FTI vs. TDW

In the year-to-date period, FTI achieves a -11.59% return, which is significantly higher than TDW's -37.36% return. Over the past 10 years, FTI has outperformed TDW with an annualized return of -0.65%, while TDW has yielded a comparatively lower -26.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for TechnipFMC plc (FTI) and Tidewater Inc. (TDW). 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.

The current FTI Sharpe Ratio is 0.04, which is higher than the TDW Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of FTI and TDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FTI's dividend yield for the trailing twelve months is around 0.78%, while TDW has not paid dividends to shareholders.

The maximum FTI drawdown since its inception was -100.00%, roughly equal to the maximum TDW drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for FTI and TDW. For additional features, visit the drawdowns tool.

TechnipFMC plc (FTI) and Tidewater Inc. (TDW) have volatilities of 25.81% and 25.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between TechnipFMC plc and Tidewater Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.