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NBR vs. NE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NBR and NE is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NBR vs. NE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nabors Industries Ltd. (NBR) and Noble Corporation (NE). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.55%
-45.76%
NBR
NE

Key characteristics

Sharpe Ratio

NBR:

-0.97

NE:

-1.32

Sortino Ratio

NBR:

-1.68

NE:

-2.34

Omega Ratio

NBR:

0.81

NE:

0.72

Calmar Ratio

NBR:

-0.69

NE:

-0.96

Martin Ratio

NBR:

-1.93

NE:

-2.00

Ulcer Index

NBR:

35.07%

NE:

30.43%

Daily Std Dev

NBR:

69.76%

NE:

46.11%

Max Drawdown

NBR:

-99.51%

NE:

-63.16%

Current Drawdown

NBR:

-98.67%

NE:

-62.48%

Fundamentals

Market Cap

NBR:

$469.99M

NE:

$2.98B

EPS

NBR:

-$18.88

NE:

$2.96

Total Revenue (TTM)

NBR:

$2.20B

NE:

$2.42B

Gross Profit (TTM)

NBR:

$415.37M

NE:

$601.64M

EBITDA (TTM)

NBR:

$598.13M

NE:

$825.66M

Returns By Period

In the year-to-date period, NBR achieves a -51.83% return, which is significantly lower than NE's -38.97% return.


NBR

YTD

-51.83%

1M

-26.56%

6M

-64.24%

1Y

-67.21%

5Y*

7.91%

10Y*

-26.94%

NE

YTD

-38.97%

1M

-19.08%

6M

-45.41%

1Y

-60.60%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NBR vs. NE — Risk-Adjusted Performance Rank

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

NBR
The Risk-Adjusted Performance Rank of NBR is 99
Overall Rank
The Sharpe Ratio Rank of NBR is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NBR is 77
Sortino Ratio Rank
The Omega Ratio Rank of NBR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of NBR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of NBR is 55
Martin Ratio Rank

NE
The Risk-Adjusted Performance Rank of NE is 22
Overall Rank
The Sharpe Ratio Rank of NE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of NE is 22
Sortino Ratio Rank
The Omega Ratio Rank of NE is 33
Omega Ratio Rank
The Calmar Ratio Rank of NE is 11
Calmar Ratio Rank
The Martin Ratio Rank of NE is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NBR vs. NE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nabors Industries Ltd. (NBR) and Noble Corporation (NE). 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.


The chart of Sharpe ratio for NBR, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.00
NBR: -0.97
NE: -1.32
The chart of Sortino ratio for NBR, currently valued at -1.68, compared to the broader market-4.00-2.000.002.004.00
NBR: -1.68
NE: -2.34
The chart of Omega ratio for NBR, currently valued at 0.81, compared to the broader market0.501.001.502.00
NBR: 0.81
NE: 0.72
The chart of Calmar ratio for NBR, currently valued at -0.78, compared to the broader market0.001.002.003.004.00
NBR: -0.78
NE: -0.96
The chart of Martin ratio for NBR, currently valued at -1.93, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NBR: -1.93
NE: -2.00

The current NBR Sharpe Ratio is -0.97, which is comparable to the NE Sharpe Ratio of -1.32. The chart below compares the historical Sharpe Ratios of NBR and NE, 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-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.97
-1.32
NBR
NE

Dividends

NBR vs. NE - Dividend Comparison

NBR has not paid dividends to shareholders, while NE's dividend yield for the trailing twelve months is around 10.13%.


TTM20242023202220212020201920182017201620152014
NBR
Nabors Industries Ltd.
0.00%0.00%0.00%0.00%0.00%0.86%1.39%12.00%3.51%1.46%2.82%1.54%
NE
Noble Corporation
10.13%5.73%1.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NBR vs. NE - Drawdown Comparison

The maximum NBR drawdown since its inception was -99.51%, which is greater than NE's maximum drawdown of -63.16%. Use the drawdown chart below to compare losses from any high point for NBR and NE. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-86.23%
-62.48%
NBR
NE

Volatility

NBR vs. NE - Volatility Comparison

Nabors Industries Ltd. (NBR) has a higher volatility of 40.31% compared to Noble Corporation (NE) at 29.50%. This indicates that NBR's price experiences larger fluctuations and is considered to be riskier than NE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
40.31%
29.50%
NBR
NE

Financials

NBR vs. NE - Financials Comparison

This section allows you to compare key financial metrics between Nabors Industries Ltd. and Noble Corporation. 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