SWN vs. AR

Last updated Apr 1, 2026

Compare and contrast key facts about Southwestern Energy Company (SWN) and Antero Resources Corporation (AR).

Performance

SWN vs. AR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southwestern Energy Company (SWN) and Antero Resources Corporation (AR). The values are adjusted to include any dividend payments, if applicable.

SWN vs. AR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWN Southwestern Energy Company	0.00%	0.00%	8.55%	11.97%	25.54%	56.38%	23.14%	-29.03%	-38.89%	-48.43%
AR Antero Resources Corporation	23.16%	-1.68%	54.54%	-26.82%	77.09%	221.10%	91.23%	-69.65%	-50.58%	-19.66%

Fundamentals

Total Revenue (TTM) SWN : $5.08B AR : $5.20B
Gross Profit (TTM) SWN : $904.00M AR : $1.20B
EBITDA (TTM) SWN : -$2.33B AR : $1.75B

Returns By Period

SWN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AR

• 1D: -4.05%
• 1M: 15.29%
• YTD: 23.16%
• 6M: 26.46%
• 1Y: 4.95%
• 3Y*: 22.49%
• 5Y*: 31.34%
• 10Y*: 5.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SWN vs. AR — Risk / Return Rank

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

AR

AR Risk / Return Rank: 44
AR Sharpe Ratio Rank: 46
AR Sortino Ratio Rank: 41
AR Omega Ratio Rank: 41
AR Calmar Ratio Rank: 47
AR Martin Ratio Rank: 46

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.

SWN vs. AR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) and Antero Resources Corporation (AR). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SWN	AR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.03	—

Correlation

The correlation between SWN and AR is 0.67, 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.

Dividends

SWN vs. AR - Dividend Comparison

Neither SWN nor AR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	SWN	AR	Difference
Max Drawdown Largest peak-to-trough decline	—	-99.01%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-58.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-97.78%	—
Current Drawdown Current decline from peak	—	-37.04%	—
Average Drawdown Average peak-to-trough decline	—	-61.62%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	20.19%	—

Volatility

Volatility by Period

	SWN	AR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	44.43%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	49.32%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	60.77%	—

Financials