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BKR vs. SLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BKR and SLB is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BKR vs. SLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baker Hughes Company (BKR) and Schlumberger Limited (SLB). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.13%
-30.56%
BKR
SLB

Key characteristics

Sharpe Ratio

BKR:

0.79

SLB:

-1.06

Sortino Ratio

BKR:

1.35

SLB:

-1.44

Omega Ratio

BKR:

1.16

SLB:

0.83

Calmar Ratio

BKR:

0.93

SLB:

-0.48

Martin Ratio

BKR:

2.73

SLB:

-1.71

Ulcer Index

BKR:

7.90%

SLB:

16.43%

Daily Std Dev

BKR:

27.39%

SLB:

26.65%

Max Drawdown

BKR:

-73.51%

SLB:

-87.63%

Current Drawdown

BKR:

-10.16%

SLB:

-58.41%

Fundamentals

Market Cap

BKR:

$40.98B

SLB:

$56.32B

EPS

BKR:

$2.23

SLB:

$3.11

PE Ratio

BKR:

18.57

SLB:

12.82

PEG Ratio

BKR:

0.93

SLB:

1.79

Total Revenue (TTM)

BKR:

$27.30B

SLB:

$36.01B

Gross Profit (TTM)

BKR:

$5.76B

SLB:

$7.22B

EBITDA (TTM)

BKR:

$4.30B

SLB:

$7.79B

Returns By Period

In the year-to-date period, BKR achieves a 21.01% return, which is significantly higher than SLB's -27.44% return.


BKR

YTD

21.01%

1M

-9.00%

6M

23.88%

1Y

21.51%

5Y*

13.30%

10Y*

N/A

SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BKR vs. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baker Hughes Company (BKR) and Schlumberger Limited (SLB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BKR, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.79-1.06
The chart of Sortino ratio for BKR, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.35-1.44
The chart of Omega ratio for BKR, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.83
The chart of Calmar ratio for BKR, currently valued at 0.93, compared to the broader market0.002.004.006.000.93-0.64
The chart of Martin ratio for BKR, currently valued at 2.73, compared to the broader market-5.000.005.0010.0015.0020.0025.002.73-1.71
BKR
SLB

The current BKR Sharpe Ratio is 0.79, which is higher than the SLB Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of BKR and SLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.79
-1.06
BKR
SLB

Dividends

BKR vs. SLB - Dividend Comparison

BKR's dividend yield for the trailing twelve months is around 2.08%, less than SLB's 2.99% yield.


TTM20232022202120202019201820172016201520142013
BKR
Baker Hughes Company
2.08%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%0.00%
SLB
Schlumberger Limited
2.99%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

BKR vs. SLB - Drawdown Comparison

The maximum BKR drawdown since its inception was -73.51%, smaller than the maximum SLB drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for BKR and SLB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.16%
-43.68%
BKR
SLB

Volatility

BKR vs. SLB - Volatility Comparison

Baker Hughes Company (BKR) and Schlumberger Limited (SLB) have volatilities of 6.66% and 6.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
6.36%
BKR
SLB

Financials

BKR vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between Baker Hughes Company and Schlumberger Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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