DEC.L vs. DVN
Compare and contrast key facts about Diversified Energy Company plc (DEC.L) and Devon Energy Corporation (DVN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEC.L or DVN.
Key characteristics
| DEC.L | DVN | |
|---|---|---|
| YTD Return | -11.89% | -11.55% |
| 1Y Return | -27.66% | -10.61% |
| 3Y Return (Ann) | -21.88% | 3.24% |
| 5Y Return (Ann) | -13.60% | 19.27% |
| Sharpe Ratio | -0.58 | -0.31 |
| Sortino Ratio | -0.60 | -0.27 |
| Omega Ratio | 0.92 | 0.97 |
| Calmar Ratio | -0.37 | -0.14 |
| Martin Ratio | -0.85 | -0.53 |
| Ulcer Index | 30.89% | 14.28% |
| Daily Std Dev | 45.06% | 24.29% |
| Max Drawdown | -71.01% | -94.93% |
| Current Drawdown | -65.32% | -51.93% |
Fundamentals
| DEC.L | DVN | |
|---|---|---|
| Market Cap | £532.78M | $25.53B |
| EPS | £2.14 | $5.40 |
| PE Ratio | 4.58 | 7.20 |
| Total Revenue (TTM) | £524.08M | $15.43B |
| Gross Profit (TTM) | £256.41M | $7.64B |
| EBITDA (TTM) | £311.62M | $7.26B |
Correlation
The correlation between DEC.L and DVN is 0.26, 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
DEC.L vs. DVN - Performance Comparison
The year-to-date returns for both investments are quite close, with DEC.L having a -11.89% return and DVN slightly higher at -11.55%. 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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Risk-Adjusted Performance
DEC.L vs. DVN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diversified Energy Company plc (DEC.L) and Devon Energy Corporation (DVN). 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.
Dividends
DEC.L vs. DVN - Dividend Comparison
DEC.L's dividend yield for the trailing twelve months is around 18.64%, more than DVN's 5.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEC.L Diversified Energy Company plc | 18.64% | 25.25% | 11.80% | 205.03% | 753.67% | 1,459,765.26% | 973,504.27% | 965,804.42% | 0.00% | 0.00% | 0.00% | 0.00% |
DVN Devon Energy Corporation | 5.13% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
Drawdowns
DEC.L vs. DVN - Drawdown Comparison
The maximum DEC.L drawdown since its inception was -71.01%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for DEC.L and DVN. For additional features, visit the drawdowns tool.
Volatility
DEC.L vs. DVN - Volatility Comparison
Diversified Energy Company plc (DEC.L) has a higher volatility of 11.27% compared to Devon Energy Corporation (DVN) at 6.49%. This indicates that DEC.L's price experiences larger fluctuations and is considered to be riskier than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DEC.L vs. DVN - Financials Comparison
This section allows you to compare key financial metrics between Diversified Energy Company plc and Devon Energy Corporation. 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