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Diamondback Energy, Inc. (FANG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS25278X1090
CUSIP25278X109
SectorEnergy
IndustryOil & Gas E&P

Highlights

Market Cap$35.36B
EPS$17.33
PE Ratio11.44
PEG Ratio1.20
Revenue (TTM)$7.96B
Gross Profit (TTM)$8.17B
EBITDA (TTM)$6.09B
Year Range$118.12 - $198.53
Target Price$201.59
Short %3.53%
Short Ratio2.84

Share Price Chart


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Diamondback Energy, Inc.

Popular comparisons: FANG vs. DVN, FANG vs. QQQ, FANG vs. CVX, FANG vs. TJX, FANG vs. AOS, FANG vs. GPC, FANG vs. INVH, FANG vs. SCHD, FANG vs. ABR, FANG vs. MAIN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Diamondback Energy, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
25.77%
15.51%
FANG (Diamondback Energy, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Diamondback Energy, Inc. had a return of 33.74% year-to-date (YTD) and 48.29% in the last 12 months. Over the past 10 years, Diamondback Energy, Inc. had an annualized return of 13.06%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date33.74%5.90%
1 month7.38%-1.28%
6 months25.77%15.51%
1 year48.29%21.68%
5 years (annualized)18.37%11.74%
10 years (annualized)13.06%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.86%18.72%10.41%
20232.04%3.51%-1.60%0.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FANG is 90, placing it in the top 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FANG is 9090
Diamondback Energy, Inc.(FANG)
The Sharpe Ratio Rank of FANG is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of FANG is 8989Sortino Ratio Rank
The Omega Ratio Rank of FANG is 8888Omega Ratio Rank
The Calmar Ratio Rank of FANG is 9393Calmar Ratio Rank
The Martin Ratio Rank of FANG is 8989Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FANG
Sharpe ratio
The chart of Sharpe ratio for FANG, currently valued at 1.84, compared to the broader market-2.00-1.000.001.002.003.001.84
Sortino ratio
The chart of Sortino ratio for FANG, currently valued at 2.66, compared to the broader market-4.00-2.000.002.004.006.002.66
Omega ratio
The chart of Omega ratio for FANG, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for FANG, currently valued at 2.08, compared to the broader market0.001.002.003.004.005.002.08
Martin ratio
The chart of Martin ratio for FANG, currently valued at 7.52, compared to the broader market-10.000.0010.0020.0030.007.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Diamondback Energy, Inc. Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.84
1.89
FANG (Diamondback Energy, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Diamondback Energy, Inc. granted a 3.98% dividend yield in the last twelve months. The annual payout for that period amounted to $8.12 per share.


PeriodTTM202320222021202020192018
Dividend$8.12$7.99$8.96$1.75$1.50$0.69$0.38

Dividend yield

3.98%5.15%6.55%1.62%3.10%0.74%0.40%

Monthly Dividends

The table displays the monthly dividend distributions for Diamondback Energy, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$3.08
2023$0.00$0.00$2.95$0.00$0.83$0.00$0.00$0.84$0.00$0.00$3.37$0.00
2022$0.00$0.00$0.60$0.00$3.05$0.00$0.00$3.05$0.00$0.00$2.26$0.00
2021$0.00$0.00$0.40$0.00$0.40$0.00$0.00$0.45$0.00$0.00$0.50$0.00
2020$0.00$0.00$0.38$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$0.00
2019$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00
2018$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%4.0%
Diamondback Energy, Inc. has a dividend yield of 3.98%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%45.1%
Diamondback Energy, Inc. has a payout ratio of 45.09%, which is quite average when compared to the overall market. This suggests that Diamondback Energy, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.07%
-3.86%
FANG (Diamondback Energy, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Diamondback Energy, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Diamondback Energy, Inc. was 88.72%, occurring on Mar 18, 2020. Recovery took 476 trading sessions.

The current Diamondback Energy, Inc. drawdown is 2.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.72%Oct 4, 2018365Mar 18, 2020476Feb 4, 2022841
-42.6%Jun 24, 2014121Dec 12, 2014365May 26, 2016486
-33.47%Jun 8, 202225Jul 14, 202276Oct 31, 2022101
-24.11%Feb 16, 201784Jun 16, 201799Nov 6, 2017183
-23.96%Nov 16, 202281Mar 15, 2023146Oct 12, 2023227

Volatility

Volatility Chart

The current Diamondback Energy, Inc. volatility is 3.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
3.96%
3.39%
FANG (Diamondback Energy, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Diamondback Energy, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items