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FANG vs. CSWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FANG vs. CSWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamondback Energy, Inc. (FANG) and Capital Southwest Corporation (CSWC). 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 CSWC's 11.14% return. Over the past 10 years, FANG has underperformed CSWC with an annualized return of 10.83%, while CSWC has yielded a comparatively higher 17.30% annualized return.


FANG

1D
0.28%
1M
-3.93%
YTD
29.28%
6M
24.04%
1Y
31.98%
3Y*
18.15%
5Y*
22.17%
10Y*
10.83%

CSWC

1D
0.51%
1M
1.24%
YTD
11.14%
6M
11.81%
1Y
24.99%
3Y*
18.73%
5Y*
8.54%
10Y*
17.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FANG vs. CSWC - 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%
CSWC
Capital Southwest Corporation
11.14%14.28%2.14%56.10%-24.63%57.40%-1.56%22.80%29.52%9.99%

Correlation

The correlation between FANG and CSWC is 0.06, 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

0.06

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

0.16

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

0.25

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

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2012

0.21

The correlation between FANG and CSWC shifts across timeframes, from 0.06 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FANG:

$54.33B

CSWC:

$1.47B

EPS

FANG:

$1.40

CSWC:

$1.76

PE Ratio

FANG:

137.12

CSWC:

13.38

PS Ratio

FANG:

3.64

CSWC:

6.81

PB Ratio

FANG:

1.49

CSWC:

1.45

Total Revenue (TTM)

FANG:

$15.19B

CSWC:

$222.04M

Gross Profit (TTM)

FANG:

$7.30B

CSWC:

$172.70M

EBITDA (TTM)

FANG:

$5.54B

CSWC:

$142.78M

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Return for Risk

FANG vs. CSWC — 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

CSWC
CSWC Risk / Return Rank: 7676
Overall Rank
CSWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CSWC Sortino Ratio Rank: 7676
Sortino Ratio Rank
CSWC Omega Ratio Rank: 7474
Omega Ratio Rank
CSWC Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSWC Martin Ratio Rank: 7777
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. CSWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Capital Southwest Corporation (CSWC). 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.


FANGCSWCDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

2.56

1.59

+0.97

Martin ratioReturn relative to average drawdown

4.99

5.13

-0.14

FANG vs. CSWC - Sharpe Ratio Comparison

The current FANG Sharpe Ratio is 1.02, which is comparable to the CSWC Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FANG and CSWC, 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. CSWC - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, which is greater than CSWC's maximum drawdown of -68.33%. Use the drawdown chart below to compare losses from any high point for FANG and CSWC.


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Drawdown Indicators


FANGCSWCDifference

Max Drawdown

Largest peak-to-trough decline

-88.72%

-68.33%

-20.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-15.75%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-42.10%

-27.74%

-14.36%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-33.66%

-8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-88.72%

-61.15%

-27.57%

Current Drawdown

Current decline from peak

-9.59%

-2.34%

-7.25%

Average Drawdown

Average peak-to-trough decline

-19.37%

-18.35%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

4.89%

+1.54%

Volatility

FANG vs. CSWC - Volatility Comparison

Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to Capital Southwest Corporation (CSWC) at 5.25%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than CSWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FANGCSWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

5.25%

+5.78%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

13.93%

+10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

18.98%

+12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.99%

22.65%

+15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.05%

27.40%

+21.65%

Dividends

FANG vs. CSWC - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 2.16%, less than CSWC's 12.52% yield.


PositionTTM20252024202320222021202020192018201720162015
CSWC
Capital Southwest Corporation
12.52%11.56%11.59%10.21%12.46%10.13%11.49%13.07%10.77%7.01%2.35%216.86%
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%0.00%

Financials

FANG vs. CSWC - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20222023202420252026
4.24B
54.00M
(FANG) Total Revenue
(CSWC) Total Revenue
Values in USD except per share items

FANG vs. CSWC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
90.9%
100.0%
Portfolio components
FANG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported a gross profit of 3.85B and revenue of 4.24B. Therefore, the gross margin over that period was 90.9%.

CSWC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a gross profit of 54.00M and revenue of 54.00M. Therefore, the gross margin over that period was 100.0%.

FANG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported an operating income of 30.00M and revenue of 4.24B, resulting in an operating margin of 0.7%.

CSWC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported an operating income of 44.66M and revenue of 54.00M, resulting in an operating margin of 82.7%.

FANG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diamondback Energy, Inc. reported a net income of 144.00M and revenue of 4.24B, resulting in a net margin of 3.4%.

CSWC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital Southwest Corporation reported a net income of 27.48M and revenue of 54.00M, resulting in a net margin of 50.9%.


Frequently Asked Questions


FANG and CSWC have a correlation of 0.06, 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 CSWC (5.25%). In terms of maximum drawdown, FANG dropped -88.72% vs CSWC's -68.33%.

CSWC currently has the higher Sharpe Ratio (1.33 vs 1.02), 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

Find the right allocation for FANG and CSWC

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