Diamondback Energy, Inc. (FANG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Diamondback Energy, Inc. (FANG): 1Y return 42.9%, Sharpe ratio 1.24, volatility 31.8%, max drawdown -19.1%. A Stock in the Equity asset class. Compare FANG with other assets and invest through your own broker with pfolio.
Diamondback Energy, Inc. (FANG) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
FANG Performance
- MTD
- Return: 6.1%, Sharpe: 8.21, Volatility: 23.3%, Max Drawdown: -0.8%
- YTD
- Return: 32.0%, Sharpe: 1.20, Volatility: 33.3%, Max Drawdown: -19.1%
- 1Y
- Return: 42.9%, Sharpe: 1.24, Volatility: 31.8%, Max Drawdown: -19.1%
- 5Y
- Return: 119.2%, Sharpe: 0.60, Volatility: 35.8%, Max Drawdown: -42.1%
- 10Y
- Return: 145.5%, Sharpe: 0.43, Volatility: 48.1%, Max Drawdown: -88.7%
Frequently Asked Questions
- What is Diamondback Energy, Inc. (FANG)?
- Diamondback Energy, Inc. (FANG) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does FANG compare to other assets?
- You can compare FANG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FANG through pfolio?
- pfolio helps you build diversified portfolios that may include FANG. You invest through your own broker — pfolio provides the analytics.