HLX vs. AI

Last updated Apr 1, 2026

Compare and contrast key facts about Helix Energy Solutions Group, Inc. (HLX) and C3.ai, Inc. (AI).

Performance

HLX vs. AI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Helix Energy Solutions Group, Inc. (HLX) and C3.ai, Inc. (AI). The values are adjusted to include any dividend payments, if applicable.

HLX vs. AI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HLX Helix Energy Solutions Group, Inc.	57.74%	-32.73%	-9.34%	39.30%	136.54%	-25.71%	2.94%
AI C3.ai, Inc.	-37.54%	-60.85%	19.92%	156.57%	-64.19%	-77.48%	50.02%

Fundamentals

Market Cap HLX : $1.46B AI : $1.17B
EPS HLX : $0.21 AI : -$3.18
PS Ratio HLX : 1.14 AI : 3.74
PB Ratio HLX : 0.88 AI : 1.62
Total Revenue (TTM) HLX : $1.29B AI : $307.39M
Gross Profit (TTM) HLX : $159.14M AI : $133.57M
EBITDA (TTM) HLX : $193.41M AI : -$439.66M

Returns By Period

In the year-to-date period, HLX achieves a 57.74% return, which is significantly higher than AI's -37.54% return.

HLX

• 1D: 1.44%
• 1M: 7.62%
• YTD: 57.74%
• 6M: 50.76%
• 1Y: 19.01%
• 3Y*: 8.51%
• 5Y*: 13.37%
• 10Y*: 6.22%

AI

• 1D: 8.09%
• 1M: 5.91%
• YTD: -37.54%
• 6M: -51.44%
• 1Y: -60.00%
• 3Y*: -36.94%
• 5Y*: -34.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HLX vs. AI — Risk / Return Rank

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

HLX

HLX Risk / Return Rank: 53
HLX Sharpe Ratio Rank: 55
HLX Sortino Ratio Rank: 52
HLX Omega Ratio Rank: 52
HLX Calmar Ratio Rank: 55
HLX Martin Ratio Rank: 51

AI

AI Risk / Return Rank: 9
AI Sharpe Ratio Rank: 7
AI Sortino Ratio Rank: 8
AI Omega Ratio Rank: 8
AI Calmar Ratio Rank: 11
AI Martin Ratio Rank: 12

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.

HLX vs. AI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Helix Energy Solutions Group, Inc. (HLX) and C3.ai, Inc. (AI). 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.

	HLX	AI	Difference
Sharpe ratio Return per unit of total volatility	0.35	-0.87	+1.23
Sortino ratio Return per unit of downside risk	0.86	-1.31	+2.17
Omega ratio Gain probability vs. loss probability	1.11	0.84	+0.28
Calmar ratio Return relative to maximum drawdown	0.54	-0.84	+1.38
Martin ratio Return relative to average drawdown	0.83	-1.45	+2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HLX vs. AI - Sharpe Ratio Comparison

The current HLX Sharpe Ratio is 0.35, which is higher than the AI Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of HLX and AI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HLX	AI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	-0.87	+1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	-0.44	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	-0.44	+0.48

Correlation

The correlation between HLX and AI is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HLX vs. AI - Dividend Comparison

Neither HLX nor AI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

HLX vs. AI - Drawdown Comparison

The maximum HLX drawdown since its inception was -97.87%, roughly equal to the maximum AI drawdown of -95.63%. Use the drawdown chart below to compare losses from any high point for HLX and AI.

Drawdown Indicators

	HLX	AI	Difference
Max Drawdown Largest peak-to-trough decline	-97.87%	-95.63%	-2.24%
Max Drawdown (1Y) Largest decline over 1 year	-32.94%	-73.39%	+40.45%
Max Drawdown (5Y) Largest decline over 5 years	-61.66%	-89.81%	+28.15%
Max Drawdown (10Y) Largest decline over 10 years	-91.46%	—	—
Current Drawdown Current decline from peak	-78.89%	-95.26%	+16.37%
Average Drawdown Average peak-to-trough decline	-55.05%	-81.49%	+26.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.43%	42.33%	-20.90%

Volatility

HLX vs. AI - Volatility Comparison

The current volatility for Helix Energy Solutions Group, Inc. (HLX) is 9.28%, while C3.ai, Inc. (AI) has a volatility of 15.60%. This indicates that HLX experiences smaller price fluctuations and is considered to be less risky than AI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HLX	AI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.28%	15.60%	-6.32%
Volatility (6M) Calculated over the trailing 6-month period	34.84%	46.77%	-11.93%
Volatility (1Y) Calculated over the trailing 1-year period	54.12%	69.04%	-14.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.40%	78.46%	-26.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.29%	82.75%	-16.46%

Financials