It always depends on the individual compounds but generally speaking ANP is best suited to compounds of a more polar nature. In contrast, steroids as a class of compounds are mostly too hydrophobic for ANP and hence are generally poorly retained under these conditions. Reversed phase may be a more suitable chromatographic approach for retention and separation of these types of analytes.
A very good column choices in this case may include the Cogent UDC-Cholesterol™ which has proven to show excellent selectivity for steroids or the Cogent Diol™ as a good starting points. If using the UDC column, be sure that the column is thermostatted since the chromatographic properties of this stationary phase are highly temperature dependent.