FANG vs. TDG
FANG (Diamondback Energy, Inc.) and TDG (TransDigm Group Incorporated) are both stocks. FANG operates in Oil & Gas E&P (Energy), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, FANG returned 11.24%/yr vs 22.15%/yr for TDG. At a 0.27 correlation, their price movements are largely independent.
Performance
FANG vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, FANG achieves a 33.36% return, which is significantly higher than TDG's -9.29% return. Over the past 10 years, FANG has underperformed TDG with an annualized return of 11.24%, while TDG has yielded a comparatively higher 22.15% 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%
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
FANG vs. TDG - 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% |
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between FANG and TDG is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012 | 0.27 |
The correlation between FANG and TDG shifts across timeframes, from -0.14 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
FANG:
$56.05B
TDG:
$70.21B
FANG:
$1.40
TDG:
$34.79
FANG:
141.45
TDG:
34.67
FANG:
3.75
TDG:
7.38
FANG:
$15.19B
TDG:
$9.50B
FANG:
$7.30B
TDG:
$5.61B
FANG:
$5.54B
TDG:
$4.78B
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Return for Risk
FANG vs. TDG — Risk / Return Rank
FANG
TDG
FANG vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.94 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.48 | +4.06 |
| Martin ratioReturn relative to average drawdown | 7.07 | -0.83 | +7.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FANG | TDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | -0.44 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.66 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.85 | -0.38 |
Drawdowns
FANG vs. TDG - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for FANG and TDG.
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Drawdown Indicators
| FANG | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -62.64% | -26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -25.30% | +12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -25.30% | -16.80% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -25.30% | -16.80% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -62.64% | -26.08% |
Current DrawdownCurrent decline from peak | -6.74% | -20.46% | +13.72% |
Average DrawdownAverage peak-to-trough decline | -19.39% | -7.95% | -11.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 14.58% | -8.25% |
Volatility
FANG vs. TDG - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.35% compared to TransDigm Group Incorporated (TDG) at 7.72%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 7.72% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 23.88% | 21.00% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.51% | 27.63% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.98% | 27.81% | +10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.06% | 33.78% | +15.28% |
Dividends
FANG vs. TDG - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.09%, less than TDG's 7.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Financials
FANG vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and TransDigm Group Incorporated. 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. TDG - 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%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
FANG and TDG have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FANG has higher volatility (11.35%) compared to TDG (7.72%). In terms of maximum drawdown, FANG dropped -88.72% vs TDG's -62.64%.
FANG currently has the higher Sharpe Ratio (1.43 vs -0.44), 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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