FANG vs. SPTI
FANG (Diamondback Energy, Inc.) is a stock, while SPTI (SPDR Portfolio Intermediate Term Treasury ETF) is Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index. Over the past 10 years, FANG returned 10.83%/yr vs 1.31%/yr for SPTI. At a correlation of -0.19, they often move in opposite directions.
Performance
FANG vs. SPTI - 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 SPTI's -0.31% return. Over the past 10 years, FANG has outperformed SPTI with an annualized return of 10.83%, while SPTI has yielded a comparatively lower 1.31% 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%
SPTI
- 1D
- -0.18%
- 1M
- 0.08%
- YTD
- -0.31%
- 6M
- 0.01%
- 1Y
- 3.39%
- 3Y*
- 3.70%
- 5Y*
- -0.00%
- 10Y*
- 1.31%
FANG vs. SPTI - 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% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -2.55% | 7.70% | 6.01% | 2.27% | 1.04% |
Correlation
The correlation between FANG and SPTI is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | -0.19 |
The correlation between FANG and SPTI shifts across timeframes, from -0.28 (1 year) to -0.15 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FANG vs. SPTI — Risk / Return Rank
FANG
SPTI
FANG vs. SPTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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 | SPTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.14 | +1.42 |
| Martin ratioReturn relative to average drawdown | 4.99 | 3.22 | +1.77 |
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Drawdowns
FANG vs. SPTI - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than SPTI's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for FANG and SPTI.
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Drawdown Indicators
| FANG | SPTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -16.12% | -72.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -2.80% | -9.73% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -4.35% | -37.75% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -15.06% | -27.04% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -16.12% | -72.60% |
Current DrawdownCurrent decline from peak | -9.59% | -2.28% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -19.37% | -2.92% | -16.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 0.99% | +5.44% |
Volatility
FANG vs. SPTI - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to SPDR Portfolio Intermediate Term Treasury ETF (SPTI) at 1.13%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than SPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | SPTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 1.13% | +9.90% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 2.40% | +21.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 3.37% | +28.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.99% | 5.36% | +32.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.05% | 4.38% | +44.67% |
Dividends
FANG vs. SPTI - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.16%, less than SPTI's 3.86% 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% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
FANG and SPTI have a correlation of -0.28, 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 SPTI (1.13%). In terms of maximum drawdown, FANG dropped -88.72% vs SPTI's -16.12%.
FANG currently has the higher Sharpe Ratio (1.02 vs 0.95), 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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