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

Performance

MOS vs. SLB - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-18.67%
-5.13%
MOS
SLB

Returns By Period

In the year-to-date period, MOS achieves a -27.24% return, which is significantly lower than SLB's -14.79% return. Over the past 10 years, MOS has outperformed SLB with an annualized return of -4.24%, while SLB has yielded a comparatively lower -5.20% annualized return.


MOS

YTD

-27.24%

1M

-2.23%

6M

-18.67%

1Y

-27.21%

5Y (annualized)

8.73%

10Y (annualized)

-4.24%

SLB

YTD

-14.79%

1M

2.59%

6M

-5.13%

1Y

-15.48%

5Y (annualized)

6.01%

10Y (annualized)

-5.20%

Fundamentals


MOSSLB
Market Cap$8.08B$60.86B
EPS$1.13$3.11
PE Ratio22.5113.86
PEG Ratio5.151.94
Total Revenue (TTM)$11.46B$36.01B
Gross Profit (TTM)$1.80B$7.22B
EBITDA (TTM)$1.67B$7.79B

Key characteristics


MOSSLB
Sharpe Ratio-0.86-0.58
Sortino Ratio-1.15-0.67
Omega Ratio0.870.92
Calmar Ratio-0.35-0.28
Martin Ratio-1.26-1.04
Ulcer Index21.99%14.94%
Daily Std Dev32.22%26.98%
Max Drawdown-94.71%-87.63%
Current Drawdown-79.30%-51.15%

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Correlation

-0.50.00.51.00.5

The correlation between MOS and SLB is 0.48, 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

MOS vs. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) 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 MOS, currently valued at -0.86, compared to the broader market-4.00-2.000.002.004.00-0.86-0.58
The chart of Sortino ratio for MOS, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.00-1.15-0.67
The chart of Omega ratio for MOS, currently valued at 0.87, compared to the broader market0.501.001.502.000.870.92
The chart of Calmar ratio for MOS, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35-0.28
The chart of Martin ratio for MOS, currently valued at -1.26, compared to the broader market-10.000.0010.0020.0030.00-1.26-1.04
MOS
SLB

The current MOS Sharpe Ratio is -0.86, which is lower than the SLB Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of MOS 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.86
-0.58
MOS
SLB

Dividends

MOS vs. SLB - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 3.26%, more than SLB's 2.47% yield.


TTM20232022202120202019201820172016201520142013
MOS
The Mosaic Company
3.26%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%
SLB
Schlumberger Limited
2.47%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

MOS vs. SLB - Drawdown Comparison

The maximum MOS drawdown since its inception was -94.71%, which is greater than SLB's maximum drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for MOS and SLB. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-79.30%
-51.15%
MOS
SLB

Volatility

MOS vs. SLB - Volatility Comparison

The Mosaic Company (MOS) has a higher volatility of 11.70% compared to Schlumberger Limited (SLB) at 9.56%. This indicates that MOS'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%JuneJulyAugustSeptemberOctoberNovember
11.70%
9.56%
MOS
SLB

Financials

MOS vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between The Mosaic 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