DVN vs. FANG
Compare and contrast key facts about Devon Energy Corporation (DVN) and Diamondback Energy, Inc. (FANG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVN or FANG.
Performance
DVN vs. FANG - Performance Comparison
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
-12.66%
-5.39%
-21.00%
-11.23%
19.11%
-1.95%
FANG
18.95%
-3.54%
-9.13%
18.13%
24.34%
12.73%
Fundamentals
DVN | FANG | |
---|---|---|
Market Cap | $25.19B | $52.53B |
EPS | $5.40 | $17.33 |
PE Ratio | 7.10 | 10.38 |
PEG Ratio | 14.90 | 1.20 |
Total Revenue (TTM) | $15.43B | $9.57B |
Gross Profit (TTM) | $7.64B | $6.02B |
EBITDA (TTM) | $7.26B | $6.51B |
Key characteristics
DVN | FANG | |
---|---|---|
Sharpe Ratio | -0.47 | 0.67 |
Sortino Ratio | -0.51 | 1.09 |
Omega Ratio | 0.94 | 1.14 |
Calmar Ratio | -0.22 | 0.96 |
Martin Ratio | -0.79 | 2.53 |
Ulcer Index | 14.69% | 7.28% |
Daily Std Dev | 24.48% | 27.52% |
Max Drawdown | -94.93% | -88.72% |
Current Drawdown | -52.53% | -14.85% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities