FANG vs. NESN.SW
FANG (Diamondback Energy, Inc.) and NESN.SW (Nestlé S.A.) are both stocks. FANG operates in Oil & Gas E&P (Energy), while NESN.SW operates in Packaged Foods (Consumer Defensive). Over the past 10 years, FANG returned 11.24%/yr vs 5.59%/yr for NESN.SW. At a 0.04 correlation, their price movements are largely independent.
Performance
FANG vs. NESN.SW - Performance Comparison
Loading charts...
Different Trading Currencies
FANG is traded in USD, while NESN.SW is traded in CHF. To make them comparable, the NESN.SW values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FANG achieves a 33.36% return, which is significantly higher than NESN.SW's 1.70% return. Over the past 10 years, FANG has outperformed NESN.SW with an annualized return of 11.24%, while NESN.SW has yielded a comparatively lower 5.59% 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%
NESN.SW
- 1D
- -0.42%
- 1M
- -2.63%
- YTD
- 1.70%
- 6M
- 4.16%
- 1Y
- -4.09%
- 3Y*
- -3.42%
- 5Y*
- -1.99%
- 10Y*
- 5.59%
FANG vs. NESN.SW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 33.36% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
NESN.SW Nestlé S.A. | 1.70% | 24.36% | -26.18% | 2.56% | -15.00% | 20.99% | 12.29% | 36.91% | -2.79% | 23.65% |
Correlation
The correlation between FANG and NESN.SW 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 | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.04 |
The correlation between FANG and NESN.SW shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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. NESN.SW — Risk / Return Rank
FANG
NESN.SW
FANG vs. NESN.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Nestlé S.A. (NESN.SW). 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 | NESN.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.98 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.28 | +3.86 |
| Martin ratioReturn relative to average drawdown | 7.07 | -0.52 | +7.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FANG | NESN.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | -0.22 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.10 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.31 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Drawdowns
FANG vs. NESN.SW - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than NESN.SW's maximum drawdown of -40.53%. Use the drawdown chart below to compare losses from any high point for FANG and NESN.SW.
Loading charts...
Drawdown Indicators
| FANG | NESN.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -40.53% | -48.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -17.25% | +4.72% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -32.86% | -9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -38.13% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -38.13% | -50.59% |
Current DrawdownCurrent decline from peak | -6.74% | -19.70% | +12.96% |
Average DrawdownAverage peak-to-trough decline | -19.39% | -9.37% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 9.50% | -3.17% |
Volatility
FANG vs. NESN.SW - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.35% compared to Nestlé S.A. (NESN.SW) at 5.89%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FANG | NESN.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 5.89% | +5.46% |
Volatility (6M)Calculated over the trailing 6-month period | 23.88% | 15.63% | +8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.51% | 22.84% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.98% | 19.92% | +18.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.06% | 18.15% | +30.91% |
Dividends
FANG vs. NESN.SW - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.09%, less than NESN.SW's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 2.09% | 2.66% | 5.06% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% |
NESN.SW Nestlé S.A. | 4.04% | 3.87% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% |
Financials
FANG vs. NESN.SW - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Nestlé S.A.. 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
Frequently Asked Questions
FANG and NESN.SW 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.
Find the right allocation for FANG and NESN.SW
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