T vs. FANG
T (AT&T Inc.) and FANG (Diamondback Energy, Inc.) are both stocks. T operates in Telecom Services (Communication Services), while FANG operates in Oil & Gas E&P (Energy). Over the past 10 years, T returned 2.86%/yr vs 11.24%/yr for FANG. At a 0.19 correlation, their price movements are largely independent.
Performance
T vs. FANG - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than FANG's 33.36% return. Over the past 10 years, T has underperformed FANG with an annualized return of 2.86%, while FANG has yielded a comparatively higher 11.24% annualized return.
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
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%
T vs. FANG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
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 T and FANG is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2012 | 0.19 |
The correlation between T and FANG shifts across timeframes, from -0.03 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
T:
$3.04
FANG:
$1.40
T:
7.39
FANG:
141.45
T:
1.29
FANG:
3.75
T:
$125.65B
FANG:
$15.19B
T:
$105.41B
FANG:
$7.30B
T:
$54.70B
FANG:
$5.54B
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Return for Risk
T vs. FANG — Risk / Return Rank
T
FANG
T vs. FANG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | FANG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.24 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 3.58 | -4.33 |
| Martin ratioReturn relative to average drawdown | -1.59 | 7.07 | -8.66 |
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
| T | FANG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 1.43 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.60 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.23 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.09 |
Drawdowns
T vs. FANG - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, smaller than the maximum FANG drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for T and FANG.
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Drawdown Indicators
| T | FANG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -88.72% | +24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -12.53% | -9.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -42.10% | +20.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -42.10% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -88.72% | +46.37% |
Current DrawdownCurrent decline from peak | -21.87% | -6.74% | -15.13% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -19.39% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 6.33% | +4.01% |
Volatility
T vs. FANG - Volatility Comparison
The current volatility for AT&T Inc. (T) is 7.50%, while Diamondback Energy, Inc. (FANG) has a volatility of 11.35%. This indicates that T 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
| T | FANG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 11.35% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 23.88% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 31.51% | -9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 37.98% | -14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 49.06% | -25.35% |
Dividends
T vs. FANG - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than FANG's 2.09% yield.
| 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% |
T AT&T Inc. | 4.93% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
T vs. FANG - Financials Comparison
This section allows you to compare key financial metrics between AT&T 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
T and FANG have a correlation of -0.03, 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 T (7.50%). In terms of maximum drawdown, T dropped -64.15% vs FANG's -88.72%.
FANG currently has the higher Sharpe Ratio (1.43 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.
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