BORR vs. VAL

Last updated Apr 1, 2026

Compare and contrast key facts about Borr Drilling Ltd (BORR) and Valaris Limited (VAL).

Performance

BORR vs. VAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Borr Drilling Ltd (BORR) and Valaris Limited (VAL). The values are adjusted to include any dividend payments, if applicable.

BORR vs. VAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BORR Borr Drilling Ltd	43.18%	4.15%	-44.49%	48.09%	141.26%	0.98%
VAL Valaris Limited	94.52%	13.92%	-35.48%	1.40%	87.83%	51.90%

Fundamentals

Market Cap BORR : $1.68B VAL : $6.85B
EPS BORR : $0.16 VAL : $13.89
PE Ratio BORR : 35.12 VAL : 7.06
PEG Ratio BORR : 0.32 VAL : 0.14
PS Ratio BORR : 1.65 VAL : 2.93
PB Ratio BORR : 1.37 VAL : 2.16
Total Revenue (TTM) BORR : $1.02B VAL : $2.37B
Gross Profit (TTM) BORR : $604.20M VAL : $615.30M
EBITDA (TTM) BORR : $458.00M VAL : $698.80M

Returns By Period

In the year-to-date period, BORR achieves a 43.18% return, which is significantly lower than VAL's 94.52% return.

BORR

• 1D: -0.52%
• 1M: -5.87%
• YTD: 43.18%
• 6M: 114.50%
• 1Y: 163.47%
• 3Y*: -7.02%
• 5Y*: 23.74%
• 10Y*: —

VAL

• 1D: -0.37%
• 1M: 2.28%
• YTD: 94.52%
• 6M: 101.03%
• 1Y: 149.72%
• 3Y*: 14.65%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BORR vs. VAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BORR

BORR Risk / Return Rank: 91
BORR Sharpe Ratio Rank: 93
BORR Sortino Ratio Rank: 89
BORR Omega Ratio Rank: 86
BORR Calmar Ratio Rank: 94
BORR Martin Ratio Rank: 92

VAL

VAL Risk / Return Rank: 93
VAL Sharpe Ratio Rank: 93
VAL Sortino Ratio Rank: 92
VAL Omega Ratio Rank: 91
VAL Calmar Ratio Rank: 94
VAL Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BORR vs. VAL - Risk-Adjusted Trends 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.

	BORR	VAL	Difference
Sharpe ratio Return per unit of total volatility	2.34	2.31	+0.04
Sortino ratio Return per unit of downside risk	2.75	3.06	-0.31
Omega ratio Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio Return relative to maximum drawdown	5.31	5.15	+0.15
Martin ratio Return relative to average drawdown	12.91	15.92	-3.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BORR vs. VAL - Sharpe Ratio Comparison

The current BORR Sharpe Ratio is 2.34, which is comparable to the VAL Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BORR and VAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BORR	VAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	2.31	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.67	-0.89

Correlation

The correlation between BORR and VAL is 0.64, 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.

Dividends

BORR vs. VAL - Dividend Comparison

Neither BORR nor VAL has paid dividends to shareholders.

	TTM	2025	2024
BORR Borr Drilling Ltd	0.00%	0.50%	7.69%
VAL Valaris Limited	0.00%	0.00%	0.00%

Drawdowns

BORR vs. VAL - Drawdown Comparison

The maximum BORR drawdown since its inception was -99.07%, which is greater than VAL's maximum drawdown of -63.82%. Use the drawdown chart below to compare losses from any high point for BORR and VAL.

Drawdown Indicators

	BORR	VAL	Difference
Max Drawdown Largest peak-to-trough decline	-99.07%	-63.82%	-35.25%
Max Drawdown (1Y) Largest decline over 1 year	-29.69%	-28.79%	-0.90%
Max Drawdown (5Y) Largest decline over 5 years	-80.90%	—	—
Current Drawdown Current decline from peak	-88.61%	-4.11%	-84.50%
Average Drawdown Average peak-to-trough decline	-88.83%	-19.15%	-69.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.21%	9.32%	+2.89%

Volatility

BORR vs. VAL - Volatility Comparison

Borr Drilling Ltd (BORR) has a higher volatility of 18.59% compared to Valaris Limited (VAL) at 14.50%. 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.

Volatility by Period

	BORR	VAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.59%	14.50%	+4.09%
Volatility (6M) Calculated over the trailing 6-month period	41.62%	47.03%	-5.41%
Volatility (1Y) Calculated over the trailing 1-year period	70.25%	65.32%	+4.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.21%	50.18%	+22.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.10%	50.18%	+69.92%

Financials