FANG vs. DVN
Compare and contrast key facts about Diamondback Energy, Inc. (FANG) and Devon Energy Corporation (DVN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FANG or DVN.
Performance
FANG vs. DVN - Performance Comparison
Returns By Period
In the year-to-date period, FANG achieves a 18.95% return, which is significantly higher than DVN's -12.66% return. Over the past 10 years, FANG has outperformed DVN with an annualized return of 12.73%, while DVN has yielded a comparatively lower -1.95% annualized return.
FANG
18.95%
-3.54%
-9.13%
18.13%
24.34%
12.73%
DVN
-12.66%
-5.39%
-21.00%
-11.23%
19.11%
-1.95%
Fundamentals
| FANG | DVN | |
|---|---|---|
| Market Cap | $52.53B | $25.19B |
| EPS | $17.33 | $5.40 |
| PE Ratio | 10.38 | 7.10 |
| PEG Ratio | 1.20 | 14.90 |
| Total Revenue (TTM) | $9.57B | $15.43B |
| Gross Profit (TTM) | $6.02B | $7.64B |
| EBITDA (TTM) | $6.51B | $7.26B |
Key characteristics
| FANG | DVN | |
|---|---|---|
| Sharpe Ratio | 0.67 | -0.47 |
| Sortino Ratio | 1.09 | -0.51 |
| Omega Ratio | 1.14 | 0.94 |
| Calmar Ratio | 0.96 | -0.22 |
| Martin Ratio | 2.53 | -0.79 |
| Ulcer Index | 7.28% | 14.69% |
| Daily Std Dev | 27.52% | 24.48% |
| Max Drawdown | -88.72% | -94.93% |
| Current Drawdown | -14.85% | -52.53% |
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Correlation
The correlation between FANG and DVN is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FANG vs. DVN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) 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.
Dividends
FANG vs. DVN - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 4.69%, less than DVN's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 4.69% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DVN Devon Energy Corporation | 5.20% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
Drawdowns
FANG vs. DVN - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for FANG and DVN. For additional features, visit the drawdowns tool.
Volatility
FANG vs. DVN - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 8.44% compared to Devon Energy Corporation (DVN) at 6.35%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FANG vs. DVN - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, 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.
Total Revenue: Total amount of money received from sales and other business activities