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EOG vs. DVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EOG vs. DVN - Performance Comparison

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

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Returns By Period

In the year-to-date period, EOG achieves a 37.09% return, which is significantly higher than DVN's 26.73% return. Over the past 10 years, EOG has outperformed DVN with an annualized return of 9.32%, while DVN has yielded a comparatively lower 6.25% annualized return.


EOG

1D
2.11%
1M
-0.08%
YTD
37.09%
6M
29.10%
1Y
29.89%
3Y*
12.01%
5Y*
15.67%
10Y*
9.32%

DVN

1D
-0.09%
1M
-9.91%
YTD
26.73%
6M
23.96%
1Y
48.00%
3Y*
1.45%
5Y*
13.05%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOG vs. DVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOG
EOG Resources, Inc.
37.09%-11.37%4.30%-2.03%56.88%88.62%-38.64%-2.82%-18.66%7.47%
DVN
Devon Energy Corporation
26.73%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%

Correlation

The correlation between EOG and DVN is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.82

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

0.84

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 18, 1992

0.66

The correlation between EOG and DVN shifts across timeframes, from 0.66 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

EOG:

$10.16

DVN:

$4.54

PE Ratio

EOG:

13.93

DVN:

10.18

PEG Ratio

EOG:

1.77

DVN:

0.78

PS Ratio

EOG:

3.26

DVN:

1.79

Total Revenue (TTM)

EOG:

$23.48B

DVN:

$12.24B

Gross Profit (TTM)

EOG:

$11.38B

DVN:

$2.67B

EBITDA (TTM)

EOG:

$14.73B

DVN:

$5.67B

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Return for Risk

EOG vs. DVN — Risk / Return Rank

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

EOG
EOG Risk / Return Rank: 6969
Overall Rank
EOG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EOG Sortino Ratio Rank: 6868
Sortino Ratio Rank
EOG Omega Ratio Rank: 6565
Omega Ratio Rank
EOG Calmar Ratio Rank: 7070
Calmar Ratio Rank
EOG Martin Ratio Rank: 6767
Martin Ratio Rank

DVN
DVN Risk / Return Rank: 7878
Overall Rank
DVN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 7575
Sortino Ratio Rank
DVN Omega Ratio Rank: 7272
Omega Ratio Rank
DVN Calmar Ratio Rank: 8383
Calmar Ratio Rank
DVN Martin Ratio Rank: 8181
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.

EOG vs. DVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EOG Resources, Inc. (EOG) 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.


EOGDVNDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.62

3.16

-1.53

Martin ratioReturn relative to average drawdown

3.16

7.42

-4.26

EOG vs. DVN - Sharpe Ratio Comparison

The current EOG Sharpe Ratio is 1.15, which is comparable to the DVN Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of EOG and DVN, 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


EOGDVNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.44

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.32

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.13

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.21

+0.13

Drawdowns

EOG vs. DVN - Drawdown Comparison

The maximum EOG drawdown since its inception was -77.13%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for EOG and DVN.


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Drawdown Indicators


EOGDVNDifference

Max Drawdown

Largest peak-to-trough decline

-77.13%

-94.93%

+17.80%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-15.29%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-23.72%

-49.22%

+25.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

-61.45%

+28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-77.13%

-88.51%

+11.38%

Current Drawdown

Current decline from peak

-4.86%

-40.91%

+36.05%

Average Drawdown

Average peak-to-trough decline

-21.98%

-35.93%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

6.49%

+2.99%

Volatility

EOG vs. DVN - Volatility Comparison

The current volatility for EOG Resources, Inc. (EOG) is 9.40%, while Devon Energy Corporation (DVN) has a volatility of 13.29%. This indicates that EOG experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOGDVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

13.29%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.76%

25.38%

-4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

33.49%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.91%

41.01%

-8.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.16%

49.64%

-10.48%

Dividends

EOG vs. DVN - Dividend Comparison

EOG's dividend yield for the trailing twelve months is around 2.85%, more than DVN's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DVN
Devon Energy Corporation
2.08%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%
EOG
EOG Resources, Inc.
2.85%3.76%2.97%4.80%6.79%5.19%2.83%1.21%0.87%0.62%0.66%0.95%

Financials

EOG vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between EOG Resources, Inc. 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B20222023202420252026
6.76B
3.81M
(EOG) Total Revenue
(DVN) Total Revenue
Values in USD except per share items

EOG vs. DVN - Profitability Comparison

The chart below illustrates the profitability comparison between EOG Resources, Inc. and Devon Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
EOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported a gross profit of 0.00 and revenue of 6.76B. Therefore, the gross margin over that period was 0.0%.

DVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported a gross profit of 0.00 and revenue of 3.81M. Therefore, the gross margin over that period was 0.0%.

EOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported an operating income of 2.60B and revenue of 6.76B, resulting in an operating margin of 38.4%.

DVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported an operating income of 0.00 and revenue of 3.81M, resulting in an operating margin of 0.0%.

EOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EOG Resources, Inc. reported a net income of 1.98B and revenue of 6.76B, resulting in a net margin of 29.3%.

DVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Devon Energy Corporation reported a net income of 120.00K and revenue of 3.81M, resulting in a net margin of 3.2%.


Frequently Asked Questions


EOG and DVN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVN has higher volatility (13.29%) compared to EOG (9.40%). In terms of maximum drawdown, EOG dropped -77.13% vs DVN's -94.93%.

DVN currently has the higher Sharpe Ratio (1.44 vs 1.15), 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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