PortfoliosLab logoPortfoliosLab logo
FANG vs. MAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FANG vs. MAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamondback Energy, Inc. (FANG) and Marriott International, Inc. (MAR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FANG having a 29.28% return and MAR slightly higher at 30.26%. Over the past 10 years, FANG has underperformed MAR with an annualized return of 10.83%, while MAR has yielded a comparatively higher 21.03% annualized return.


FANG

1D
0.28%
1M
-4.06%
YTD
29.28%
6M
24.04%
1Y
27.23%
3Y*
18.15%
5Y*
22.17%
10Y*
10.83%

MAR

1D
1.42%
1M
14.11%
YTD
30.26%
6M
35.28%
1Y
59.26%
3Y*
31.68%
5Y*
23.91%
10Y*
21.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FANG vs. MAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FANG
Diamondback Energy, Inc.
29.28%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%
MAR
Marriott International, Inc.
30.26%12.31%24.92%53.06%-9.34%25.26%-12.53%41.49%-19.05%66.24%

Correlation

The correlation between FANG and MAR is -0.11, 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

-0.11

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

0.10

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

0.22

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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2012

0.29

The correlation between FANG and MAR shifts across timeframes, from -0.11 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FANG:

$1.40

MAR:

$12.66

PE Ratio

FANG:

137.12

MAR:

31.80

PS Ratio

FANG:

3.64

MAR:

3.78

Total Revenue (TTM)

FANG:

$15.19B

MAR:

$21.73B

Gross Profit (TTM)

FANG:

$7.30B

MAR:

$1.31B

EBITDA (TTM)

FANG:

$5.54B

MAR:

$3.81B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FANG vs. MAR — Risk / Return Rank

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

FANG
FANG Risk / Return Rank: 7373
Overall Rank
FANG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 6868
Sortino Ratio Rank
FANG Omega Ratio Rank: 6565
Omega Ratio Rank
FANG Calmar Ratio Rank: 8181
Calmar Ratio Rank
FANG Martin Ratio Rank: 7777
Martin Ratio Rank

MAR
MAR Risk / Return Rank: 8989
Overall Rank
MAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MAR Sortino Ratio Rank: 9090
Sortino Ratio Rank
MAR Omega Ratio Rank: 8686
Omega Ratio Rank
MAR Calmar Ratio Rank: 9191
Calmar Ratio Rank
MAR Martin Ratio Rank: 9090
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. MAR - Risk-Adjusted Trends Comparison

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


FANGMARDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratioReturn relative to maximum drawdown

2.56

4.31

-1.75

Martin ratioReturn relative to average drawdown

4.99

10.89

-5.90

FANG vs. MAR - Sharpe Ratio Comparison

The current FANG Sharpe Ratio is 1.02, which is lower than the MAR Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FANG and MAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FANG vs. MAR - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, which is greater than MAR's maximum drawdown of -75.59%. Use the drawdown chart below to compare losses from any high point for FANG and MAR.


Loading charts...

Drawdown Indicators


FANGMARDifference

Max Drawdown

Largest peak-to-trough decline

-88.72%

-75.59%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-12.65%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-42.10%

-30.50%

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-30.50%

-11.60%

Max Drawdown (10Y)

Largest decline over 10 years

-88.72%

-61.26%

-27.46%

Current Drawdown

Current decline from peak

-9.59%

0.00%

-9.59%

Average Drawdown

Average peak-to-trough decline

-19.37%

-14.90%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

5.01%

+1.42%

Volatility

FANG vs. MAR - Volatility Comparison

Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to Marriott International, Inc. (MAR) at 6.92%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than MAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FANGMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

6.92%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

19.94%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

26.32%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.99%

28.84%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.05%

32.90%

+16.15%

Dividends

FANG vs. MAR - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 2.16%, more than MAR's 0.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MAR
Marriott International, Inc.
0.68%0.85%0.86%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%

Financials

FANG vs. MAR - Financials Comparison

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


1.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
4.24B
1.81B
(FANG) Total Revenue
(MAR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FANG and MAR have a correlation of -0.11, 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 MAR (6.92%). In terms of maximum drawdown, FANG dropped -88.72% vs MAR's -75.59%.

MAR currently has the higher Sharpe Ratio (2.07 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.

Portfolio Optimizer

Find the right allocation for FANG and MAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer