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DGRO vs. FANG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRO vs. FANG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and Diamondback Energy, Inc. (FANG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGRO achieves a 8.47% return, which is significantly lower than FANG's 33.36% return. Over the past 10 years, DGRO has outperformed FANG with an annualized return of 13.26%, while FANG has yielded a comparatively lower 11.24% annualized return.


DGRO

1D
-0.29%
1M
2.67%
YTD
8.47%
6M
9.27%
1Y
21.90%
3Y*
16.63%
5Y*
10.64%
10Y*
13.26%

FANG

1D
2.89%
1M
5.61%
YTD
33.36%
6M
27.27%
1Y
44.64%
3Y*
18.70%
5Y*
22.65%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. FANG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGRO
iShares Core Dividend Growth ETF
8.47%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%
FANG
Diamondback Energy, Inc.
33.36%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%

Correlation

The correlation between DGRO and FANG is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.39

Over the past year, the correlation between DGRO and FANG has dropped to 0.09 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

DGRO vs. FANG — Risk / Return Rank

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

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
Martin Ratio Rank

FANG
FANG Risk / Return Rank: 8080
Overall Rank
FANG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 7676
Sortino Ratio Rank
FANG Omega Ratio Rank: 7373
Omega Ratio Rank
FANG Calmar Ratio Rank: 8787
Calmar Ratio Rank
FANG Martin Ratio Rank: 8282
Martin Ratio Rank
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.

DGRO vs. FANG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) 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.


DGROFANGDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.42

1.24

+0.18

Calmar ratioReturn relative to maximum drawdown

3.40

3.58

-0.18

Martin ratioReturn relative to average drawdown

13.12

7.07

+6.05

DGRO vs. FANG - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.32, which is higher than the FANG Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DGRO and FANG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGROFANGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.43

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.60

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.23

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.47

+0.30

Drawdowns

DGRO vs. FANG - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for DGRO and FANG.


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Drawdown Indicators


DGROFANGDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-88.72%

+53.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-12.53%

+6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-42.10%

+28.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

-42.10%

+22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

-88.72%

+53.62%

Current Drawdown

Current decline from peak

-1.07%

-6.74%

+5.67%

Average Drawdown

Average peak-to-trough decline

-3.44%

-19.39%

+15.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

6.33%

-4.66%

Volatility

DGRO vs. FANG - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.32%, while Diamondback Energy, Inc. (FANG) has a volatility of 11.35%. This indicates that DGRO 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


DGROFANGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

11.35%

-9.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

23.88%

-16.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

31.51%

-21.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

37.98%

-24.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

49.06%

-32.43%

Dividends

DGRO vs. FANG - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.96%, less than FANG's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
FANG
Diamondback Energy, Inc.
2.09%2.66%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%

Frequently Asked Questions


DGRO and FANG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FANG has higher volatility (11.35%) compared to DGRO (2.32%). In terms of maximum drawdown, DGRO dropped -35.10% vs FANG's -88.72%.

DGRO currently has the higher Sharpe Ratio (2.32 vs 1.43), 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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