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FANG vs. BOTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FANG vs. BOTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamondback Energy, Inc. (FANG) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FANG achieves a 29.28% return, which is significantly higher than BOTZ's 2.46% return.


FANG

1D
0.28%
1M
-4.06%
YTD
29.28%
6M
24.04%
1Y
27.23%
3Y*
18.15%
5Y*
22.17%
10Y*
10.83%

BOTZ

1D
-0.38%
1M
-9.73%
YTD
2.46%
6M
2.47%
1Y
20.91%
3Y*
8.57%
5Y*
1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FANG vs. BOTZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FANG
Diamondback Energy, Inc.
29.28%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
2.46%14.17%12.26%38.97%-42.69%8.65%51.92%31.80%-28.34%58.01%

Correlation

The correlation between FANG and BOTZ is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.09

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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2016

0.27

The correlation between FANG and BOTZ shifts across timeframes, from -0.09 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FANG vs. BOTZ — Risk / Return Rank

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

FANG
FANG Risk / Return Rank: 7373
Overall Rank
FANG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 6868
Sortino Ratio Rank
FANG Omega Ratio Rank: 6565
Omega Ratio Rank
FANG Calmar Ratio Rank: 8181
Calmar Ratio Rank
FANG Martin Ratio Rank: 7777
Martin Ratio Rank

BOTZ
BOTZ Risk / Return Rank: 2525
Overall Rank
BOTZ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BOTZ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BOTZ Omega Ratio Rank: 2424
Omega Ratio Rank
BOTZ Calmar Ratio Rank: 2424
Calmar Ratio Rank
BOTZ Martin Ratio Rank: 2727
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.

FANG vs. BOTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FANGBOTZDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

2.56

0.99

+1.58

Martin ratioReturn relative to average drawdown

4.99

3.26

+1.73

FANG vs. BOTZ - Sharpe Ratio Comparison

The current FANG Sharpe Ratio is 1.02, which is higher than the BOTZ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FANG and BOTZ, 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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Drawdowns

FANG vs. BOTZ - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for FANG and BOTZ.


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Drawdown Indicators


FANGBOTZDifference

Max Drawdown

Largest peak-to-trough decline

-88.72%

-55.54%

-33.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-19.34%

+6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-42.10%

-29.02%

-13.08%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-55.54%

+13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-88.72%

Current Drawdown

Current decline from peak

-9.59%

-10.83%

+1.24%

Average Drawdown

Average peak-to-trough decline

-19.37%

-18.29%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

5.84%

+0.59%

Volatility

FANG vs. BOTZ - Volatility Comparison

Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 8.89%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FANGBOTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

8.89%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

19.49%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

25.07%

+6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.99%

26.90%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.05%

25.79%

+23.26%

Dividends

FANG vs. BOTZ - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 2.16%, more than BOTZ's 0.64% yield.


PositionTTM2025202420232022202120202019201820172016
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.64%0.66%0.13%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%
FANG
Diamondback Energy, Inc.
2.16%2.66%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%

Frequently Asked Questions


FANG and BOTZ have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FANG has higher volatility (11.03%) compared to BOTZ (8.89%). In terms of maximum drawdown, FANG dropped -88.72% vs BOTZ's -55.54%.

FANG currently has the higher Sharpe Ratio (1.02 vs 0.76), 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.

Portfolio Optimizer

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