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

Correlation

The correlation between FANG and APA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FANG vs. APA - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.44%
-25.77%
FANG
APA

Key characteristics

Sharpe Ratio

FANG:

0.06

APA:

-1.15

Sortino Ratio

FANG:

0.28

APA:

-1.63

Omega Ratio

FANG:

1.04

APA:

0.80

Calmar Ratio

FANG:

0.07

APA:

-0.50

Martin Ratio

FANG:

0.19

APA:

-1.75

Ulcer Index

FANG:

9.07%

APA:

23.51%

Daily Std Dev

FANG:

28.18%

APA:

35.79%

Max Drawdown

FANG:

-88.72%

APA:

-96.73%

Current Drawdown

FANG:

-26.20%

APA:

-81.82%

Fundamentals

Market Cap

FANG:

$46.76B

APA:

$7.79B

EPS

FANG:

$17.33

APA:

$7.04

PE Ratio

FANG:

9.24

APA:

2.99

PEG Ratio

FANG:

1.20

APA:

0.17

Total Revenue (TTM)

FANG:

$9.57B

APA:

$9.19B

Gross Profit (TTM)

FANG:

$6.02B

APA:

$4.02B

EBITDA (TTM)

FANG:

$6.66B

APA:

$4.28B

Returns By Period

In the year-to-date period, FANG achieves a 3.09% return, which is significantly higher than APA's -40.96% return. Over the past 10 years, FANG has outperformed APA with an annualized return of 12.19%, while APA has yielded a comparatively lower -8.82% annualized return.


FANG

YTD

3.09%

1M

-15.02%

6M

-19.23%

1Y

2.60%

5Y*

16.74%

10Y*

12.19%

APA

YTD

-40.96%

1M

-6.57%

6M

-26.33%

1Y

-40.36%

5Y*

-0.07%

10Y*

-8.82%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FANG vs. APA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Apache Corporation (APA). 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 FANG, currently valued at 0.06, compared to the broader market-4.00-2.000.002.000.06-1.15
The chart of Sortino ratio for FANG, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.000.28-1.63
The chart of Omega ratio for FANG, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.80
The chart of Calmar ratio for FANG, currently valued at 0.07, compared to the broader market0.002.004.006.000.07-0.55
The chart of Martin ratio for FANG, currently valued at 0.19, compared to the broader market0.0010.0020.000.19-1.75
FANG
APA

The current FANG Sharpe Ratio is 0.06, which is higher than the APA Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of FANG and APA, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
-1.15
FANG
APA

Dividends

FANG vs. APA - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 5.42%, more than APA's 4.88% yield.


TTM20232022202120202019201820172016201520142013
FANG
Diamondback Energy, Inc.
5.42%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
APA
Apache Corporation
4.88%2.79%1.34%0.51%2.29%3.91%3.81%2.37%1.58%2.25%1.52%0.90%

Drawdowns

FANG vs. APA - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, smaller than the maximum APA drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for FANG and APA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.20%
-75.40%
FANG
APA

Volatility

FANG vs. APA - Volatility Comparison

The current volatility for Diamondback Energy, Inc. (FANG) is 7.42%, while Apache Corporation (APA) has a volatility of 8.71%. This indicates that FANG experiences smaller price fluctuations and is considered to be less risky than APA 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%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.42%
8.71%
FANG
APA

Financials

FANG vs. APA - Financials Comparison

This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Apache 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


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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