AOS vs. FANG
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
| AOS | FANG | |
|---|---|---|
| YTD Return | 13.89% | -3.80% |
| 1Y Return | 8.99% | -10.71% |
| 5Y Return (Ann) | 2.20% | 5.37% |
| 10Y Return (Ann) | 14.42% | 15.82% |
| Sharpe Ratio | 0.29 | -0.24 |
| Daily Std Dev | 32.93% | 43.25% |
| Max Drawdown | -66.52% | -88.72% |
Fundamentals
| AOS | FANG | |
|---|---|---|
| Market Cap | $9.72B | $23.03B |
| EPS | $1.59 | $24.14 |
| PE Ratio | 40.62 | 5.27 |
| PEG Ratio | 1.81 | 1.20 |
| Revenue (TTM) | $3.74B | $8.62B |
| Gross Profit (TTM) | $1.33B | $8.17B |
| EBITDA (TTM) | $735.40M | $7.24B |
Correlation
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.
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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.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AOS A. O. Smith Corporation | 0.29 | ||||
FANG Diamondback Energy, Inc. | -0.24 |
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
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.