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

Correlation

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.


-0.50.00.51.00.5

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.

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
112.18%
69.63%
MOS
SLB

Key characteristics

Sharpe Ratio

MOS:

-0.96

SLB:

-1.06

Sortino Ratio

MOS:

-1.33

SLB:

-1.44

Omega Ratio

MOS:

0.85

SLB:

0.83

Calmar Ratio

MOS:

-0.39

SLB:

-0.48

Martin Ratio

MOS:

-1.50

SLB:

-1.71

Ulcer Index

MOS:

20.74%

SLB:

16.43%

Daily Std Dev

MOS:

32.34%

SLB:

26.65%

Max Drawdown

MOS:

-94.70%

SLB:

-87.63%

Current Drawdown

MOS:

-80.24%

SLB:

-58.41%

Fundamentals

Market Cap

MOS:

$8.08B

SLB:

$56.32B

EPS

MOS:

$1.13

SLB:

$3.11

PE Ratio

MOS:

22.51

SLB:

12.82

PEG Ratio

MOS:

1.86

SLB:

1.79

Total Revenue (TTM)

MOS:

$11.46B

SLB:

$36.01B

Gross Profit (TTM)

MOS:

$1.80B

SLB:

$7.22B

EBITDA (TTM)

MOS:

$2.02B

SLB:

$7.79B

Returns By Period

In the year-to-date period, MOS achieves a -30.61% return, which is significantly lower than SLB's -27.44% return. Over the past 10 years, MOS has outperformed SLB with an annualized return of -4.57%, while SLB has yielded a comparatively lower -5.67% annualized return.


MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

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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 -0.96, compared to the broader market-4.00-2.000.002.00-0.96-1.06
The chart of Sortino ratio for MOS, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.33-1.44
The chart of Omega ratio for MOS, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.83
The chart of Calmar ratio for MOS, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.39-0.48
The chart of Martin ratio for MOS, currently valued at -1.50, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.50-1.71
MOS
SLB

The current MOS Sharpe Ratio is -0.96, which is comparable to the SLB Sharpe Ratio of -1.06. 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
-1.06
MOS
SLB

Dividends

MOS vs. SLB - Dividend Comparison

MOS's dividend yield for the trailing twelve months is around 3.49%, more than SLB's 2.99% yield.


TTM20232022202120202019201820172016201520142013
MOS
The Mosaic Company
3.49%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
2.99%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 -94.70%, 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%JulyAugustSeptemberOctoberNovemberDecember
-80.24%
-58.41%
MOS
SLB

Volatility

MOS vs. SLB - Volatility Comparison

The Mosaic Company (MOS) has a higher volatility of 11.30% compared to Schlumberger Limited (SLB) at 6.36%. 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
11.30%
6.36%
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
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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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