FANG vs. LLY
FANG (Diamondback Energy, Inc.) and LLY (Eli Lilly and Company) are both stocks. FANG operates in Oil & Gas E&P (Energy), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, FANG returned 10.83%/yr vs 33.45%/yr for LLY. At a 0.11 correlation, their price movements are largely independent.
Performance
FANG vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, FANG achieves a 29.28% return, which is significantly higher than LLY's 5.78% return. Over the past 10 years, FANG has underperformed LLY with an annualized return of 10.83%, while LLY has yielded a comparatively higher 33.45% 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%
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
FANG vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 29.28% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between FANG and LLY is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.11 |
The correlation between FANG and LLY shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FANG:
$54.33B
LLY:
$1.02T
FANG:
$1.40
LLY:
$28.14
FANG:
137.12
LLY:
40.26
FANG:
3.64
LLY:
14.08
FANG:
1.49
LLY:
32.54
FANG:
$15.19B
LLY:
$72.25B
FANG:
$7.30B
LLY:
$59.75B
FANG:
$5.54B
LLY:
$32.97B
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Return for Risk
FANG vs. LLY — Risk / Return Rank
FANG
LLY
FANG vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Eli Lilly and Company (LLY). 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.
| FANG | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.72 | +0.84 |
| Martin ratioReturn relative to average drawdown | 4.99 | 4.28 | +0.71 |
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Drawdowns
FANG vs. LLY - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FANG and LLY.
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Drawdown Indicators
| FANG | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -68.24% | -20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -23.64% | +11.11% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -34.48% | -7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -34.48% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -34.48% | -54.24% |
Current DrawdownCurrent decline from peak | -9.59% | -2.41% | -7.18% |
Average DrawdownAverage peak-to-trough decline | -19.37% | -19.21% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 9.49% | -3.06% |
Volatility
FANG vs. LLY - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 9.27% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 27.16% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 38.01% | -6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.99% | 32.46% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.05% | 30.19% | +18.86% |
Dividends
FANG vs. LLY - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.16%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
FANG vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Eli Lilly and Company. 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
FANG vs. LLY - Profitability Comparison
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%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
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%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
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%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
FANG and LLY have a correlation of -0.08, 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 LLY (9.27%). In terms of maximum drawdown, FANG dropped -88.72% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 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.
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