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AOS vs. FANG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AOSFANG
YTD Return8.20%28.87%
1Y Return33.19%58.08%
3Y Return (Ann)10.63%44.54%
5Y Return (Ann)12.94%18.78%
10Y Return (Ann)16.34%13.21%
Sharpe Ratio1.542.33
Daily Std Dev22.28%26.06%
Max Drawdown-66.53%-88.72%
Current Drawdown-1.15%-0.03%

Fundamentals


AOSFANG
Market Cap$13.13B$34.74B
EPS$3.69$17.35
PE Ratio24.2011.22
PEG Ratio2.201.20
Revenue (TTM)$3.85B$7.96B
Gross Profit (TTM)$1.33B$8.17B
EBITDA (TTM)$819.20M$6.09B

Correlation

0.29
-1.001.00

The correlation between AOS and FANG is 0.29, 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.

Performance

AOS vs. FANG - Performance Comparison

In the year-to-date period, AOS achieves a 8.20% return, which is significantly lower than FANG's 28.87% return. Over the past 10 years, AOS has outperformed FANG with an annualized return of 16.34%, while FANG has yielded a comparatively lower 13.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
657.14%
1,274.85%
AOS
FANG

Compare stocks, funds, or ETFs


A. O. Smith Corporation

Diamondback Energy, Inc.

Risk-Adjusted Performance

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
1.54
FANG
Diamondback Energy, Inc.
2.33

AOS vs. FANG - Sharpe Ratio Comparison

The current AOS Sharpe Ratio is 1.54, which is lower than the FANG Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of AOS and FANG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.54
2.33
AOS
FANG

Dividends

AOS vs. FANG - Dividend Comparison

AOS's dividend yield for the trailing twelve months is around 1.73%, less than FANG's 4.13% yield.


TTM20232022202120202019201820172016201520142013
AOS
A. O. Smith Corporation
1.73%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%
FANG
Diamondback Energy, Inc.
4.13%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOS vs. FANG - Drawdown Comparison

The maximum AOS drawdown since its inception was -66.53%, smaller than the maximum FANG drawdown of -88.72%. The drawdown chart below compares losses from any high point along the way for AOS and FANG


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.15%
-0.03%
AOS
FANG

Volatility

AOS vs. FANG - Volatility Comparison

A. O. Smith Corporation (AOS) has a higher volatility of 5.40% compared to Diamondback Energy, Inc. (FANG) at 3.86%. This indicates that AOS's price experiences larger fluctuations and is considered to be riskier 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%OctoberNovemberDecember2024FebruaryMarch
5.40%
3.86%
AOS
FANG