BORR vs. VAL
Compare and contrast key facts about Borr Drilling Ltd (BORR) and Valaris Limited (VAL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BORR or VAL.
Key characteristics
| BORR | VAL | |
|---|---|---|
| YTD Return | -43.35% | -27.81% |
| 1Y Return | -33.71% | -29.59% |
| 3Y Return (Ann) | 16.80% | 11.68% |
| Sharpe Ratio | -0.62 | -0.75 |
| Sortino Ratio | -0.65 | -0.96 |
| Omega Ratio | 0.92 | 0.89 |
| Calmar Ratio | -0.39 | -0.72 |
| Martin Ratio | -1.61 | -1.63 |
| Ulcer Index | 19.01% | 17.51% |
| Daily Std Dev | 49.48% | 37.87% |
| Max Drawdown | -97.44% | -39.45% |
| Current Drawdown | -78.66% | -38.11% |
Fundamentals
| BORR | VAL | |
|---|---|---|
| Market Cap | $1.00B | $3.58B |
| EPS | $0.34 | $14.37 |
| PE Ratio | 11.76 | 3.51 |
| Total Revenue (TTM) | $735.86M | $2.26B |
| Gross Profit (TTM) | $309.26M | $398.70M |
| EBITDA (TTM) | $368.86M | $377.10M |
Correlation
The correlation between BORR and VAL is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BORR vs. VAL - Performance Comparison
In the year-to-date period, BORR achieves a -43.35% return, which is significantly lower than VAL's -27.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BORR vs. VAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Borr Drilling Ltd (BORR) and Valaris Limited (VAL). 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.
Dividends
BORR vs. VAL - Dividend Comparison
BORR's dividend yield for the trailing twelve months is around 7.54%, while VAL has not paid dividends to shareholders.
| TTM | |
|---|---|
BORR Borr Drilling Ltd | 7.54% |
VAL Valaris Limited | 0.00% |
Drawdowns
BORR vs. VAL - Drawdown Comparison
The maximum BORR drawdown since its inception was -97.44%, which is greater than VAL's maximum drawdown of -39.45%. Use the drawdown chart below to compare losses from any high point for BORR and VAL. For additional features, visit the drawdowns tool.
Volatility
BORR vs. VAL - Volatility Comparison
Borr Drilling Ltd (BORR) has a higher volatility of 15.38% compared to Valaris Limited (VAL) at 11.77%. This indicates that BORR's price experiences larger fluctuations and is considered to be riskier than VAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BORR vs. VAL - Financials Comparison
This section allows you to compare key financial metrics between Borr Drilling Ltd and Valaris 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.
Total Revenue: Total amount of money received from sales and other business activities