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DVN vs. SLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DVN and SLB is 0.59, 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.


-0.50.00.51.00.6

Performance

DVN vs. SLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) and Schlumberger Limited (SLB). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,079.01%
509.88%
DVN
SLB

Key characteristics

Sharpe Ratio

DVN:

-1.15

SLB:

-1.00

Sortino Ratio

DVN:

-1.57

SLB:

-1.35

Omega Ratio

DVN:

0.82

SLB:

0.84

Calmar Ratio

DVN:

-0.47

SLB:

-0.46

Martin Ratio

DVN:

-1.64

SLB:

-1.66

Ulcer Index

DVN:

17.54%

SLB:

16.19%

Daily Std Dev

DVN:

25.07%

SLB:

26.68%

Max Drawdown

DVN:

-94.93%

SLB:

-87.63%

Current Drawdown

DVN:

-61.37%

SLB:

-57.84%

Fundamentals

Market Cap

DVN:

$21.13B

SLB:

$56.32B

EPS

DVN:

$5.40

SLB:

$3.11

PE Ratio

DVN:

5.96

SLB:

12.82

PEG Ratio

DVN:

14.90

SLB:

1.79

Total Revenue (TTM)

DVN:

$15.14B

SLB:

$36.01B

Gross Profit (TTM)

DVN:

$4.64B

SLB:

$7.22B

EBITDA (TTM)

DVN:

$7.60B

SLB:

$7.79B

Returns By Period

In the year-to-date period, DVN achieves a -28.93% return, which is significantly lower than SLB's -26.46% return. Over the past 10 years, DVN has outperformed SLB with an annualized return of -3.17%, while SLB has yielded a comparatively lower -5.59% annualized return.


DVN

YTD

-28.93%

1M

-19.26%

6M

-30.67%

1Y

-29.53%

5Y*

10.37%

10Y*

-3.17%

SLB

YTD

-26.46%

1M

-13.62%

6M

-14.91%

1Y

-27.76%

5Y*

1.12%

10Y*

-5.59%

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Risk-Adjusted Performance

DVN vs. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) and Schlumberger Limited (SLB). 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 DVN, currently valued at -1.15, compared to the broader market-4.00-2.000.002.00-1.15-1.00
The chart of Sortino ratio for DVN, currently valued at -1.57, compared to the broader market-4.00-2.000.002.004.00-1.57-1.35
The chart of Omega ratio for DVN, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.84
The chart of Calmar ratio for DVN, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.46
The chart of Martin ratio for DVN, currently valued at -1.64, compared to the broader market0.0010.0020.00-1.64-1.66
DVN
SLB

The current DVN Sharpe Ratio is -1.15, which is comparable to the SLB Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of DVN and SLB, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.15
-1.00
DVN
SLB

Dividends

DVN vs. SLB - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 4.66%, more than SLB's 2.95% yield.


TTM20232022202120202019201820172016201520142013
DVN
Devon Energy Corporation
4.66%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%
SLB
Schlumberger Limited
2.95%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

DVN vs. SLB - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than SLB's maximum drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for DVN and SLB. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-61.37%
-57.84%
DVN
SLB

Volatility

DVN vs. SLB - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 7.98% compared to Schlumberger Limited (SLB) at 6.57%. This indicates that DVN's price experiences larger fluctuations and is considered to be riskier than SLB 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%JulyAugustSeptemberOctoberNovemberDecember
7.98%
6.57%
DVN
SLB

Financials

DVN vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between Devon Energy Corporation and Schlumberger 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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