FANG vs. CVX
Compare and contrast key facts about Diamondback Energy, Inc. (FANG) and Chevron Corporation (CVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FANG or CVX.
Key characteristics
| FANG | CVX | |
|---|---|---|
| YTD Return | 20.46% | -4.08% |
| 1Y Return | 23.23% | -13.24% |
| 3Y Return (Ann) | 41.41% | 17.14% |
| 5Y Return (Ann) | 18.50% | 7.92% |
| 10Y Return (Ann) | 11.42% | 5.43% |
| Sharpe Ratio | 0.89 | -0.64 |
| Daily Std Dev | 24.95% | 20.70% |
| Max Drawdown | -88.72% | -58.22% |
| Current Drawdown | -13.77% | -20.82% |
Fundamentals
| FANG | CVX | |
|---|---|---|
| Market Cap | $32.83B | $255.75B |
| EPS | $18.87 | $10.10 |
| PE Ratio | 9.52 | 13.72 |
| PEG Ratio | 1.20 | 2.61 |
| Total Revenue (TTM) | $9.27B | $195.50B |
| Gross Profit (TTM) | $5.84B | $36.35B |
| EBITDA (TTM) | $6.51B | $38.67B |
Correlation
The correlation between FANG and CVX is 0.63, 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.
Performance
FANG vs. CVX - Performance Comparison
In the year-to-date period, FANG achieves a 20.46% return, which is significantly higher than CVX's -4.08% return. Over the past 10 years, FANG has outperformed CVX with an annualized return of 11.42%, while CVX has yielded a comparatively lower 5.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FANG vs. CVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Chevron Corporation (CVX). 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.
Dividends
FANG vs. CVX - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 5.99%, more than CVX's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 5.99% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.62% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Drawdowns
FANG vs. CVX - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than CVX's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for FANG and CVX. For additional features, visit the drawdowns tool.
Volatility
FANG vs. CVX - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 8.14% compared to Chevron Corporation (CVX) at 5.06%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FANG vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Chevron 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.
Total Revenue: Total amount of money received from sales and other business activities