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AOS vs. FANG

Last updated Jun 2, 2023

Compare and contrast key facts about A. O. Smith Corporation (AOS) and Diamondback Energy, Inc. (FANG).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOS or FANG.

Key characteristics


AOSFANG
YTD Return13.89%-3.80%
1Y Return8.99%-10.71%
5Y Return (Ann)2.20%5.37%
10Y Return (Ann)14.42%15.82%
Sharpe Ratio0.29-0.24
Daily Std Dev32.93%43.25%
Max Drawdown-66.52%-88.72%

Fundamentals


AOSFANG
Market Cap$9.72B$23.03B
EPS$1.59$24.14
PE Ratio40.625.27
PEG Ratio1.811.20
Revenue (TTM)$3.74B$8.62B
Gross Profit (TTM)$1.33B$8.17B
EBITDA (TTM)$735.40M$7.24B

Correlation

0.30
-1.001.00

The correlation between AOS and FANG is 0.30, 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.

AOS vs. FANG - Performance Comparison

In the year-to-date period, AOS achieves a 13.89% return, which is significantly lower than FANG's -3.80% return. Over the past 10 years, AOS has underperformed FANG with an annualized return of 14.42%, while FANG has yielded a comparatively higher 15.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%2023FebruaryMarchAprilMayJune
8.98%
-7.33%
AOS
FANG

Compare stocks, funds, or ETFs


A. O. Smith Corporation

Diamondback Energy, Inc.

AOS vs. FANG - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 2.69%, less than FANG's 9.94% yield.


TTM20222021202020192018201720162015201420132012
AOS
A. O. Smith Corporation
2.69%2.01%1.27%1.87%2.02%1.94%1.01%1.13%1.12%1.21%0.98%1.33%
FANG
Diamondback Energy, Inc.
9.94%6.73%1.78%3.47%0.85%0.44%0.00%0.00%0.00%0.00%0.00%0.00%

AOS vs. FANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for A. O. Smith Corporation (AOS) and Diamondback Energy, Inc. (FANG). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AOS
A. O. Smith Corporation
0.29
FANG
Diamondback Energy, Inc.
-0.24

AOS vs. FANG - Sharpe Ratio Comparison

The current AOS Sharpe Ratio is 0.29, which is higher than the FANG Sharpe Ratio of -0.24. The chart below compares the 12-month rolling Sharpe Ratio of AOS and FANG.


-1.00-0.500.000.501.002023FebruaryMarchAprilMayJune
0.29
-0.24
AOS
FANG

AOS vs. FANG - Drawdown Comparison

The maximum AOS drawdown for the period was -33.49%, lower than the maximum FANG drawdown of -23.96%. The drawdown chart below compares losses from any high point along the way for AOS and FANG


-30.00%-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-22.64%
-20.14%
AOS
FANG

AOS vs. FANG - Volatility Comparison

The current volatility for A. O. Smith Corporation (AOS) is 6.65%, while Diamondback Energy, Inc. (FANG) has a volatility of 8.96%. This indicates that AOS experiences smaller price fluctuations and is considered to be less risky than FANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%2023FebruaryMarchAprilMayJune
6.65%
8.96%
AOS
FANG