ITOCY vs. FANG
ITOCY (Itochu Corp ADR) and FANG (Diamondback Energy, Inc.) are both stocks. ITOCY operates in Conglomerates (Industrials), while FANG operates in Oil & Gas E&P (Energy). Over the past 10 years, ITOCY returned 18.48%/yr vs 11.24%/yr for FANG. At a 0.17 correlation, their price movements are largely independent.
Performance
ITOCY vs. FANG - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -8.19% return, which is significantly lower than FANG's 33.36% return. Over the past 10 years, ITOCY has outperformed FANG with an annualized return of 18.48%, while FANG has yielded a comparatively lower 11.24% annualized return.
ITOCY
- 1D
- 1.57%
- 1M
- -9.65%
- YTD
- -8.19%
- 6M
- -3.02%
- 1Y
- 10.95%
- 3Y*
- 15.64%
- 5Y*
- 14.03%
- 10Y*
- 18.48%
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%
ITOCY vs. FANG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -8.19% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
FANG Diamondback Energy, Inc. | 33.36% | -5.64% | 10.35% | 19.66% | 35.34% | 127.51% | -46.00% | 0.92% | -26.35% | 24.93% |
Correlation
The correlation between ITOCY and FANG is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.17 |
The correlation between ITOCY and FANG shifts across timeframes, from -0.05 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ITOCY:
$81.15B
FANG:
$56.05B
ITOCY:
$86.32
FANG:
$1.40
ITOCY:
0.13
FANG:
141.45
ITOCY:
0.01
FANG:
3.75
ITOCY:
0.01
FANG:
1.54
ITOCY:
$15.03T
FANG:
$15.19B
ITOCY:
$2.51T
FANG:
$7.30B
ITOCY:
$1.26T
FANG:
$5.54B
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Return for Risk
ITOCY vs. FANG — Risk / Return Rank
ITOCY
FANG
ITOCY vs. FANG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.
| ITOCY | FANG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 3.58 | -3.08 |
| Martin ratioReturn relative to average drawdown | 1.37 | 7.07 | -5.71 |
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
| ITOCY | FANG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.43 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.60 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.23 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.07 |
Drawdowns
ITOCY vs. FANG - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for ITOCY and FANG.
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Drawdown Indicators
| ITOCY | FANG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -88.72% | +19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -12.53% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -42.10% | +15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -42.10% | +11.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -88.72% | +58.54% |
Current DrawdownCurrent decline from peak | -20.80% | -6.74% | -14.06% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -19.39% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 6.33% | +1.70% |
Volatility
ITOCY vs. FANG - Volatility Comparison
The current volatility for Itochu Corp ADR (ITOCY) is 6.96%, while Diamondback Energy, Inc. (FANG) has a volatility of 11.35%. This indicates that ITOCY 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.
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Volatility by Period
| ITOCY | FANG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 11.35% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 23.88% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.91% | 31.51% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 37.98% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.99% | 49.06% | -25.07% |
Dividends
ITOCY vs. FANG - Dividend Comparison
ITOCY has not paid dividends to shareholders, while FANG's dividend yield for the trailing twelve months is around 2.09%.
| 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% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
ITOCY vs. FANG - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
ITOCY vs. FANG - Profitability Comparison
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
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%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
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%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
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%.
Frequently Asked Questions
ITOCY and FANG have a correlation of -0.05, 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 ITOCY (6.96%). In terms of maximum drawdown, ITOCY dropped -69.11% vs FANG's -88.72%.
FANG currently has the higher Sharpe Ratio (1.43 vs 0.41), 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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