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DO vs. NE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


DONE

Fundamentals


DONE
Market Cap$1.44B$5.58B
EPS-$2.67$3.40
Total Revenue (TTM)$825.13M$2.77B
Gross Profit (TTM)$152.00M$1.35B
EBITDA (TTM)$183.48M$858.67M

Correlation

-0.50.00.51.00.7

The correlation between DO and NE is 0.74, 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.

Performance

DO vs. NE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
86.53%
5.34%
DO
NE

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Risk-Adjusted Performance

DO vs. NE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Offshore Drilling, Inc. (DO) and Noble Corporation (NE). 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.


DO
Sharpe ratio
The chart of Sharpe ratio for DO, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.22
Sortino ratio
The chart of Sortino ratio for DO, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.006.000.57
Omega ratio
The chart of Omega ratio for DO, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for DO, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for DO, currently valued at 0.79, compared to the broader market0.0010.0020.0030.000.79
NE
Sharpe ratio
The chart of Sharpe ratio for NE, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.65
Sortino ratio
The chart of Sortino ratio for NE, currently valued at -0.81, compared to the broader market-4.00-2.000.002.004.006.00-0.81
Omega ratio
The chart of Omega ratio for NE, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for NE, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for NE, currently valued at -1.31, compared to the broader market0.0010.0020.0030.00-1.31

DO vs. NE - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.22
-0.65
DO
NE

Dividends

DO vs. NE - Dividend Comparison

DO has not paid dividends to shareholders, while NE's dividend yield for the trailing twelve months is around 4.89%.


TTM2023
DO
Diamond Offshore Drilling, Inc.
0.00%0.00%
NE
Noble Corporation
4.89%1.45%

Drawdowns

DO vs. NE - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.23%
-32.91%
DO
NE

Volatility

DO vs. NE - Volatility Comparison

The current volatility for Diamond Offshore Drilling, Inc. (DO) is 0.00%, while Noble Corporation (NE) has a volatility of 14.52%. This indicates that DO experiences smaller price fluctuations and is considered to be less risky than NE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
14.52%
DO
NE

Financials

DO vs. NE - Financials Comparison

This section allows you to compare key financial metrics between Diamond Offshore Drilling, Inc. and Noble Corporation. 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