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BP vs. HAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BP vs. HAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BP p.l.c. (BP) and Halliburton Company (HAL). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.82%
-19.85%
BP
HAL

Returns By Period

In the year-to-date period, BP achieves a -13.58% return, which is significantly higher than HAL's -15.43% return. Over the past 10 years, BP has outperformed HAL with an annualized return of 2.24%, while HAL has yielded a comparatively lower -3.06% annualized return.


BP

YTD

-13.58%

1M

-6.01%

6M

-20.31%

1Y

-14.09%

5Y (annualized)

-0.39%

10Y (annualized)

2.24%

HAL

YTD

-15.43%

1M

6.25%

6M

-19.72%

1Y

-19.17%

5Y (annualized)

10.49%

10Y (annualized)

-3.06%

Fundamentals


BPHAL
Market Cap$74.25B$26.52B
EPS$1.00$2.86
PE Ratio28.1610.56
PEG Ratio13.741.49
Total Revenue (TTM)$190.73B$23.07B
Gross Profit (TTM)$31.16B$4.41B
EBITDA (TTM)$24.20B$4.97B

Key characteristics


BPHAL
Sharpe Ratio-0.67-0.64
Sortino Ratio-0.80-0.77
Omega Ratio0.900.91
Calmar Ratio-0.54-0.31
Martin Ratio-1.32-1.00
Ulcer Index10.66%17.35%
Daily Std Dev20.90%26.95%
Max Drawdown-69.44%-92.99%
Current Drawdown-24.09%-51.15%

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Correlation

-0.50.00.51.00.5

The correlation between BP and HAL is 0.49, 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.

Risk-Adjusted Performance

BP vs. HAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BP p.l.c. (BP) and Halliburton Company (HAL). 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 BP, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.64
The chart of Sortino ratio for BP, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.70-0.77
The chart of Omega ratio for BP, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.91
The chart of Calmar ratio for BP, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.31
The chart of Martin ratio for BP, currently valued at -1.17, compared to the broader market0.0010.0020.0030.00-1.17-1.00
BP
HAL

The current BP Sharpe Ratio is -0.67, which is comparable to the HAL Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of BP and HAL, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.61
-0.64
BP
HAL

Dividends

BP vs. HAL - Dividend Comparison

BP's dividend yield for the trailing twelve months is around 6.31%, more than HAL's 2.23% yield.


TTM20232022202120202019201820172016201520142013
BP
BP p.l.c.
6.31%4.71%3.94%4.83%9.21%6.51%6.36%5.66%6.37%7.63%6.14%4.51%
HAL
Halliburton Company
2.23%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%

Drawdowns

BP vs. HAL - Drawdown Comparison

The maximum BP drawdown since its inception was -69.44%, smaller than the maximum HAL drawdown of -92.99%. Use the drawdown chart below to compare losses from any high point for BP and HAL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-24.09%
-51.15%
BP
HAL

Volatility

BP vs. HAL - Volatility Comparison

The current volatility for BP p.l.c. (BP) is 8.02%, while Halliburton Company (HAL) has a volatility of 9.17%. This indicates that BP experiences smaller price fluctuations and is considered to be less risky than HAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.02%
9.17%
BP
HAL

Financials

BP vs. HAL - Financials Comparison

This section allows you to compare key financial metrics between BP p.l.c. and Halliburton Company. 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