AR vs. SWN

Last updated Apr 1, 2026

Compare and contrast key facts about Antero Resources Corporation (AR) and Southwestern Energy Company (SWN).

Performance

AR vs. SWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Antero Resources Corporation (AR) and Southwestern Energy Company (SWN). The values are adjusted to include any dividend payments, if applicable.

AR vs. SWN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AR Antero Resources Corporation	23.16%	-1.68%	54.54%	-26.82%	77.09%	221.10%	91.23%	-69.65%	-50.58%	-19.66%
SWN Southwestern Energy Company	0.00%	0.00%	8.55%	11.97%	25.54%	56.38%	23.14%	-29.03%	-38.89%	-48.43%

Fundamentals

Total Revenue (TTM) AR : $5.20B SWN : $5.08B
Gross Profit (TTM) AR : $1.20B SWN : $904.00M
EBITDA (TTM) AR : $1.75B SWN : -$2.33B

Returns By Period

AR

• 1D: -4.05%
• 1M: 15.29%
• YTD: 23.16%
• 6M: 26.46%
• 1Y: 4.95%
• 3Y*: 22.49%
• 5Y*: 31.34%
• 10Y*: 5.53%

SWN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AR vs. SWN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AR

AR Risk / Return Rank: 44
AR Sharpe Ratio Rank: 46
AR Sortino Ratio Rank: 41
AR Omega Ratio Rank: 41
AR Calmar Ratio Rank: 47
AR Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AR vs. SWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Antero Resources Corporation (AR) and Southwestern Energy Company (SWN). 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.

	AR	SWN	Difference
Sharpe ratio Return per unit of total volatility	0.11	—	—
Sortino ratio Return per unit of downside risk	0.44	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.22	—	—
Martin ratio Return relative to average drawdown	0.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AR	SWN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	—	—

Correlation

The correlation between AR and SWN is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AR vs. SWN - Dividend Comparison

Neither AR nor SWN has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	AR	SWN	Difference
Max Drawdown Largest peak-to-trough decline	-99.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-31.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-58.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-97.78%	—	—
Current Drawdown Current decline from peak	-37.04%	—	—
Average Drawdown Average peak-to-trough decline	-61.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	20.19%	—	—

Volatility

Volatility by Period

	AR	SWN	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	29.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	44.43%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.32%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	60.77%	—	—

Financials