FANG vs. T
FANG (Diamondback Energy, Inc.) and T (AT&T Inc.) are both stocks. FANG operates in Oil & Gas E&P (Energy), while T operates in Telecom Services (Communication Services). Over the past 10 years, FANG returned 10.83%/yr vs 3.33%/yr for T. At a 0.19 correlation, their price movements are largely independent.
Performance
FANG vs. T - 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 T's -2.96% return. Over the past 10 years, FANG has outperformed T with an annualized return of 10.83%, while T has yielded a comparatively lower 3.33% annualized return.
FANG
- 1D
- 0.28%
- 1M
- -3.93%
- YTD
- 29.28%
- 6M
- 24.04%
- 1Y
- 31.98%
- 3Y*
- 18.15%
- 5Y*
- 22.17%
- 10Y*
- 10.83%
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
FANG vs. T - 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% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between FANG and T is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.19 |
The correlation between FANG and T shifts across timeframes, from -0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FANG:
$1.40
T:
$3.04
FANG:
137.12
T:
7.74
FANG:
3.64
T:
1.35
FANG:
$15.19B
T:
$125.65B
FANG:
$7.30B
T:
$105.41B
FANG:
$5.54B
T:
$54.70B
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Return for Risk
FANG vs. T — Risk / Return Rank
FANG
T
FANG vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.92 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | -0.59 | +3.16 |
| Martin ratioReturn relative to average drawdown | 4.99 | -1.22 | +6.21 |
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Drawdowns
FANG vs. T - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for FANG and T.
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Drawdown Indicators
| FANG | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -64.15% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -21.87% | +9.34% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -21.87% | -20.23% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -32.01% | -10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -42.35% | -46.37% |
Current DrawdownCurrent decline from peak | -9.59% | -18.12% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -19.37% | -15.72% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 10.64% | -4.21% |
Volatility
FANG vs. T - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.03% compared to AT&T Inc. (T) at 8.21%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 8.21% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 24.10% | 17.80% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 22.13% | +9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.99% | 24.01% | +13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.05% | 23.73% | +25.32% |
Dividends
FANG vs. T - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.16%, less than T's 4.71% 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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
FANG vs. T - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and AT&T 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
Frequently Asked Questions
FANG and T have a correlation of -0.02, 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 T (8.21%). In terms of maximum drawdown, FANG dropped -88.72% vs T's -64.15%.
FANG currently has the higher Sharpe Ratio (1.02 vs -0.59), 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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