DVN vs TRGP: returns, Sharpe ratio and drawdown

Over the past year, TRGP returned +78.85% against +42.42% for DVN. Over five years, TRGP averaged +39.07% a year, compared with +4.07% for DVN. TRGP had the higher Sharpe ratio over the past year (2.04 vs 1.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.57% for TRGP and -22.70% for DVN.