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

Key characteristics


DOSDRL

Fundamentals


DOSDRL
Market Cap$1.44B$2.58B
EPS-$2.67$6.32
Total Revenue (TTM)$825.13M$1.19B
Gross Profit (TTM)$152.00M$310.91M
EBITDA (TTM)$183.48M$237.18M

Correlation

-0.50.00.51.00.5

The correlation between DO and SDRL is 0.53, 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

DO vs. SDRL - Performance Comparison

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


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.79%
-21.39%
DO
SDRL

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Risk-Adjusted Performance

DO vs. SDRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Offshore Drilling, Inc. (DO) and Seadrill Limited (SDRL). 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 0.36, compared to the broader market-4.00-2.000.002.004.000.36
Sortino ratio
The chart of Sortino ratio for DO, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.006.000.78
Omega ratio
The chart of Omega ratio for DO, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for DO, currently valued at 0.39, compared to the broader market0.002.004.006.000.39
Martin ratio
The chart of Martin ratio for DO, currently valued at 1.35, compared to the broader market-10.000.0010.0020.0030.001.35
SDRL
Sharpe ratio
The chart of Sharpe ratio for SDRL, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.000.10
Sortino ratio
The chart of Sortino ratio for SDRL, currently valued at 0.41, compared to the broader market-4.00-2.000.002.004.006.000.41
Omega ratio
The chart of Omega ratio for SDRL, currently valued at 1.05, compared to the broader market0.501.001.502.001.05
Calmar ratio
The chart of Calmar ratio for SDRL, currently valued at 0.10, compared to the broader market0.002.004.006.000.10
Martin ratio
The chart of Martin ratio for SDRL, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.24

DO vs. SDRL - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.36
0.10
DO
SDRL

Dividends

DO vs. SDRL - Dividend Comparison

Neither DO nor SDRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DO vs. SDRL - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.23%
-26.36%
DO
SDRL

Volatility

DO vs. SDRL - Volatility Comparison

The current volatility for Diamond Offshore Drilling, Inc. (DO) is 0.00%, while Seadrill Limited (SDRL) has a volatility of 14.54%. This indicates that DO experiences smaller price fluctuations and is considered to be less risky than SDRL 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
14.54%
DO
SDRL

Financials

DO vs. SDRL - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items