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

Performance

FANG vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamondback Energy, Inc. (FANG) and Cheniere Energy, Inc. (LNG). 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 33.36% return, which is significantly higher than LNG's 22.32% return. Over the past 10 years, FANG has underperformed LNG with an annualized return of 11.24%, while LNG has yielded a comparatively higher 21.91% annualized return.


FANG

1D
2.89%
1M
5.61%
YTD
33.36%
6M
27.27%
1Y
44.64%
3Y*
18.70%
5Y*
22.65%
10Y*
11.24%

LNG

1D
-0.93%
1M
-1.23%
YTD
22.32%
6M
18.42%
1Y
-1.71%
3Y*
18.32%
5Y*
22.98%
10Y*
21.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FANG vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FANG
Diamondback Energy, Inc.
33.36%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%
LNG
Cheniere Energy, Inc.
22.32%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Correlation

The correlation between FANG and LNG is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.44

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

0.50

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

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2012

0.47

Fundamentals

Market Cap

FANG:

$56.05B

LNG:

$49.81B

EPS

FANG:

$1.40

LNG:

$6.80

PE Ratio

FANG:

141.45

LNG:

34.79

PS Ratio

FANG:

3.75

LNG:

2.53

PB Ratio

FANG:

1.54

LNG:

13.26

Total Revenue (TTM)

FANG:

$15.19B

LNG:

$20.28B

Gross Profit (TTM)

FANG:

$7.30B

LNG:

$5.52B

EBITDA (TTM)

FANG:

$5.54B

LNG:

$5.81B

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Return for Risk

FANG vs. LNG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FANG
FANG Risk / Return Rank: 8080
Overall Rank
FANG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 7676
Sortino Ratio Rank
FANG Omega Ratio Rank: 7373
Omega Ratio Rank
FANG Calmar Ratio Rank: 8787
Calmar Ratio Rank
FANG Martin Ratio Rank: 8282
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 3737
Overall Rank
LNG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 3434
Sortino Ratio Rank
LNG Omega Ratio Rank: 3434
Omega Ratio Rank
LNG Calmar Ratio Rank: 4040
Calmar Ratio Rank
LNG Martin Ratio Rank: 4040
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. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Cheniere Energy, Inc. (LNG). 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.


FANGLNGDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.24

1.01

+0.22

Calmar ratioReturn relative to maximum drawdown

3.58

-0.07

+3.65

Martin ratioReturn relative to average drawdown

7.07

-0.15

+7.22

FANG vs. LNG - Sharpe Ratio Comparison

The current FANG Sharpe Ratio is 1.43, which is higher than the LNG Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FANG and LNG, 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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Sharpe Ratios by Period


FANGLNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.06

+1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.76

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.68

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.16

+0.31

Drawdowns

FANG vs. LNG - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for FANG and LNG.


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Drawdown Indicators


FANGLNGDifference

Max Drawdown

Largest peak-to-trough decline

-88.72%

-97.84%

+9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-24.09%

+11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-42.10%

-24.87%

-17.23%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-24.87%

-17.23%

Max Drawdown (10Y)

Largest decline over 10 years

-88.72%

-57.53%

-31.19%

Current Drawdown

Current decline from peak

-6.74%

-20.12%

+13.38%

Average Drawdown

Average peak-to-trough decline

-19.39%

-43.16%

+23.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

11.67%

-5.34%

Volatility

FANG vs. LNG - Volatility Comparison

Diamondback Energy, Inc. (FANG) has a higher volatility of 11.35% compared to Cheniere Energy, Inc. (LNG) at 7.91%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FANGLNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.35%

7.91%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

23.88%

21.87%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

31.51%

27.75%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.98%

30.28%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.06%

32.59%

+16.47%

Dividends

FANG vs. LNG - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 2.09%, more than LNG's 0.92% yield.


PositionTTM20252024202320222021202020192018
FANG
Diamondback Energy, Inc.
2.09%2.66%5.06%5.15%6.55%1.62%3.10%0.74%0.40%
LNG
Cheniere Energy, Inc.
0.92%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%

Financials

FANG vs. LNG - Financials Comparison

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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
4.24B
5.87B
(FANG) Total Revenue
(LNG) Total Revenue
Values in USD except per share items

FANG vs. LNG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
90.9%
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%.

LNG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a gross profit of 0.00 and revenue of 5.87B. Therefore, the gross margin over that period was 0.0%.

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%.

LNG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported an operating income of -3.49B and revenue of 5.87B, resulting in an operating margin of -59.4%.

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%.

LNG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a net income of -3.50B and revenue of 5.87B, resulting in a net margin of -59.7%.


Frequently Asked Questions


FANG and LNG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FANG has higher volatility (11.35%) compared to LNG (7.91%). In terms of maximum drawdown, FANG dropped -88.72% vs LNG's -97.84%.

FANG currently has the higher Sharpe Ratio (1.43 vs -0.06), 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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