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

Correlation

The correlation between SWN and FANG is 0.47, 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.


-0.50.00.51.00.5

Performance

SWN vs. FANG - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.26%
-10.47%
SWN
FANG

Key characteristics

Fundamentals

Market Cap

SWN:

$7.84B

FANG:

$52.61B

EPS

SWN:

-$2.50

FANG:

$17.44

PEG Ratio

SWN:

1.57

FANG:

1.20

Total Revenue (TTM)

SWN:

$2.50B

FANG:

$7.36B

Gross Profit (TTM)

SWN:

$171.00M

FANG:

$4.77B

EBITDA (TTM)

SWN:

$465.00M

FANG:

$4.93B

Returns By Period


SWN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FANG

YTD

9.98%

1M

17.72%

6M

-10.81%

1Y

24.59%

5Y*

20.20%

10Y*

12.73%

*Annualized

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Risk-Adjusted Performance

SWN vs. FANG — Risk-Adjusted Performance Rank

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

SWN
The Risk-Adjusted Performance Rank of SWN is 4343
Overall Rank
The Sharpe Ratio Rank of SWN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SWN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SWN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SWN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SWN is 4646
Martin Ratio Rank

FANG
The Risk-Adjusted Performance Rank of FANG is 7272
Overall Rank
The Sharpe Ratio Rank of FANG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FANG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FANG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FANG is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FANG is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWN vs. FANG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) 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 SWN, currently valued at 0.46, compared to the broader market-2.000.002.004.000.460.91
The chart of Sortino ratio for SWN, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.851.37
The chart of Omega ratio for SWN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.18
The chart of Calmar ratio for SWN, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.98
The chart of Martin ratio for SWN, currently valued at 0.94, compared to the broader market-10.000.0010.0020.0030.000.942.48
SWN
FANG


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.46
0.91
SWN
FANG

Dividends

SWN vs. FANG - Dividend Comparison

SWN has not paid dividends to shareholders, while FANG's dividend yield for the trailing twelve months is around 4.60%.


TTM2024202320222021202020192018
SWN
Southwestern Energy Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FANG
Diamondback Energy, Inc.
4.60%5.06%5.15%6.55%1.62%3.10%0.74%0.40%

Drawdowns

SWN vs. FANG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-85.47%
-13.12%
SWN
FANG

Volatility

SWN vs. FANG - Volatility Comparison

The current volatility for Southwestern Energy Company (SWN) is 0.00%, while Diamondback Energy, Inc. (FANG) has a volatility of 6.04%. This indicates that SWN 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember20250
6.04%
SWN
FANG

Financials

SWN vs. FANG - Financials Comparison

This section allows you to compare key financial metrics between Southwestern Energy Company 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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