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DVN vs. FANG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DVN vs. FANG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) and Diamondback Energy, Inc. (FANG). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-21.64%
-9.21%
DVN
FANG

Returns By Period

In the year-to-date period, DVN achieves a -12.66% return, which is significantly lower than FANG's 18.95% return. Over the past 10 years, DVN has underperformed FANG with an annualized return of -1.95%, while FANG has yielded a comparatively higher 12.73% annualized return.


DVN

YTD

-12.66%

1M

-5.39%

6M

-21.00%

1Y

-11.23%

5Y (annualized)

19.11%

10Y (annualized)

-1.95%

FANG

YTD

18.95%

1M

-3.54%

6M

-9.13%

1Y

18.13%

5Y (annualized)

24.34%

10Y (annualized)

12.73%

Fundamentals


DVNFANG
Market Cap$25.19B$52.53B
EPS$5.40$17.33
PE Ratio7.1010.38
PEG Ratio14.901.20
Total Revenue (TTM)$15.43B$9.57B
Gross Profit (TTM)$7.64B$6.02B
EBITDA (TTM)$7.26B$6.51B

Key characteristics


DVNFANG
Sharpe Ratio-0.470.67
Sortino Ratio-0.511.09
Omega Ratio0.941.14
Calmar Ratio-0.220.96
Martin Ratio-0.792.53
Ulcer Index14.69%7.28%
Daily Std Dev24.48%27.52%
Max Drawdown-94.93%-88.72%
Current Drawdown-52.53%-14.85%

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Correlation

-0.50.00.51.00.7

The correlation between DVN and FANG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

DVN vs. FANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) 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 ratio
The chart of Sharpe ratio for DVN, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.470.67
The chart of Sortino ratio for DVN, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.00-0.511.09
The chart of Omega ratio for DVN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.14
The chart of Calmar ratio for DVN, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.96
The chart of Martin ratio for DVN, currently valued at -0.79, compared to the broader market0.0010.0020.0030.00-0.792.53
DVN
FANG

The current DVN Sharpe Ratio is -0.47, which is lower than the FANG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DVN and FANG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.47
0.67
DVN
FANG

Dividends

DVN vs. FANG - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 5.20%, more than FANG's 4.69% yield.


TTM20232022202120202019201820172016201520142013
DVN
Devon Energy Corporation
5.20%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
FANG
Diamondback Energy, Inc.
4.69%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DVN vs. FANG - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than FANG's maximum drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for DVN and FANG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.53%
-14.85%
DVN
FANG

Volatility

DVN vs. FANG - Volatility Comparison

The current volatility for Devon Energy Corporation (DVN) is 6.35%, while Diamondback Energy, Inc. (FANG) has a volatility of 8.44%. This indicates that DVN 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.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
8.44%
DVN
FANG

Financials

DVN vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between Devon Energy Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items