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

Performance

INVH vs. FANG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-2.07%
-6.48%
INVH
FANG

Returns By Period

In the year-to-date period, INVH achieves a 2.56% return, which is significantly lower than FANG's 22.52% return.


INVH

YTD

2.56%

1M

0.06%

6M

-2.07%

1Y

5.20%

5Y (annualized)

5.25%

10Y (annualized)

N/A

FANG

YTD

22.52%

1M

-0.65%

6M

-6.48%

1Y

21.68%

5Y (annualized)

24.71%

10Y (annualized)

12.65%

Fundamentals


INVHFANG
Market Cap$20.92B$53.11B
EPS$0.72$17.32
PE Ratio47.4310.50
PEG Ratio15.641.20
Total Revenue (TTM)$2.63B$9.57B
Gross Profit (TTM)$1.08B$6.02B
EBITDA (TTM)$2.06B$6.66B

Key characteristics


INVHFANG
Sharpe Ratio0.250.89
Sortino Ratio0.471.37
Omega Ratio1.061.18
Calmar Ratio0.211.28
Martin Ratio1.103.36
Ulcer Index4.68%7.32%
Daily Std Dev20.49%27.54%
Max Drawdown-50.54%-88.72%
Current Drawdown-17.79%-12.29%

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Correlation

-0.50.00.51.00.1

The correlation between INVH and FANG is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

INVH vs. FANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invitation Homes Inc. (INVH) 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 INVH, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.250.89
The chart of Sortino ratio for INVH, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.471.37
The chart of Omega ratio for INVH, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.18
The chart of Calmar ratio for INVH, currently valued at 0.21, compared to the broader market0.002.004.006.000.211.28
The chart of Martin ratio for INVH, currently valued at 1.10, compared to the broader market-10.000.0010.0020.0030.001.103.36
INVH
FANG

The current INVH Sharpe Ratio is 0.25, which is lower than the FANG Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of INVH 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.25
0.89
INVH
FANG

Dividends

INVH vs. FANG - Dividend Comparison

INVH's dividend yield for the trailing twelve months is around 3.28%, less than FANG's 4.56% yield.


TTM2023202220212020201920182017
INVH
Invitation Homes Inc.
3.28%3.87%2.97%1.50%2.02%1.74%2.19%0.93%
FANG
Diamondback Energy, Inc.
4.56%5.15%6.55%1.62%3.10%0.74%0.40%0.00%

Drawdowns

INVH vs. FANG - Drawdown Comparison

The maximum INVH drawdown since its inception was -50.54%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for INVH and FANG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.79%
-12.29%
INVH
FANG

Volatility

INVH vs. FANG - Volatility Comparison

The current volatility for Invitation Homes Inc. (INVH) is 8.44%, while Diamondback Energy, Inc. (FANG) has a volatility of 9.00%. This indicates that INVH experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
8.44%
9.00%
INVH
FANG

Financials

INVH vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between Invitation Homes Inc. 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