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. Data as of 2026-10-29.
| Last close price | $206.22 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +12.74% |
| Total return over period | +43.03% |
| Annualized volatility | 33.19% |
| Period volatility | 57.33% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.53 |
| Sortino ratio | 0.74 |
| Max drawdown | -42.10% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $115.45 – $212.52 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Diamondback Energy (FANG) has posted an annualized return of +12.74% with annual volatility of 33.19%, a Sharpe ratio of 0.53. Its worst stretch (max drawdown from a peak) was -42.10%. Its correlation with the S&P 500 is 0.28, 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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