FANG vs. EWN
FANG (Diamondback Energy, Inc.) is a stock, while EWN (iShares MSCI Netherlands ETF) is Europe Equities fund tracking the MSCI Netherlands Investable Market Index. Over the past 10 years, FANG returned 11.82%/yr vs 12.79%/yr for EWN. At a 0.28 correlation, their price movements are largely independent.
Performance
FANG vs. EWN - Performance Comparison
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Returns By Period
In the year-to-date period, FANG achieves a 41.70% return, which is significantly higher than EWN's 18.09% return. Over the past 10 years, FANG has underperformed EWN with an annualized return of 11.82%, while EWN has yielded a comparatively higher 12.79% annualized return.
FANG
- 1D
- 4.05%
- 1M
- -0.91%
- YTD
- 41.70%
- 6M
- 34.50%
- 1Y
- 51.83%
- 3Y*
- 21.41%
- 5Y*
- 24.85%
- 10Y*
- 11.82%
EWN
- 1D
- -1.30%
- 1M
- 8.53%
- YTD
- 18.09%
- 6M
- 18.14%
- 1Y
- 33.81%
- 3Y*
- 19.93%
- 5Y*
- 8.69%
- 10Y*
- 12.79%
FANG vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 41.70% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
EWN iShares MSCI Netherlands ETF | 18.09% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
Correlation
The correlation between FANG and EWN is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.28 |
The correlation between FANG and EWN shifts across timeframes, from -0.19 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FANG vs. EWN — Risk / Return Rank
FANG
EWN
FANG vs. EWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and iShares MSCI Netherlands ETF (EWN). 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.
| FANG | EWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 2.57 | +1.59 |
| Martin ratioReturn relative to average drawdown | 8.28 | 9.70 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FANG | EWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.73 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.38 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.60 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.31 | +0.17 |
Drawdowns
FANG vs. EWN - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than EWN's maximum drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for FANG and EWN.
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Drawdown Indicators
| FANG | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -65.22% | -23.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -13.24% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -19.77% | -22.33% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -43.57% | +1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -43.57% | -45.15% |
Current DrawdownCurrent decline from peak | -0.91% | -1.30% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -19.40% | -16.35% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.28% | 3.49% | +2.79% |
Volatility
FANG vs. EWN - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.40% compared to iShares MSCI Netherlands ETF (EWN) at 7.50%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | EWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.40% | 7.50% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 16.37% | +6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.01% | 19.68% | +11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.88% | 22.88% | +15.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.03% | 21.36% | +27.67% |
Dividends
FANG vs. EWN - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 1.97%, less than EWN's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 4.26% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
FANG Diamondback Energy, Inc. | 1.97% | 2.66% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FANG and EWN have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FANG has higher volatility (11.40%) compared to EWN (7.50%). In terms of maximum drawdown, FANG dropped -88.72% vs EWN's -65.22%.
EWN currently has the higher Sharpe Ratio (1.73 vs 1.69), 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.
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