FANG vs. WMT
FANG (Diamondback Energy, Inc.) and WMT (Walmart Inc.) are both stocks. FANG operates in Oil & Gas E&P (Energy), while WMT operates in Discount Stores (Consumer Defensive). Over the past 10 years, FANG returned 11.24%/yr vs 19.62%/yr for WMT. At a 0.09 correlation, their price movements are largely independent.
Performance
FANG vs. WMT - 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 WMT's 7.98% return. Over the past 10 years, FANG has underperformed WMT with an annualized return of 11.24%, while WMT has yielded a comparatively higher 19.62% 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%
WMT
- 1D
- 0.80%
- 1M
- -8.13%
- YTD
- 7.98%
- 6M
- 6.15%
- 1Y
- 23.97%
- 3Y*
- 34.37%
- 5Y*
- 22.47%
- 10Y*
- 19.62%
FANG vs. WMT - 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% |
WMT Walmart Inc. | 7.98% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between FANG and WMT is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.09 |
The correlation between FANG and WMT shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FANG:
$56.05B
WMT:
$958.52B
FANG:
$1.40
WMT:
$2.88
FANG:
141.45
WMT:
41.62
FANG:
3.75
WMT:
1.32
FANG:
1.54
WMT:
10.16
FANG:
$15.19B
WMT:
$725.31B
FANG:
$7.30B
WMT:
$181.16B
FANG:
$5.54B
WMT:
$44.32B
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Return for Risk
FANG vs. WMT — Risk / Return Rank
FANG
WMT
FANG vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diamondback Energy, Inc. (FANG) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.53 | +2.05 |
| Martin ratioReturn relative to average drawdown | 7.07 | 5.02 | +2.05 |
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 | WMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.02 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.04 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.91 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.64 | -0.17 |
Drawdowns
FANG vs. WMT - Drawdown Comparison
The maximum FANG drawdown since its inception was -88.72%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FANG and WMT.
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Drawdown Indicators
| FANG | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -77.14% | -11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -15.75% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -42.10% | -21.93% | -20.17% |
Max Drawdown (5Y)Largest decline over 5 years | -42.10% | -25.74% | -16.36% |
Max Drawdown (10Y)Largest decline over 10 years | -88.72% | -25.74% | -62.98% |
Current DrawdownCurrent decline from peak | -6.74% | -10.71% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -19.39% | -14.63% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 4.79% | +1.54% |
Volatility
FANG vs. WMT - Volatility Comparison
Diamondback Energy, Inc. (FANG) has a higher volatility of 11.35% compared to Walmart Inc. (WMT) at 10.26%. This indicates that FANG's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANG | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 10.26% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 23.88% | 18.59% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.51% | 23.72% | +7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.98% | 21.68% | +16.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.06% | 21.73% | +27.33% |
Dividends
FANG vs. WMT - Dividend Comparison
FANG's dividend yield for the trailing twelve months is around 2.09%, more than WMT's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
WMT Walmart Inc. | 0.81% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
FANG vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Diamondback Energy, Inc. and Walmart 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
FANG vs. WMT - 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%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
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%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
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%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
FANG and WMT have a correlation of -0.04, 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 WMT (10.26%). In terms of maximum drawdown, FANG dropped -88.72% vs WMT's -77.14%.
FANG currently has the higher Sharpe Ratio (1.43 vs 1.02), 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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