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FLR vs. DVN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FLR and DVN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FLR vs. DVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fluor Corporation (FLR) and Devon Energy Corporation (DVN). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.82%
-31.66%
FLR
DVN

Key characteristics

Sharpe Ratio

FLR:

0.80

DVN:

-1.18

Sortino Ratio

FLR:

1.22

DVN:

-1.62

Omega Ratio

FLR:

1.18

DVN:

0.81

Calmar Ratio

FLR:

0.51

DVN:

-0.48

Martin Ratio

FLR:

4.23

DVN:

-1.65

Ulcer Index

FLR:

6.85%

DVN:

17.94%

Daily Std Dev

FLR:

36.33%

DVN:

25.11%

Max Drawdown

FLR:

-95.89%

DVN:

-94.93%

Current Drawdown

FLR:

-39.09%

DVN:

-61.78%

Fundamentals

Market Cap

FLR:

$9.17B

DVN:

$21.13B

EPS

FLR:

$1.45

DVN:

$5.40

PE Ratio

FLR:

36.86

DVN:

5.96

PEG Ratio

FLR:

0.38

DVN:

14.90

Total Revenue (TTM)

FLR:

$15.88B

DVN:

$15.14B

Gross Profit (TTM)

FLR:

$431.00M

DVN:

$4.64B

EBITDA (TTM)

FLR:

$278.00M

DVN:

$7.60B

Returns By Period

In the year-to-date period, FLR achieves a 28.52% return, which is significantly higher than DVN's -29.69% return. Over the past 10 years, FLR has outperformed DVN with an annualized return of -0.76%, while DVN has yielded a comparatively lower -3.30% annualized return.


FLR

YTD

28.52%

1M

-4.17%

6M

11.82%

1Y

29.04%

5Y*

22.64%

10Y*

-0.76%

DVN

YTD

-29.69%

1M

-19.14%

6M

-31.66%

1Y

-30.53%

5Y*

10.12%

10Y*

-3.30%

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Risk-Adjusted Performance

FLR vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluor Corporation (FLR) and Devon Energy Corporation (DVN). 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.


Sharpe ratio
The chart of Sharpe ratio for FLR, currently valued at 0.80, compared to the broader market-4.00-2.000.002.000.80-1.18
The chart of Sortino ratio for FLR, currently valued at 1.22, compared to the broader market-4.00-2.000.002.004.001.22-1.62
The chart of Omega ratio for FLR, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.81
The chart of Calmar ratio for FLR, currently valued at 0.51, compared to the broader market0.002.004.006.000.51-0.48
The chart of Martin ratio for FLR, currently valued at 4.23, compared to the broader market-5.000.005.0010.0015.0020.0025.004.23-1.65
FLR
DVN

The current FLR Sharpe Ratio is 0.80, which is higher than the DVN Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of FLR and DVN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.80
-1.18
FLR
DVN

Dividends

FLR vs. DVN - Dividend Comparison

FLR has not paid dividends to shareholders, while DVN's dividend yield for the trailing twelve months is around 4.71%.


TTM20232022202120202019201820172016201520142013
FLR
Fluor Corporation
0.00%0.00%0.00%0.00%0.63%3.87%2.61%1.63%1.60%1.78%1.39%0.80%
DVN
Devon Energy Corporation
4.71%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

Drawdowns

FLR vs. DVN - Drawdown Comparison

The maximum FLR drawdown since its inception was -95.89%, roughly equal to the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for FLR and DVN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-39.09%
-61.78%
FLR
DVN

Volatility

FLR vs. DVN - Volatility Comparison

Fluor Corporation (FLR) has a higher volatility of 9.46% compared to Devon Energy Corporation (DVN) at 7.88%. This indicates that FLR's price experiences larger fluctuations and is considered to be riskier than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.46%
7.88%
FLR
DVN

Financials

FLR vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Fluor Corporation and Devon Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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