Diamondback Energy, Inc. (FANG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Diamondback Energy, Inc. (FANG): 1Y return 42.5%, Sharpe ratio 1.29, volatility 30.1%, max drawdown -12.5%. 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: -6.4%, Sharpe: -2.10, Volatility: 34.8%, Max Drawdown: -11.7%
- YTD
- Return: 28.8%, Sharpe: 2.05, Volatility: 31.6%, Max Drawdown: -11.7%
- 1Y
- Return: 42.5%, Sharpe: 1.29, Volatility: 30.1%, Max Drawdown: -12.5%
- 5Y
- Return: 195.6%, Sharpe: 0.75, Volatility: 37.2%, Max Drawdown: -42.1%
- 10Y
- Return: 169.7%, Sharpe: 0.45, 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.