PortfoliosLab logoPortfoliosLab logo
KOS vs. FANG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KOS vs. FANG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KOS achieves a 229.51% return, which is significantly higher than FANG's 41.70% return. Over the past 10 years, KOS has underperformed FANG with an annualized return of -5.68%, while FANG has yielded a comparatively higher 11.82% annualized return.


KOS

1D
0.67%
1M
-8.56%
YTD
229.51%
6M
174.31%
1Y
64.29%
3Y*
-23.16%
5Y*
-2.42%
10Y*
-5.68%

FANG

1D
4.05%
1M
-0.91%
YTD
41.70%
6M
34.50%
1Y
51.83%
3Y*
21.41%
5Y*
24.85%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOS vs. FANG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOS
Kosmos Energy Ltd.
229.51%-73.47%-49.03%5.50%83.82%47.23%-58.06%44.22%-40.58%-2.28%
FANG
Diamondback Energy, Inc.
41.70%-5.64%10.35%19.66%35.34%127.51%-46.00%0.92%-26.35%24.93%

Correlation

The correlation between KOS and FANG is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2012

0.61

The correlation between KOS and FANG has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

Fundamentals

Market Cap

KOS:

$1.51B

FANG:

$59.55B

EPS

KOS:

-$1.68

FANG:

$1.40

PS Ratio

KOS:

1.06

FANG:

3.99

PB Ratio

KOS:

2.94

FANG:

1.63

Total Revenue (TTM)

KOS:

$1.37B

FANG:

$15.19B

Gross Profit (TTM)

KOS:

$10.14M

FANG:

$7.30B

EBITDA (TTM)

KOS:

$95.79M

FANG:

$5.54B

Compare stocks, funds, or ETFs

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


Return for Risk

KOS vs. FANG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KOS
KOS Risk / Return Rank: 6363
Overall Rank
KOS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
KOS Sortino Ratio Rank: 6767
Sortino Ratio Rank
KOS Omega Ratio Rank: 6262
Omega Ratio Rank
KOS Calmar Ratio Rank: 6161
Calmar Ratio Rank
KOS Martin Ratio Rank: 6060
Martin Ratio Rank

FANG
FANG Risk / Return Rank: 8282
Overall Rank
FANG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FANG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FANG Omega Ratio Rank: 7575
Omega Ratio Rank
FANG Calmar Ratio Rank: 8888
Calmar Ratio Rank
FANG Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KOS vs. FANG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kosmos Energy Ltd. (KOS) 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.


KOSFANGDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.02

4.16

-3.14

Martin ratioReturn relative to average drawdown

2.07

8.28

-6.21

KOS vs. FANG - Sharpe Ratio Comparison

The current KOS Sharpe Ratio is 0.75, which is lower than the FANG Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of KOS and FANG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KOSFANGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.69

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.66

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.24

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.48

-0.64

Drawdowns

KOS vs. FANG - Drawdown Comparison

The maximum KOS drawdown since its inception was -97.11%, which is greater than FANG's maximum drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for KOS and FANG.


Loading charts...

Drawdown Indicators


KOSFANGDifference

Max Drawdown

Largest peak-to-trough decline

-97.11%

-88.72%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-63.57%

-12.53%

-51.04%

Max Drawdown (3Y)

Largest decline over 3 years

-89.39%

-42.10%

-47.29%

Max Drawdown (5Y)

Largest decline over 5 years

-89.82%

-42.10%

-47.72%

Max Drawdown (10Y)

Largest decline over 10 years

-94.28%

-88.72%

-5.56%

Current Drawdown

Current decline from peak

-83.72%

-0.91%

-82.81%

Average Drawdown

Average peak-to-trough decline

-64.54%

-19.40%

-45.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.20%

6.28%

+24.92%

Volatility

KOS vs. FANG - Volatility Comparison

Kosmos Energy Ltd. (KOS) has a higher volatility of 21.81% compared to Diamondback Energy, Inc. (FANG) at 11.40%. This indicates that KOS'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.


Loading charts...

Volatility by Period


KOSFANGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

11.40%

+10.41%

Volatility (6M)

Calculated over the trailing 6-month period

71.09%

22.81%

+48.28%

Volatility (1Y)

Calculated over the trailing 1-year period

86.28%

31.01%

+55.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.20%

37.88%

+32.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.92%

49.03%

+27.89%

Dividends

KOS vs. FANG - Dividend Comparison

KOS has not paid dividends to shareholders, while FANG's dividend yield for the trailing twelve months is around 1.97%.


PositionTTM20252024202320222021202020192018
FANG
Diamondback Energy, Inc.
1.97%2.66%5.06%5.15%6.55%1.62%3.10%0.74%0.40%
KOS
Kosmos Energy Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%1.92%3.17%0.00%

Financials

KOS vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between Kosmos Energy Ltd. 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


0.001.00B2.00B3.00B4.00B20222023202420252026
370.90M
4.24B
(KOS) Total Revenue
(FANG) Total Revenue
Values in USD except per share items

KOS vs. FANG - Profitability Comparison

The chart below illustrates the profitability comparison between Kosmos Energy Ltd. and Diamondback Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%202220232024202520260
90.9%
Portfolio components
KOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kosmos Energy Ltd. reported a gross profit of 0.00 and revenue of 370.90M. Therefore, the gross margin over that period was 0.0%.

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%.

KOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kosmos Energy Ltd. reported an operating income of 0.00 and revenue of 370.90M, resulting in an operating margin of 0.0%.

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%.

KOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kosmos Energy Ltd. reported a net income of -225.57M and revenue of 370.90M, resulting in a net margin of -60.8%.

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


KOS and FANG have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOS has higher volatility (21.81%) compared to FANG (11.40%). In terms of maximum drawdown, KOS dropped -97.11% vs FANG's -88.72%.

FANG currently has the higher Sharpe Ratio (1.69 vs 0.75), 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.

Portfolio Optimizer

Find the right allocation for KOS and FANG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer