PortfoliosLab logoPortfoliosLab logo
EXPO vs. SLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXPO vs. SLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exponent, Inc. (EXPO) and SLB N.V. (SLB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXPO achieves a -16.65% return, which is significantly lower than SLB's 25.91% return. Over the past 10 years, EXPO has outperformed SLB with an annualized return of 8.75%, while SLB has yielded a comparatively lower -1.84% annualized return.


EXPO

1D
2.65%
1M
-0.21%
YTD
-16.65%
6M
-19.74%
1Y
-20.86%
3Y*
-14.01%
5Y*
-7.16%
10Y*
8.75%

SLB

1D
-0.33%
1M
-16.13%
YTD
25.91%
6M
26.50%
1Y
45.55%
3Y*
3.44%
5Y*
9.90%
10Y*
-1.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPO vs. SLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPO
Exponent, Inc.
-16.65%-20.81%2.42%-10.14%-14.25%30.67%31.74%37.51%44.22%19.46%
SLB
SLB N.V.
25.91%3.27%-24.47%-0.78%81.15%40.30%-43.81%17.73%-44.66%-17.37%

Correlation

The correlation between EXPO and SLB is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 17, 1990

0.18

Fundamentals

EPS

EXPO:

$2.14

SLB:

$3.04

PE Ratio

EXPO:

26.82

SLB:

15.70

PEG Ratio

EXPO:

12.71

SLB:

0.74

PS Ratio

EXPO:

6.69

SLB:

1.44

Total Revenue (TTM)

EXPO:

$436.51M

SLB:

$35.94B

Gross Profit (TTM)

EXPO:

$95.87M

SLB:

$4.90B

EBITDA (TTM)

EXPO:

$153.50M

SLB:

$5.30B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXPO vs. SLB — Risk / Return Rank

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

EXPO
EXPO Risk / Return Rank: 1313
Overall Rank
EXPO Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXPO Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXPO Omega Ratio Rank: 1515
Omega Ratio Rank
EXPO Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXPO Martin Ratio Rank: 66
Martin Ratio Rank

SLB
SLB Risk / Return Rank: 7878
Overall Rank
SLB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SLB Omega Ratio Rank: 7373
Omega Ratio Rank
SLB Calmar Ratio Rank: 8181
Calmar Ratio Rank
SLB Martin Ratio Rank: 8383
Martin Ratio Rank
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.

EXPO vs. SLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) and SLB N.V. (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXPOSLBDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

0.90

1.24

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.65

2.60

-3.24

Martin ratioReturn relative to average drawdown

-1.51

7.66

-9.17

EXPO vs. SLB - Sharpe Ratio Comparison

The current EXPO Sharpe Ratio is -0.67, which is lower than the SLB Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of EXPO and SLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EXPO vs. SLB - Drawdown Comparison

The maximum EXPO drawdown since its inception was -86.44%, roughly equal to the maximum SLB drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for EXPO and SLB.


Loading charts...

Drawdown Indicators


EXPOSLBDifference

Max Drawdown

Largest peak-to-trough decline

-86.44%

-87.64%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-32.45%

-17.62%

-14.83%

Max Drawdown (3Y)

Largest decline over 3 years

-52.37%

-46.63%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-54.79%

-46.63%

-8.16%

Max Drawdown (10Y)

Largest decline over 10 years

-54.79%

-84.29%

+29.50%

Current Drawdown

Current decline from peak

-51.44%

-43.45%

-7.99%

Average Drawdown

Average peak-to-trough decline

-32.74%

-31.19%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.84%

5.96%

+7.88%

Volatility

EXPO vs. SLB - Volatility Comparison

The current volatility for Exponent, Inc. (EXPO) is 8.71%, while SLB N.V. (SLB) has a volatility of 11.69%. This indicates that EXPO experiences smaller price fluctuations and is considered to be less risky than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXPOSLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

11.69%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

25.68%

26.68%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

31.25%

34.73%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.04%

37.65%

-7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.93%

40.49%

-11.56%

Dividends

EXPO vs. SLB - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 2.13%, less than SLB's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
EXPO
Exponent, Inc.
2.13%1.73%1.26%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%
SLB
SLB N.V.
2.43%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%

Financials

EXPO vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between Exponent, Inc. and SLB N.V.. 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


0.002.00B4.00B6.00B8.00B10.00B202220232024202520260
8.72B
(EXPO) Total Revenue
(SLB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EXPO and SLB have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLB has higher volatility (11.69%) compared to EXPO (8.71%). In terms of maximum drawdown, EXPO dropped -86.44% vs SLB's -87.64%.

SLB currently has the higher Sharpe Ratio (1.34 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EXPO and SLB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer