Diamondback Energy (FANG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Diamondback Energy, a component of both the S&P 500 and the Nasdaq 100 in the Energy sector. Data as of 2026-09-13.
| Last close price | $204.97 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +13.55% |
| Total return over period | +46.05% |
| Annualized volatility | 32.87% |
| Period volatility | 56.75% |
| Sharpe ratio | 0.29 |
| Sortino ratio | 0.41 |
| Max drawdown | -42.10% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.75% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $115.45 – $212.52 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Diamondback Energy (FANG) has posted an annualized return of +13.55% with annual volatility of 32.87%, a Sharpe ratio of 0.29. Its worst stretch (max drawdown from a peak) was -42.10%. Its correlation with the S&P 500 is 0.29, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how FANG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Diamondback Energy (FANG) is of both the S&P 500 and the Nasdaq 100.
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