FANG vs. TJX

Last updated Jun 3, 2026

FANG (Diamondback Energy, Inc.) and TJX (The TJX Companies, Inc.) are both stocks. FANG operates in Oil & Gas E&P (Energy), while TJX operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, FANG returned 11.38%/yr vs 16.55%/yr for TJX. At a 0.23 correlation, their price movements are largely independent.

Performance

FANG vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamondback Energy, Inc. (FANG) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FANG achieves a 36.19% return, which is significantly higher than TJX's 0.66% return. Over the past 10 years, FANG has underperformed TJX with an annualized return of 11.38%, while TJX has yielded a comparatively higher 16.55% annualized return.

FANG

• 1D: 1.69%
• 1M: -1.99%
• YTD: 36.19%
• 6M: 31.25%
• 1Y: 50.90%
• 3Y*: 19.82%
• 5Y*: 23.66%
• 10Y*: 11.38%

TJX

• 1D: 0.62%
• 1M: -1.68%
• YTD: 0.66%
• 6M: 3.07%
• 1Y: 21.13%
• 3Y*: 26.98%
• 5Y*: 20.21%
• 10Y*: 16.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FANG vs. TJX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FANG Diamondback Energy, Inc.	36.19%	-5.64%	10.35%	19.66%	35.34%	127.51%	-46.00%	0.92%	-26.35%	24.93%
TJX The TJX Companies, Inc.	0.66%	28.73%	30.56%	19.69%	6.73%	12.83%	12.25%	38.76%	18.94%	3.46%

Correlation

The correlation between FANG and TJX is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012	0.23

The correlation between FANG and TJX shifts across timeframes, from -0.15 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FANG : $57.24B TJX : $172.13B
EPS FANG : $1.40 TJX : $5.15
PE Ratio FANG : 144.45 TJX : 29.86
PS Ratio FANG : 3.83 TJX : 2.81
PB Ratio FANG : 1.57 TJX : 4.76
Total Revenue (TTM) FANG : $15.19B TJX : $61.58B
Gross Profit (TTM) FANG : $7.30B TJX : $19.36B
EBITDA (TTM) FANG : $5.54B TJX : $8.31B

Return for Risk

FANG vs. TJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FANG

FANG Risk / Return Rank: 82
FANG Sharpe Ratio Rank: 83
FANG Sortino Ratio Rank: 78
FANG Omega Ratio Rank: 75
FANG Calmar Ratio Rank: 89
FANG Martin Ratio Rank: 84

TJX

TJX Risk / Return Rank: 74
TJX Sharpe Ratio Rank: 76
TJX Sortino Ratio Rank: 73
TJX Omega Ratio Rank: 68
TJX Calmar Ratio Rank: 75
TJX Martin Ratio Rank: 81

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FANG vs. TJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and The TJX Companies, Inc. (TJX). 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	TJX	Difference
Sharpe ratio Return per unit of total volatility	1.66	1.21	+0.45
Sortino ratio Return per unit of downside risk	2.24	1.90	+0.35
Omega ratio Gain probability vs. loss probability	1.27	1.22	+0.05
Calmar ratio Return relative to maximum drawdown	4.33	2.07	+2.26
Martin ratio Return relative to average drawdown	8.64	7.21	+1.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FANG vs. TJX - Sharpe Ratio Comparison

The current FANG Sharpe Ratio is 1.66, which is higher than the TJX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FANG and TJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FANG	TJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	1.21	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.91	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.64	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.53	-0.06

Drawdowns

FANG vs. TJX - Drawdown Comparison

The maximum FANG drawdown since its inception was -88.72%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for FANG and TJX.

Drawdown Indicators

	FANG	TJX	Difference
Max Drawdown Largest peak-to-trough decline	-88.72%	-64.59%	-24.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.53%	-10.89%	-1.64%
Max Drawdown (3Y) Largest decline over 3 years	-42.10%	-11.04%	-31.06%
Max Drawdown (5Y) Largest decline over 5 years	-42.10%	-27.68%	-14.42%
Max Drawdown (10Y) Largest decline over 10 years	-88.72%	-42.55%	-46.17%
Current Drawdown Current decline from peak	-4.76%	-6.55%	+1.79%
Average Drawdown Average peak-to-trough decline	-19.40%	-13.08%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.28%	3.13%	+3.15%

Volatility

FANG vs. TJX - Volatility Comparison

Diamondback Energy, Inc. (FANG) has a higher volatility of 11.04% compared to The TJX Companies, Inc. (TJX) at 7.84%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FANG	TJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.04%	7.84%	+3.20%
Volatility (6M) Calculated over the trailing 6-month period	22.59%	13.78%	+8.81%
Volatility (1Y) Calculated over the trailing 1-year period	30.83%	17.61%	+13.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.84%	22.26%	+15.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.02%	26.04%	+22.98%

Dividends

FANG vs. TJX - Dividend Comparison

FANG's dividend yield for the trailing twelve months is around 2.05%, more than TJX's 1.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FANG Diamondback Energy, Inc.	2.05%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
TJX The TJX Companies, Inc.	1.14%	1.07%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%

Financials

FANG vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Diamondback Energy, Inc. and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a gross profit of 4.48B and revenue of 14.32B. Therefore, the gross margin over that period was 31.3%.

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%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported an operating income of 1.69B and revenue of 14.32B, resulting in an operating margin of 11.8%.

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%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a net income of 1.33B and revenue of 14.32B, resulting in a net margin of 9.3%.

Frequently Asked Questions

Can I hold both FANG and TJX in my portfolio?

FANG and TJX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FANG or TJX?

FANG has higher volatility (11.04%) compared to TJX (7.84%). In terms of maximum drawdown, FANG dropped -88.72% vs TJX's -64.59%.

Which has better risk-adjusted returns?

FANG currently has the higher Sharpe Ratio (1.66 vs 1.21), 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.