FANG vs. ROST
FANG (Diamondback Energy, Inc.) and ROST (Ross Stores, Inc.) are both stocks. FANG operates in Oil & Gas E&P (Energy), while ROST operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, FANG returned 10.83%/yr vs 17.29%/yr for ROST. At a 0.22 correlation, their price movements are largely independent.
Performance
FANG vs. ROST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FANG achieves a 29.28% return, which is significantly lower than ROST's 33.85% return. Over the past 10 years, FANG has underperformed ROST with an annualized return of 10.83%, while ROST has yielded a comparatively higher 17.29% 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%
ROST
- 1D
- 0.43%
- 1M
- 12.82%
- YTD
- 33.85%
- 6M
- 32.41%
- 1Y
- 83.78%
- 3Y*
- 32.49%
- 5Y*
- 16.14%
- 10Y*
- 17.29%
FANG vs. ROST - 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% |
ROST Ross Stores, Inc. | 33.85% | 20.41% | 10.39% | 20.64% | 2.94% | -6.03% | 5.81% | 41.72% | 4.78% | 23.53% |
Correlation
The correlation between FANG and ROST is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.22 |
Over the past year, the correlation between FANG and ROST has dropped to 0.01 - well below their long-term average of 0.22, suggesting their price drivers have been diverging.
Fundamentals
FANG:
$54.33B
ROST:
$77.14B
FANG:
$1.40
ROST:
$7.15
FANG:
137.12
ROST:
33.57
FANG:
3.64
ROST:
3.27
FANG:
1.49
ROST:
11.69
FANG:
$15.19B
ROST:
$23.78B
FANG:
$7.30B
ROST:
$4.95B
FANG:
$5.54B
ROST:
$3.62B
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. ROST — Risk / Return Rank
FANG
ROST
FANG vs. ROST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Ross Stores, Inc. (ROST). 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 | ROST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.63 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 10.52 | -7.96 |
| Martin ratioReturn relative to average drawdown | 4.99 | 38.37 | -33.38 |
Loading charts...
Drawdowns
FANG vs. ROST - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than ROST's maximum drawdown of -82.23%. Use the drawdown chart below to compare losses from any high point for FANG and ROST.
Loading charts...
Drawdown Indicators
| FANG | ROST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -82.23% | -6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -7.79% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -21.08% | -21.02% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -44.13% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -51.41% | -37.31% |
Current DrawdownCurrent decline from peak | -9.59% | 0.00% | -9.59% |
Average DrawdownAverage peak-to-trough decline | -19.37% | -17.93% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 2.25% | +4.18% |
Volatility
FANG vs. ROST - Volatility Comparison
Diamondback Energy, Inc. (FANG) and Ross Stores, Inc. (ROST) have volatilities of 11.03% and 10.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FANG | ROST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 10.90% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 18.51% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 24.63% | +6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.99% | 29.55% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.05% | 31.62% | +17.43% |
Dividends
FANG vs. ROST - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.16%, more than ROST's 0.71% 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% |
ROST Ross Stores, Inc. | 0.71% | 0.90% | 0.97% | 0.97% | 1.07% | 1.00% | 0.23% | 1.10% | 1.08% | 0.80% | 0.82% | 4.59% |
Financials
FANG vs. ROST - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Ross Stores, 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.
Total Revenue: Total amount of money received from sales and other business activities
FANG vs. ROST - 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%.
ROST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a gross profit of 0.00 and revenue of 6.01B. 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%.
ROST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported an operating income of 804.03M and revenue of 6.01B, resulting in an operating margin of 13.4%.
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%.
ROST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ross Stores, Inc. reported a net income of 649.96M and revenue of 6.01B, resulting in a net margin of 10.8%.
Frequently Asked Questions
FANG and ROST have a correlation of 0.01, 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 ROST (10.90%). In terms of maximum drawdown, FANG dropped -88.72% vs ROST's -82.23%.
ROST currently has the higher Sharpe Ratio (3.34 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.
Find the right allocation for FANG and ROST
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