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

Correlation

The correlation between MDU and SLB is 0.31, 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.


-0.50.00.51.00.3

Performance

MDU vs. SLB - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,407.46%
1,066.76%
MDU
SLB

Key characteristics

Sharpe Ratio

MDU:

2.89

SLB:

-1.06

Sortino Ratio

MDU:

3.81

SLB:

-1.44

Omega Ratio

MDU:

1.49

SLB:

0.83

Calmar Ratio

MDU:

4.94

SLB:

-0.48

Martin Ratio

MDU:

17.37

SLB:

-1.71

Ulcer Index

MDU:

4.12%

SLB:

16.43%

Daily Std Dev

MDU:

24.77%

SLB:

26.65%

Max Drawdown

MDU:

-61.78%

SLB:

-87.63%

Current Drawdown

MDU:

-9.60%

SLB:

-58.41%

Fundamentals

Market Cap

MDU:

$3.78B

SLB:

$56.32B

EPS

MDU:

$1.94

SLB:

$3.11

PE Ratio

MDU:

9.56

SLB:

12.82

PEG Ratio

MDU:

1.59

SLB:

1.79

Total Revenue (TTM)

MDU:

$4.45B

SLB:

$36.01B

Gross Profit (TTM)

MDU:

$694.90M

SLB:

$7.22B

EBITDA (TTM)

MDU:

$750.68M

SLB:

$7.79B

Returns By Period

In the year-to-date period, MDU achieves a 70.20% return, which is significantly higher than SLB's -27.44% return. Over the past 10 years, MDU has outperformed SLB with an annualized return of 12.29%, while SLB has yielded a comparatively lower -5.67% annualized return.


MDU

YTD

70.20%

1M

-3.06%

6M

31.43%

1Y

71.06%

5Y*

14.65%

10Y*

12.29%

SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MDU vs. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MDU Resources Group, Inc. (MDU) 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 MDU, currently valued at 2.89, compared to the broader market-4.00-2.000.002.002.89-1.06
The chart of Sortino ratio for MDU, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.003.81-1.44
The chart of Omega ratio for MDU, currently valued at 1.49, compared to the broader market0.501.001.502.001.490.83
The chart of Calmar ratio for MDU, currently valued at 4.94, compared to the broader market0.002.004.006.004.94-0.48
The chart of Martin ratio for MDU, currently valued at 17.37, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.37-1.71
MDU
SLB

The current MDU Sharpe Ratio is 2.89, which is higher than the SLB Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of MDU 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.89
-1.06
MDU
SLB

Dividends

MDU vs. SLB - Dividend Comparison

MDU's dividend yield for the trailing twelve months is around 1.88%, less than SLB's 2.99% yield.


TTM20232022202120202019201820172016201520142013
MDU
MDU Resources Group, Inc.
1.88%5.08%4.05%3.35%3.18%2.75%4.01%4.63%4.75%6.46%3.05%3.19%
SLB
Schlumberger Limited
2.99%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

MDU vs. SLB - Drawdown Comparison

The maximum MDU drawdown since its inception was -61.78%, smaller than the maximum SLB drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for MDU and SLB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.60%
-58.41%
MDU
SLB

Volatility

MDU vs. SLB - Volatility Comparison

MDU Resources Group, Inc. (MDU) has a higher volatility of 8.04% compared to Schlumberger Limited (SLB) at 6.36%. This indicates that MDU's price experiences larger fluctuations and is considered to be riskier than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.04%
6.36%
MDU
SLB

Financials

MDU vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between MDU Resources Group, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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