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HAL vs. RIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HAL vs. RIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halliburton Company (HAL) and Transocean Ltd. (RIG). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.92%
-31.09%
HAL
RIG

Returns By Period

In the year-to-date period, HAL achieves a -14.44% return, which is significantly higher than RIG's -32.28% return. Over the past 10 years, HAL has outperformed RIG with an annualized return of -3.23%, while RIG has yielded a comparatively lower -15.99% annualized return.


HAL

YTD

-14.44%

1M

7.48%

6M

-18.92%

1Y

-18.23%

5Y (annualized)

10.06%

10Y (annualized)

-3.23%

RIG

YTD

-32.28%

1M

1.42%

6M

-31.09%

1Y

-33.85%

5Y (annualized)

-0.73%

10Y (annualized)

-15.99%

Fundamentals


HALRIG
Market Cap$26.52B$3.76B
EPS$2.86-$0.76
PEG Ratio1.49-22.91
Total Revenue (TTM)$23.07B$3.31B
Gross Profit (TTM)$4.41B$1.49B
EBITDA (TTM)$4.97B-$162.00M

Key characteristics


HALRIG
Sharpe Ratio-0.61-0.64
Sortino Ratio-0.71-0.73
Omega Ratio0.910.92
Calmar Ratio-0.30-0.32
Martin Ratio-0.95-1.33
Ulcer Index17.35%23.32%
Daily Std Dev27.04%48.47%
Max Drawdown-92.99%-99.48%
Current Drawdown-50.58%-96.65%

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Correlation

-0.50.00.51.00.6

The correlation between HAL and RIG is 0.64, 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.

Risk-Adjusted Performance

HAL vs. RIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) and Transocean Ltd. (RIG). 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 HAL, currently valued at -0.61, compared to the broader market-4.00-2.000.002.004.00-0.61-0.64
The chart of Sortino ratio for HAL, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.71-0.73
The chart of Omega ratio for HAL, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.92
The chart of Calmar ratio for HAL, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.32
The chart of Martin ratio for HAL, currently valued at -0.95, compared to the broader market-10.000.0010.0020.0030.00-0.95-1.33
HAL
RIG

The current HAL Sharpe Ratio is -0.61, which is comparable to the RIG Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of HAL and RIG, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.61
-0.64
HAL
RIG

Dividends

HAL vs. RIG - Dividend Comparison

HAL's dividend yield for the trailing twelve months is around 2.20%, while RIG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HAL
Halliburton Company
2.20%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
RIG
Transocean Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.48%15.33%3.40%

Drawdowns

HAL vs. RIG - Drawdown Comparison

The maximum HAL drawdown since its inception was -92.99%, smaller than the maximum RIG drawdown of -99.48%. Use the drawdown chart below to compare losses from any high point for HAL and RIG. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-50.58%
-96.65%
HAL
RIG

Volatility

HAL vs. RIG - Volatility Comparison

The current volatility for Halliburton Company (HAL) is 9.39%, while Transocean Ltd. (RIG) has a volatility of 15.99%. This indicates that HAL experiences smaller price fluctuations and is considered to be less risky than RIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.39%
15.99%
HAL
RIG

Financials

HAL vs. RIG - Financials Comparison

This section allows you to compare key financial metrics between Halliburton Company and Transocean Ltd.. 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