANF:

0.88

Calmar Ratio

SRPT:

-0.80

ANF:

-0.73

Martin Ratio

SRPT:

-2.16

ANF:

-1.61

Ulcer Index

SRPT:

24.96%

ANF:

28.89%

Daily Std Dev

SRPT:

57.66%

ANF:

61.65%

Max Drawdown

SRPT:

-98.17%

ANF:

-86.59%

Current Drawdown

SRPT:

-67.21%

ANF:

-63.47%

Fundamentals

Market Cap

SRPT:

$5.69B

ANF:

$3.43B

EPS

SRPT:

$2.34

ANF:

$10.69

PE Ratio

SRPT:

25.05

ANF:

6.57

PEG Ratio

SRPT:

159.25

ANF:

-24.52

Total Revenue (TTM)

SRPT:

$1.49B

ANF:

$4.95B

Gross Profit (TTM)

SRPT:

$1.21B

ANF:

$3.79B

EBITDA (TTM)

SRPT:

$247.43M

ANF:

$385.79M

Returns By Period

The year-to-date returns for both stocks are quite close, with SRPT having a -51.80% return and ANF slightly lower at -52.99%. Both investments have delivered pretty close results over the past 10 years, with SRPT having a 14.85% annualized return and ANF not far behind at 14.62%.


SRPT

YTD

-51.80%

1M

-43.02%

6M

-50.65%

1Y

-53.82%

5Y*

-8.97%

10Y*

14.85%

ANF

YTD

-52.99%

1M

-26.90%

6M

-47.61%

1Y

-46.26%

5Y*

54.41%

10Y*

14.62%

*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

SRPT vs. ANF — Risk-Adjusted Performance Rank

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

SRPT
The Risk-Adjusted Performance Rank of SRPT is 55
Overall Rank
The Sharpe Ratio Rank of SRPT is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SRPT is 77
Sortino Ratio Rank
The Omega Ratio Rank of SRPT is 66
Omega Ratio Rank
The Calmar Ratio Rank of SRPT is 77
Calmar Ratio Rank
The Martin Ratio Rank of SRPT is 11
Martin Ratio Rank

ANF
The Risk-Adjusted Performance Rank of ANF is 1414
Overall Rank
The Sharpe Ratio Rank of ANF is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ANF is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ANF is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ANF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ANF is 88
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.

SRPT vs. ANF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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 SRPT, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.003.00
SRPT: -0.93
ANF: -0.75
The chart of Sortino ratio for SRPT, currently valued at -1.49, compared to the broader market-6.00-4.00-2.000.002.004.00
SRPT: -1.49
ANF: -0.96
The chart of Omega ratio for SRPT, currently valued at 0.79, compared to the broader market0.501.001.502.00
SRPT: 0.79
ANF: 0.88
The chart of Calmar ratio for SRPT, currently valued at -0.80, compared to the broader market0.001.002.003.004.005.00
SRPT: -0.80
ANF: -0.73
The chart of Martin ratio for SRPT, currently valued at -2.16, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SRPT: -2.16
ANF: -1.61

The current SRPT Sharpe Ratio is -0.93, which is comparable to the ANF Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of SRPT 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.93
-0.75
SRPT
ANF

Dividends

SRPT vs. ANF - Dividend Comparison

Neither SRPT nor ANF has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SRPT
Sarepta Therapeutics, 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

SRPT vs. ANF - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, which is greater than ANF's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SRPT and ANF. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-67.21%
-63.47%
SRPT
ANF

Volatility

SRPT vs. ANF - Volatility Comparison

Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 35.73% compared to Abercrombie & Fitch Co. (ANF) at 23.77%. This indicates that SRPT's price experiences larger fluctuations and is considered to be riskier than ANF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
35.73%
23.77%
SRPT
ANF

Financials

SRPT vs. ANF - Financials Comparison

This section allows you to compare key financial metrics between Sarepta Therapeutics, 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
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 © 2025 PortfoliosLab