FANG vs HES Stock Comparison
Compare FANG and HES across AIQ Score, fundamentals, valuation, momentum, risk, analyst expectations and current market evidence.
What is the main difference between FANG and HES?
HES leads the current stock comparison as Hess Corporation, with the clearest separation coming from quality and the broader AIQ evidence mix.
AlgovestIQ AIQ Comparison
Diamondback Energy, Inc. vs Hess Corporation
HES leads
HES leads by 5 AIQ points, primarily on Quality and Risk Resilience, having only recently taken the lead back from FANG. Wall Street currently favors FANG on target upside.
Fragile: 3 of 5 evidence groups support HES, and the lead recently changed hands.
Diamondback Energy, Inc.
Hess Corporation
The Algovestiq AIQ Score currently favors HES over FANG, 54 versus 49 as of Sep 11, 2026. HES's advantage is driven primarily by stronger quality and risk resilience, while FANG holds the stronger value profile. Analyst target upside, however, currently favors FANG. 3 of 5 covered evidence groups favor HES today, and the comparison is rated Fragile on stability: the AIQ gap is narrow at 5 points. HES lead: Reversed — FANG led by 8 AIQ points 30 sessions ago; HES now leads by 5.
Compare Diamondback Energy, Inc. and Hess Corporation across the Algovestiq AIQ Score, valuation, quality, momentum, risk, technicals and analyst expectations.
Performance over time
Price-return comparison using available daily close history.
Total return comparison
Growth of $10,000
Based on available close-price history. Distribution reinvestment is not added unless already reflected in the source series.
Compare FANG and HES against another ticker
Open a multi-ticker workspace without changing this focused pair page.
AIQ Factor Divergence
Where the two separate, on the four dimensions behind the AIQ Score. Bars read outward from a shared zero: further from the centre is a wider gap.
- Quality49 vs 75HES +26
- Value46 vs 32FANG +14
- Risk Resilience48 vs 57HES +9
3 of 5 evidence groups favor HES. HES’s edge is concentrated in quality and risk resilience; FANG keeps a meaningful value edge.
What changed since the last close
Latest scored session 2026-09-10, compared against the prior scored session 2026-09-09.
Largest factor move: Momentum +2
No new signals fired.
No factor moved materially.
No new signals fired.
HES's lead narrowed by 1 AIQ points in the latest snapshot.
Deeper signal detail for each name lives on its own signals page — FANG and HES both carry a full feed there.
The central trade-off
HES (Hess Corporation): the stronger current systematic profile, led by quality and risk resilience.
FANG (Diamondback Energy, Inc.): the counter-case, on value, valuation, analyst expectations.
The AIQ Score and Wall Street therefore point in different directions on this pair.
Which one fits your objective
The same two names rank differently depending on what you are optimizing for. All six reads are shown at once — none of them is hidden behind a toggle.
Balanced
HESHES on the overall AIQ Score, which weights Quality and Value most heavily.
Growth
FANGFANG on combined revenue and EPS growth.
Value
FANGFANG on the peer-relative Value factor, by 14 points.
Momentum
EvenThe two are level on Momentum.
Lower downside
HESHES on Risk Resilience, by 9 points.
Analyst upside
FANGFANG on implied upside to the consensus price target.
AIQ vs Wall Street
The model and the Street disagree here: AIQ favors HES, analyst targets favor FANG. That disagreement is the most useful thing on this page.
| Measure | FANG | HES | Note |
|---|---|---|---|
| Implied upside to target | +10.6% | +4% | FANG has more room |
| Target dispersion | +71.5% | 0% | Lower is tighter analyst agreement |
| Consensus | Buy | Buy | Context, not a primary driver |
| Analysts covering | 13 | 1 | Higher coverage generally improves confidence |
The two are measuring different things. The AIQ Score reads current fundamentals, valuation, trend and risk; analyst targets price forward expectations. A divergence of this kind is either a contrarian opportunity or a sign the model is missing something already priced in — it is worth resolving before acting on either.
Analyst targets are expectations, not predictions. Dispersion matters as much as the midpoint.
AIQ Agreement Matrix
3 of 5 covered evidence groups favor HES. A wide gap backed by one group is a weaker case than a narrow gap backed by five.
| Evidence group | Favors | Reading |
|---|---|---|
| AIQ Score | HES | 49 vs 54 |
| Fundamentals | HESon balance | revenue growth 31.2% vs 26.1%; EPS growth 82.1% vs 2.8%; TTM ROE 4.2% vs 27.4%; gross margin 44.5% vs 78.9%; operating margin 27.7% vs 37% — HES takes 3 of 5 decided legs, not all of them |
| Valuation | FANG | Value 46 vs 32 |
| Technicals | Not covered | Not covered |
| Risk Resilience | HES | Risk Resilience 48 vs 57 |
| Analyst expectations | FANG | Target upside 10.6% vs 4% |
✓ agrees with the overall verdict · ✕ points the other way. Groups marked “not covered” lack data on one or both of FANG and HES and are excluded from the count.
AIQ Decision Stability
The conclusion is sensitive to small changes. Treat the lead as provisional and watch the flip conditions below.
- The AIQ gap is narrow at 5 points. (argues the conclusion is provisional)
- The lead has already changed hands inside the comparison window. (argues the conclusion is provisional)
- The lead has swung materially session to session. (argues the conclusion is provisional)
Stability combines the score gap, how broadly the evidence agrees, how steady the lead has been across daily snapshots, the current signal state on both names, and analyst dispersion on HES.
How the comparison changed
119 daily snapshots · May 4 – Sep 10HES lead: Reversed — FANG led by 8 AIQ points 30 sessions ago; HES now leads by 5.
- Today
- HES +5
- 49 vs 54
- 7 sessions ago
- HES +6
- 48 vs 54
- 30 sessions ago
- FANG +8
- 53 vs 45
- 90 sessions ago
- HES +1
- 44 vs 45
The lead changed hands 9 times in this window, most recently on Sep 2 when HES moved ahead of FANG.
AIQ Signal Divergence
Only the signals that bear on the head-to-head. A conflicted name is carrying bullish and bearish rules at the same time — the technical evidence is not pointing one way.
3 bullish / 1 bearish, conflicted
- Golden Cross Active — bullish, trend, long horizon (8.20%)
- EMA Ribbon Expansion Bullish — bullish, trend, medium horizon
- Uptrend Structure Active — bullish, trend, long horizon
No active signals
FANG is conflicted, so the timing case there is weaker than the score alone suggests.
Price vs model alignment
Whether the latest session's price move confirms what the model did over the same session, or contradicts it.
Price is down while the AIQ Score moved up 1 points over the same session — price and model disagree (price -0.2%, AIQ +1 points).
What would flip this result
A state, not a forecast. These are the specific, observable changes that would reverse the verdict — not a price prediction.
- 1FANG closes the Quality gap — currently 26 points behind, the largest single contributor to HES's edge.
- 2FANG generates a confirmed bullish trend signal it does not currently carry, such as MACD Bullish Crossover.
- 3HES starts generating bearish momentum or trend signals.
- 4A regime shift changes factor weighting — Quality and Value carry the heaviest weights in the composite, so a rotation toward either would move the result most.
The full evidence
Every number behind the verdict. The leader is called above each group so you are not left to solve it from the table.
Fundamentals
HES leads on balance| Metric | FANG | HES |
|---|---|---|
| Revenue growth (YoY) | 31.2% | 26.1% |
| EPS growth (YoY) | 82.1% | 2.8% |
| Gross margin | 44.5% | 78.9% |
| Operating margin | 27.7% | 37% |
| Return on equity (TTM) | 4.2% | 27.4% |
| Debt to equity | 0.33 | 0.84 |
Performance
Split across windows| Metric | FANG | HES |
|---|---|---|
| 1 week (5 sessions) | 1% | — |
| 1 month (20 sessions) | 2.3% | — |
| 3 months (63 sessions) | 4.5% | — |
| 6 months (126 sessions) | 16.3% | — |
| Year to date | 36.6% | — |
| 1 year (252 sessions) | 49.6% | — |
Technicals
Split| Metric | FANG | HES |
|---|---|---|
| RSI (14) | 40.9 | — |
| ADX (14) | 12.5 | — |
| Price vs 50-day | 4.3% | — |
| Price vs 200-day | 13% | — |
| Volatility (1M, annualized) | 22.5% | — |
Risk
HES is the more resilient| Metric | FANG | HES |
|---|---|---|
| Beta | -0.42 | — |
| Sharpe ratio | 1.33 | — |
| Sortino ratio | 2.15 | — |
| Max drawdown | -19.5% | — |
| Current drawdown | -3.9% | — |
| Annualized volatility | 31.8% | — |
| Value at risk (95%) | -3.2% | — |
Straight answers
Each answer is regenerated from the current snapshot, not written once and left to age.
Which is better, FANG or HES?
On the Algovestiq AIQ Score, HES is the stronger of the two as of Sep 11, 2026, scoring 54 against FANG's 49. The edge comes from quality and risk resilience. FANG is not without a case — it holds the better value profile, which matters more if that is the objective you are optimizing for. This is a systematic score, not a recommendation: it ranks the two on the same evidence, it does not know your holding period or tax position.
Is FANG or HES the better buy right now?
HES carries the stronger systematic profile as of Sep 11, 2026, and the comparison is rated Fragile — 3 of 5 covered evidence groups agree. A Fragile rating means the conclusion is sensitive: the AIQ gap is narrow at 5 points. Treat the lead as provisional.
Why does the AIQ Score favor HES over FANG?
The composite weights Quality, Value, Momentum and Risk Resilience. HES leads Quality by 26 points; FANG leads Value by 14 points; HES leads Risk Resilience by 9 points. Where the two split, the factor with the larger weight carries the result.
Which has more analyst upside, FANG or HES?
Analyst price targets imply +10.6% upside for FANG and +4% for HES, so the Street currently favors FANG. That points the opposite way to the AIQ Score, which favors HES. The two are measuring different things: the model reads current fundamentals, valuation, trend and risk; the Street is pricing forward expectations. A divergence of this kind is either a contrarian opportunity or a sign the model is missing something the analysts have already priced — it is the single most useful row on this page to investigate. Analyst targets are expectations, not predictions, and dispersion matters as much as the midpoint.
Which is better value, FANG or HES?
FANG is the better-valued of the two on the peer-relative Value factor. FANG on the peer-relative Value factor, by 14 points. The Value factor reads valuation relative to sector peers and to the company's own fundamental quality, so it is not the same as simply having the lower multiple.
Which has stronger growth, FANG or HES?
FANG on combined revenue and EPS growth. Growth here is measured on reported revenue and earnings, not on forward estimates — it describes what the businesses have delivered, not what the Street expects next.
Which has stronger momentum, FANG or HES?
The two are level on Momentum. Momentum is one of the four weighted factors in the AIQ composite. It has documented persistence over three- to twelve-month horizons, which makes it a timing input rather than a reason to hold something indefinitely.
Which is riskier, FANG or HES?
HES is the more resilient of the two, so the other name carries the higher downside risk. HES on Risk Resilience, by 9 points. Risk Resilience is a weighted factor in the composite; position sizing usually responds to it more usefully than the buy/avoid decision does.
Is FANG more profitable than HES?
HES leads on the comparable margin measures — gross margin 44.5% vs 78.9%; operating margin 27.7% vs 37%; ttm roe 4.2% vs 27.4%.
Is HES's lead over FANG getting stronger or weaker?
HES lead: Reversed — FANG led by 8 AIQ points 30 sessions ago; HES now leads by 5. This is measured from 119 daily comparison snapshots between 2026-05-04 and 2026-09-10. The lead has changed hands 9 times in that window, most recently on 2026-09-02, when HES moved ahead of FANG.
What would change the FANG vs HES verdict?
The result is a state, not a forecast, so it changes when the underlying evidence changes. Concretely: FANG closes the Quality gap — currently 26 points behind, the largest single contributor to HES's edge; FANG generates a confirmed bullish trend signal it does not currently carry, such as MACD Bullish Crossover; HES starts generating bearish momentum or trend signals; a regime shift changes factor weighting — Quality and Value carry the heaviest weights in the composite, so a rotation toward either would move the result most.
What do the current signals say about FANG and HES?
FANG: 3 bullish / 1 bearish, conflicted. HES: No active signals. A conflicted state means bullish and bearish rules are active on the same name at once — the technical evidence is not pointing one way, and a decision taken on it carries more timing risk. The most decision-relevant rule on FANG is Golden Cross Active (bullish, long horizon).
Compare FANG and HES with others
Continue your research
This page answers which of the two. These answer the questions on either side of it.
How this comparison is scored
The Algovestiq AIQ Score composites four factors — Quality, Value, Momentum and Risk, each carrying a fixed weight. Sentiment is reported separately as SentimentPulse and is not folded into the composite. Scores refresh every trading day, and this page regenerates from the latest snapshot rather than being written once.
The verdict names a leader, states how broadly six independent evidence groups agree, and rates how durable that conclusion is given the score gap, its recent trajectory and the current signal state on both names.
How to use side-by-side comparison →This comparison is informational and educational, not investment advice. AIQ scores update daily; re-check after earnings, guidance or macro data that materially changes either name’s factor profile.