BORR vs. TDW

In the year-to-date period, BORR achieves a -48.76% return, which is significantly lower than TDW's -32.05% return.

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This table presents a comparison of risk-adjusted performance metrics for Borr Drilling Ltd (BORR) and Tidewater Inc. (TDW). 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.

The current BORR Sharpe Ratio is -0.96, which is lower than the TDW Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of BORR and TDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BORR's dividend yield for the trailing twelve months is around 8.33%, while TDW has not paid dividends to shareholders.

The maximum BORR drawdown since its inception was -97.44%, roughly equal to the maximum TDW drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for BORR and TDW. For additional features, visit the drawdowns tool.

The current volatility for Borr Drilling Ltd (BORR) is 15.57%, while Tidewater Inc. (TDW) has a volatility of 17.57%. This indicates that BORR experiences smaller price fluctuations and is considered to be less risky than TDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Borr Drilling Ltd and Tidewater Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.