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

Performance

HAL vs. SLB - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
584.68%
856.07%
HAL
SLB

Returns By Period

The year-to-date returns for both stocks are quite close, with HAL having a -15.43% return and SLB slightly lower at -15.47%. Over the past 10 years, HAL has outperformed SLB with an annualized return of -3.06%, while SLB has yielded a comparatively lower -5.03% annualized return.


HAL

YTD

-15.43%

1M

6.25%

6M

-19.72%

1Y

-19.17%

5Y (annualized)

10.49%

10Y (annualized)

-3.06%

SLB

YTD

-15.47%

1M

-1.14%

6M

-9.98%

1Y

-15.18%

5Y (annualized)

6.57%

10Y (annualized)

-5.03%

Fundamentals


HALSLB
Market Cap$26.52B$62.60B
EPS$2.86$3.11
PE Ratio10.5614.25
PEG Ratio1.491.95
Total Revenue (TTM)$23.07B$36.01B
Gross Profit (TTM)$4.41B$7.22B
EBITDA (TTM)$4.97B$7.79B

Key characteristics


HALSLB
Sharpe Ratio-0.64-0.65
Sortino Ratio-0.77-0.79
Omega Ratio0.910.90
Calmar Ratio-0.31-0.32
Martin Ratio-1.00-1.20
Ulcer Index17.35%14.78%
Daily Std Dev26.95%27.13%
Max Drawdown-92.99%-87.63%
Current Drawdown-51.15%-51.54%

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Correlation

-0.50.00.51.00.7

The correlation between HAL and SLB is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

HAL vs. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) 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 HAL, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.64-0.56
The chart of Sortino ratio for HAL, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.77-0.65
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 -0.31, compared to the broader market0.002.004.006.00-0.31-0.27
The chart of Martin ratio for HAL, currently valued at -1.00, compared to the broader market0.0010.0020.0030.00-1.00-1.02
HAL
SLB

The current HAL Sharpe Ratio is -0.64, which is comparable to the SLB Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of HAL 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.64
-0.56
HAL
SLB

Dividends

HAL vs. SLB - Dividend Comparison

HAL's dividend yield for the trailing twelve months is around 2.23%, less than SLB's 2.49% yield.


TTM20232022202120202019201820172016201520142013
HAL
Halliburton Company
2.23%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
SLB
Schlumberger Limited
2.49%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

HAL vs. SLB - Drawdown Comparison

The maximum HAL drawdown since its inception was -92.99%, which is greater than SLB's maximum drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for HAL and SLB. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-51.15%
-51.54%
HAL
SLB

Volatility

HAL vs. SLB - Volatility Comparison

Halliburton Company (HAL) and Schlumberger Limited (SLB) have volatilities of 9.17% and 9.60%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.17%
9.60%
HAL
SLB

Financials

HAL vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between Halliburton Company 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