CWCO vs. FANG
CWCO (Consolidated Water Co. Ltd.) and FANG (Diamondback Energy, Inc.) are both stocks. CWCO operates in Utilities - Regulated Water (Utilities), while FANG operates in Oil & Gas E&P (Energy). Over the past 10 years, CWCO returned 10.78%/yr vs 11.32%/yr for FANG. At a 0.13 correlation, their price movements are largely independent.
Performance
CWCO vs. FANG - Performance Comparison
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Returns By Period
In the year-to-date period, CWCO achieves a -14.12% return, which is significantly lower than FANG's 36.55% return. Over the past 10 years, CWCO has underperformed FANG with an annualized return of 10.78%, while FANG has yielded a comparatively higher 11.32% annualized return.
CWCO
- 1D
- 1.93%
- 1M
- -8.35%
- YTD
- -14.12%
- 6M
- -11.43%
- 1Y
- 12.68%
- 3Y*
- 16.23%
- 5Y*
- 21.02%
- 10Y*
- 10.78%
FANG
- 1D
- -3.63%
- 1M
- -1.03%
- YTD
- 36.55%
- 6M
- 28.69%
- 1Y
- 49.39%
- 3Y*
- 20.24%
- 5Y*
- 23.93%
- 10Y*
- 11.32%
CWCO vs. FANG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | -14.12% | 38.70% | -26.46% | 144.17% | 42.62% | -9.12% | -24.11% | 43.03% | -4.40% | 18.30% |
FANG Diamondback Energy, Inc. | 36.55% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
Correlation
The correlation between CWCO and FANG is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.13 |
The correlation between CWCO and FANG shifts across timeframes, from -0.11 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CWCO:
$1.44
FANG:
$1.40
CWCO:
20.84
FANG:
144.83
CWCO:
2.81
FANG:
3.84
CWCO:
$128.33M
FANG:
$15.19B
CWCO:
$46.99M
FANG:
$7.30B
CWCO:
$22.17M
FANG:
$5.54B
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Return for Risk
CWCO vs. FANG — Risk / Return Rank
CWCO
FANG
CWCO vs. FANG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Water Co. Ltd. (CWCO) 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.
| CWCO | FANG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.96 | -3.46 |
| Martin ratioReturn relative to average drawdown | 1.41 | 7.88 | -6.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CWCO | FANG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 1.60 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.63 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.23 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.47 | -0.23 |
Drawdowns
CWCO vs. FANG - Drawdown Comparison
The maximum CWCO drawdown since its inception was -81.47%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for CWCO and FANG.
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Drawdown Indicators
| CWCO | FANG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.47% | -88.72% | +7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -25.29% | -12.53% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -38.23% | -42.10% | +3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -38.23% | -42.10% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -88.72% | +40.98% |
Current DrawdownCurrent decline from peak | -21.45% | -4.51% | -16.94% |
Average DrawdownAverage peak-to-trough decline | -38.28% | -19.39% | -18.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 6.29% | +2.73% |
Volatility
CWCO vs. FANG - Volatility Comparison
The current volatility for Consolidated Water Co. Ltd. (CWCO) is 9.64%, while Diamondback Energy, Inc. (FANG) has a volatility of 11.44%. This indicates that CWCO 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.
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Volatility by Period
| CWCO | FANG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 11.44% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.27% | 23.14% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.24% | 31.07% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.36% | 37.92% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.02% | 49.03% | -11.01% |
Dividends
CWCO vs. FANG - Dividend Comparison
CWCO's dividend yield for the trailing twelve months is around 1.86%, less than FANG's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.86% | 1.42% | 1.16% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% |
FANG Diamondback Energy, Inc. | 2.04% | 2.66% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% |
Financials
CWCO vs. FANG - Financials Comparison
This section allows you to compare key financial metrics between Consolidated Water Co. Ltd. and Diamondback Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
CWCO vs. FANG - Profitability Comparison
CWCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Consolidated Water Co. Ltd. reported a gross profit of 10.92M and revenue of 29.97M. Therefore, the gross margin over that period was 36.4%.
FANG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported a gross profit of 3.85B and revenue of 4.24B. Therefore, the gross margin over that period was 90.9%.
CWCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Consolidated Water Co. Ltd. reported an operating income of 3.44M and revenue of 29.97M, resulting in an operating margin of 11.5%.
FANG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported an operating income of 30.00M and revenue of 4.24B, resulting in an operating margin of 0.7%.
CWCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Consolidated Water Co. Ltd. reported a net income of 3.78M and revenue of 29.97M, resulting in a net margin of 12.6%.
FANG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported a net income of 144.00M and revenue of 4.24B, resulting in a net margin of 3.4%.
Frequently Asked Questions
CWCO and FANG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FANG has higher volatility (11.44%) compared to CWCO (9.64%). In terms of maximum drawdown, CWCO dropped -81.47% vs FANG's -88.72%.
FANG currently has the higher Sharpe Ratio (1.60 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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