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 11.22%/yr vs 2.10%/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 31.46% return, which is significantly higher than T's -7.04% return. Over the past 10 years, FANG has outperformed T with an annualized return of 11.22%, while T has yielded a comparatively lower 2.10% annualized return.
FANG
- 1D
- -0.08%
- 1M
- 6.47%
- 6M
- 30.64%
- YTD
- 31.46%
- 1Y
- 41.77%
- 3Y*
- 15.59%
- 5Y*
- 24.94%
- 10Y*
- 11.22%
- ALL TIME*
- 21.34%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
FANG vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 31.46% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
T AT&T Inc. | -7.04% | 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 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
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 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FANG:
$54.96B
T:
$152.52B
FANG:
$1.41
T:
$3.05
FANG:
138.71
T:
7.19
FANG:
3.68
T:
1.25
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 | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.92 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | -0.46 | +2.66 |
| Martin ratioReturn relative to average drawdown | 6.27 | -1.03 | +7.30 |
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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 | -19.09% | -28.89% | +9.80% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -28.89% | -13.21% |
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 | -8.07% | -21.57% | +13.50% |
Average DrawdownAverage peak-to-trough decline | -19.33% | -15.74% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 12.94% | -6.26% |
Volatility
FANG vs. T - Volatility Comparison
Diamondback Energy, Inc. (FANG) and AT&T Inc. (T) have volatilities of 9.53% and 9.59%, 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.
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Volatility by Period
| FANG | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.53% | 9.59% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 23.42% | 19.91% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.08% | 23.72% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.38% | 24.38% | +13.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.05% | 23.92% | +25.13% |
Dividends
FANG vs. T - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.12%, less than T's 6.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANG Diamondback Energy, Inc. | 2.12% | 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. | 6.58% | 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 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (9.59%) compared to FANG (9.53%). In terms of maximum drawdown, FANG dropped -88.72% vs T's -64.15%.
FANG currently has the higher Sharpe Ratio (1.35 vs -0.57), 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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