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

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.


-0.50.00.51.00.7

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.

0.00%500.00%1,000.00%AugustSeptemberOctoberNovemberDecember2025
-8.66%
1,194.70%
DVN
FANG

Key characteristics

Sharpe Ratio

DVN:

-0.17

FANG:

0.91

Sortino Ratio

DVN:

-0.07

FANG:

1.37

Omega Ratio

DVN:

0.99

FANG:

1.18

Calmar Ratio

DVN:

-0.07

FANG:

0.98

Martin Ratio

DVN:

-0.22

FANG:

2.48

Ulcer Index

DVN:

19.87%

FANG:

10.34%

Daily Std Dev

DVN:

25.45%

FANG:

28.15%

Max Drawdown

DVN:

-94.93%

FANG:

-88.72%

Current Drawdown

DVN:

-52.87%

FANG:

-13.12%

Fundamentals

Market Cap

DVN:

$25.24B

FANG:

$52.61B

EPS

DVN:

$5.40

FANG:

$17.44

PE Ratio

DVN:

7.03

FANG:

10.33

PEG Ratio

DVN:

14.90

FANG:

1.20

Total Revenue (TTM)

DVN:

$11.32B

FANG:

$7.36B

Gross Profit (TTM)

DVN:

$3.33B

FANG:

$4.77B

EBITDA (TTM)

DVN:

$5.43B

FANG:

$4.93B

Returns By Period

In the year-to-date period, DVN achieves a 15.95% return, which is significantly higher than FANG's 9.98% return. Over the past 10 years, DVN has underperformed FANG with an annualized return of -1.27%, while FANG has yielded a comparatively higher 12.73% annualized return.


DVN

YTD

15.95%

1M

24.34%

6M

-19.10%

1Y

-4.12%

5Y*

14.51%

10Y*

-1.27%

FANG

YTD

9.98%

1M

17.72%

6M

-10.81%

1Y

24.59%

5Y*

20.20%

10Y*

12.73%

*Annualized

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Risk-Adjusted Performance

DVN vs. FANG — Risk-Adjusted Performance Rank

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

DVN
The Risk-Adjusted Performance Rank of DVN is 3636
Overall Rank
The Sharpe Ratio Rank of DVN is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 3030
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 4141
Martin Ratio Rank

FANG
The Risk-Adjusted Performance Rank of FANG is 7272
Overall Rank
The Sharpe Ratio Rank of FANG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FANG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FANG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FANG is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.17, compared to the broader market-2.000.002.004.00-0.170.91
The chart of Sortino ratio for DVN, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.071.37
The chart of Omega ratio for DVN, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.18
The chart of Calmar ratio for DVN, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.98
The chart of Martin ratio for DVN, currently valued at -0.22, compared to the broader market-10.000.0010.0020.0030.00-0.222.48
DVN
FANG

The current DVN Sharpe Ratio is -0.17, which is lower than the FANG Sharpe Ratio of 0.91. 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.17
0.91
DVN
FANG

Dividends

DVN vs. FANG - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 3.82%, less than FANG's 4.60% yield.


TTM20242023202220212020201920182017201620152014
DVN
Devon Energy Corporation
3.82%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%
FANG
Diamondback Energy, Inc.
4.60%5.06%5.15%6.55%1.62%3.10%0.74%0.40%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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.92%
-13.12%
DVN
FANG

Volatility

DVN vs. FANG - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 7.88% compared to Diamondback Energy, Inc. (FANG) at 6.04%. This indicates that DVN's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
7.88%
6.04%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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