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GIGM vs. SLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GIGM vs. SLB - Performance Comparison

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

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Returns By Period

In the year-to-date period, GIGM achieves a -6.58% return, which is significantly lower than SLB's 30.65% return. Over the past 10 years, GIGM has underperformed SLB with an annualized return of -5.31%, while SLB has yielded a comparatively higher -1.76% annualized return.


GIGM

1D
8.39%
1M
-0.70%
6M
-7.19%
YTD
-6.58%
1Y
-0.70%
3Y*
-2.46%
5Y*
-12.06%
10Y*
-5.31%
ALL TIME*
-13.28%

SLB

1D
1.39%
1M
9.88%
6M
3.65%
YTD
30.65%
1Y
54.14%
3Y*
-2.43%
5Y*
13.93%
10Y*
-1.76%
ALL TIME*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.92K$9.24K$9.81K
$764.53M$619.10M$729.53M

GIGM vs. SLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIGM
GigaMedia Limited
-6.58%-1.62%11.14%14.88%-46.22%-29.69%32.78%-19.67%-1.32%4.11%
SLB
SLB N.V.
30.65%3.27%-24.47%-0.78%81.15%40.30%-43.81%17.73%-44.66%-17.37%

Correlation

The correlation between GIGM and SLB is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2000

0.14

The correlation between GIGM and SLB shifts across timeframes, from 0.01 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GIGM:

$15.69M

SLB:

$74.14B

EPS

GIGM:

-$0.19

SLB:

$1.37

PS Ratio

GIGM:

3.39

SLB:

2.98

Total Revenue (TTM)

GIGM:

$4.63M

SLB:

$18.67B

Gross Profit (TTM)

GIGM:

$2.54M

SLB:

$3.29B

EBITDA (TTM)

GIGM:

-$2.71M

SLB:

$3.30B

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GigaMedia Limited

SLB N.V.

Return for Risk

GIGM vs. SLB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GIGM
GIGM Risk / Return Rank: 3737
Overall Rank
GIGM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGM Sortino Ratio Rank: 3535
Sortino Ratio Rank
GIGM Omega Ratio Rank: 3535
Omega Ratio Rank
GIGM Calmar Ratio Rank: 3939
Calmar Ratio Rank
GIGM Martin Ratio Rank: 3939
Martin Ratio Rank

SLB
SLB Risk / Return Rank: 8383
Overall Rank
SLB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 8282
Sortino Ratio Rank
SLB Omega Ratio Rank: 8080
Omega Ratio Rank
SLB Calmar Ratio Rank: 8282
Calmar Ratio Rank
SLB Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GIGM vs. SLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GigaMedia Limited (GIGM) 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.


GIGMSLBDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.01

1.26

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.18

2.29

-2.47

Martin ratioReturn relative to average drawdown

-0.29

6.67

-6.96

GIGM vs. SLB - Sharpe Ratio Comparison

The current GIGM Sharpe Ratio is -0.13, which is lower than the SLB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of GIGM 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.


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Drawdowns

GIGM vs. SLB - Drawdown Comparison

The maximum GIGM drawdown since its inception was -99.25%, which is greater than SLB's maximum drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for GIGM and SLB.


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Drawdown Indicators


GIGMSLBDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-87.64%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-29.57%

-22.27%

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-29.57%

-46.63%

+17.06%

Max Drawdown (5Y)

Largest decline over 5 years

-64.22%

-46.63%

-17.59%

Max Drawdown (10Y)

Largest decline over 10 years

-75.93%

-84.29%

+8.36%

Current Drawdown

Current decline from peak

-98.85%

-41.32%

-57.53%

Average Drawdown

Average peak-to-trough decline

-88.68%

-31.22%

-57.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.33%

7.64%

+10.69%

Volatility

GIGM vs. SLB - Volatility Comparison

GigaMedia Limited (GIGM) and SLB N.V. (SLB) have volatilities of 12.47% and 12.26%, 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.


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Volatility by Period


GIGMSLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.47%

12.26%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

30.17%

26.48%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

41.36%

34.98%

+6.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.17%

37.67%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.83%

40.64%

+5.19%

Dividends

GIGM vs. SLB - Dividend Comparison

GIGM has not paid dividends to shareholders, while SLB's dividend yield for the trailing twelve months is around 2.34%.


PositionTTM20252024202320222021202020192018201720162015
GIGM
GigaMedia Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLB
SLB N.V.
2.34%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%

Financials

GIGM vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between GigaMedia Limited 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


Values in USD except per share items

GIGM vs. SLB - Profitability Comparison

The chart below illustrates the profitability comparison between GigaMedia Limited and SLB N.V. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

GIGM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported a gross profit of 1.24M and revenue of 2.13M. Therefore, the gross margin over that period was 58.3%.

SLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, SLB N.V. reported a gross profit of -1.33B and revenue of -8.72B. Therefore, the gross margin over that period was 15.3%.

GIGM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported an operating income of -103.00K and revenue of 2.13M, resulting in an operating margin of -4.8%.

SLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, SLB N.V. reported an operating income of -1.03B and revenue of -8.72B, resulting in an operating margin of 11.8%.

GIGM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported a net income of 551.00K and revenue of 2.13M, resulting in a net margin of 25.9%.

SLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, SLB N.V. reported a net income of -752.00M and revenue of -8.72B, resulting in a net margin of 8.6%.


Frequently Asked Questions


GIGM and SLB have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GIGM has higher volatility (12.47%) compared to SLB (12.26%). In terms of maximum drawdown, GIGM dropped -99.25% vs SLB's -87.64%.

SLB currently has the higher Sharpe Ratio (1.46 vs -0.13), 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

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