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FTI vs. FANG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTI and FANG is 0.56, 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.


-0.50.00.51.00.6

Performance

FTI vs. FANG - Performance Comparison

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

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-2.53%
1,013.34%
FTI
FANG

Key characteristics

Sharpe Ratio

FTI:

1.41

FANG:

0.14

Sortino Ratio

FTI:

1.91

FANG:

0.39

Omega Ratio

FTI:

1.25

FANG:

1.05

Calmar Ratio

FTI:

0.44

FANG:

0.15

Martin Ratio

FTI:

6.20

FANG:

0.42

Ulcer Index

FTI:

7.14%

FANG:

9.21%

Daily Std Dev

FTI:

31.49%

FANG:

28.20%

Max Drawdown

FTI:

-100.00%

FANG:

-88.72%

Current Drawdown

FTI:

-100.00%

FANG:

-25.29%

Fundamentals

Market Cap

FTI:

$12.75B

FANG:

$46.76B

EPS

FTI:

$1.51

FANG:

$17.33

PE Ratio

FTI:

19.84

FANG:

9.24

PEG Ratio

FTI:

0.29

FANG:

1.20

Total Revenue (TTM)

FTI:

$8.78B

FANG:

$9.57B

Gross Profit (TTM)

FTI:

$1.67B

FANG:

$6.02B

EBITDA (TTM)

FTI:

$1.28B

FANG:

$6.66B

Returns By Period

In the year-to-date period, FTI achieves a 44.53% return, which is significantly higher than FANG's 4.36% return. Over the past 10 years, FTI has underperformed FANG with an annualized return of -1.00%, while FANG has yielded a comparatively higher 12.21% annualized return.


FTI

YTD

44.53%

1M

-0.38%

6M

16.07%

1Y

45.47%

5Y*

14.40%

10Y*

-1.00%

FANG

YTD

4.36%

1M

-14.61%

6M

-17.44%

1Y

3.57%

5Y*

17.01%

10Y*

12.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FTI vs. FANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TechnipFMC plc (FTI) and Diamondback Energy, Inc. (FANG). 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 FTI, currently valued at 1.41, compared to the broader market-4.00-2.000.002.001.410.14
The chart of Sortino ratio for FTI, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.910.39
The chart of Omega ratio for FTI, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.05
The chart of Calmar ratio for FTI, currently valued at 0.78, compared to the broader market0.002.004.006.000.780.15
The chart of Martin ratio for FTI, currently valued at 6.20, compared to the broader market-5.000.005.0010.0015.0020.0025.006.200.42
FTI
FANG

The current FTI Sharpe Ratio is 1.41, which is higher than the FANG Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of FTI and FANG, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.41
0.14
FTI
FANG

Dividends

FTI vs. FANG - Dividend Comparison

FTI's dividend yield for the trailing twelve months is around 0.69%, less than FANG's 5.35% yield.


TTM2023202220212020201920182017
FTI
TechnipFMC plc
0.69%0.50%0.00%0.00%1.38%2.43%2.66%2.01%
FANG
Diamondback Energy, Inc.
5.35%5.15%6.55%1.62%3.10%0.74%0.40%0.00%

Drawdowns

FTI vs. FANG - Drawdown Comparison

The maximum FTI drawdown since its inception was -100.00%, which is greater than FANG's maximum drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for FTI and FANG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.45%
-25.29%
FTI
FANG

Volatility

FTI vs. FANG - Volatility Comparison

TechnipFMC plc (FTI) has a higher volatility of 8.96% compared to Diamondback Energy, Inc. (FANG) at 7.53%. This indicates that FTI's price experiences larger fluctuations and is considered to be riskier than FANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.96%
7.53%
FTI
FANG

Financials

FTI vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between TechnipFMC plc and Diamondback Energy, 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.


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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