PortfoliosLab logoPortfoliosLab logo
NOV vs. HAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOV vs. HAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Oilwell Varco, Inc. (NOV) and Halliburton Company (HAL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NOV achieves a 21.61% return, which is significantly lower than HAL's 25.37% return. Over the past 10 years, NOV has underperformed HAL with an annualized return of -4.64%, while HAL has yielded a comparatively higher -0.31% annualized return.


NOV

1D
0.37%
1M
-9.10%
YTD
21.61%
6M
20.76%
1Y
45.26%
3Y*
9.93%
5Y*
6.05%
10Y*
-4.64%

HAL

1D
-0.17%
1M
-14.98%
YTD
25.37%
6M
25.77%
1Y
72.96%
3Y*
6.74%
5Y*
10.16%
10Y*
-0.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOV vs. HAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOV
National Oilwell Varco, Inc.
21.61%11.30%-26.81%-1.83%55.72%-0.89%-44.93%-1.69%-28.28%-3.23%
HAL
Halliburton Company
25.37%7.02%-23.19%-6.47%74.45%21.99%-21.23%-4.90%-44.63%-8.18%

Correlation

The correlation between NOV and HAL is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 29, 1996

0.71

The correlation between NOV and HAL has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

Fundamentals

Market Cap

NOV:

$6.83B

HAL:

$29.46B

EPS

NOV:

$0.25

HAL:

$1.82

PE Ratio

NOV:

76.13

HAL:

19.33

PEG Ratio

NOV:

0.93

HAL:

3.08

PS Ratio

NOV:

0.80

HAL:

1.34

PB Ratio

NOV:

1.09

HAL:

2.72

Total Revenue (TTM)

NOV:

$8.69B

HAL:

$22.17B

Gross Profit (TTM)

NOV:

$1.70B

HAL:

$3.40B

EBITDA (TTM)

NOV:

$633.00M

HAL:

$3.83B

Compare stocks, funds, or ETFs

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


Return for Risk

NOV vs. HAL — Risk / Return Rank

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

NOV
NOV Risk / Return Rank: 7676
Overall Rank
NOV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
NOV Sortino Ratio Rank: 7272
Sortino Ratio Rank
NOV Omega Ratio Rank: 6969
Omega Ratio Rank
NOV Calmar Ratio Rank: 8282
Calmar Ratio Rank
NOV Martin Ratio Rank: 8383
Martin Ratio Rank

HAL
HAL Risk / Return Rank: 8888
Overall Rank
HAL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HAL Sortino Ratio Rank: 8787
Sortino Ratio Rank
HAL Omega Ratio Rank: 8383
Omega Ratio Rank
HAL Calmar Ratio Rank: 8989
Calmar Ratio Rank
HAL Martin Ratio Rank: 9292
Martin Ratio Rank
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.

NOV vs. HAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Oilwell Varco, Inc. (NOV) and Halliburton Company (HAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOVHALDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

2.82

3.99

-1.17

Martin ratioReturn relative to average drawdown

7.25

14.08

-6.83

NOV vs. HAL - Sharpe Ratio Comparison

The current NOV Sharpe Ratio is 1.18, which is lower than the HAL Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of NOV and HAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NOV vs. HAL - Drawdown Comparison

The maximum NOV drawdown since its inception was -89.77%, roughly equal to the maximum HAL drawdown of -92.99%. Use the drawdown chart below to compare losses from any high point for NOV and HAL.


Loading charts...

Drawdown Indicators


NOVHALDifference

Max Drawdown

Largest peak-to-trough decline

-89.77%

-92.99%

+3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.10%

-18.38%

+2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-47.15%

-54.01%

+6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-53.70%

-54.01%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-83.26%

-91.45%

+8.19%

Current Drawdown

Current decline from peak

-73.69%

-40.50%

-33.19%

Average Drawdown

Average peak-to-trough decline

-45.22%

-39.12%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

5.20%

+1.07%

Volatility

NOV vs. HAL - Volatility Comparison

National Oilwell Varco, Inc. (NOV) has a higher volatility of 12.17% compared to Halliburton Company (HAL) at 10.18%. This indicates that NOV's price experiences larger fluctuations and is considered to be riskier than HAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NOVHALDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.17%

10.18%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

26.09%

24.46%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

36.79%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

40.09%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.26%

45.99%

+1.27%

Dividends

NOV vs. HAL - Dividend Comparison

NOV's dividend yield for the trailing twelve months is around 2.24%, more than HAL's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
HAL
Halliburton Company
1.94%2.41%2.50%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%
NOV
National Oilwell Varco, Inc.
2.24%3.26%1.88%0.99%0.96%0.37%0.36%0.80%0.78%0.56%1.63%5.49%

Financials

NOV vs. HAL - Financials Comparison

This section allows you to compare key financial metrics between National Oilwell Varco, Inc. and Halliburton Company. 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


1.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
2.05B
5.40B
(NOV) Total Revenue
(HAL) Total Revenue
Values in USD except per share items

NOV vs. HAL - Profitability Comparison

The chart below illustrates the profitability comparison between National Oilwell Varco, Inc. and Halliburton Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%20222023202420252026
18.5%
14.6%
Portfolio components
NOV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Oilwell Varco, Inc. reported a gross profit of 379.00M and revenue of 2.05B. Therefore, the gross margin over that period was 18.5%.

HAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Halliburton Company reported a gross profit of 790.00M and revenue of 5.40B. Therefore, the gross margin over that period was 14.6%.

NOV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Oilwell Varco, Inc. reported an operating income of 47.00M and revenue of 2.05B, resulting in an operating margin of 2.3%.

HAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Halliburton Company reported an operating income of 679.00M and revenue of 5.40B, resulting in an operating margin of 12.6%.

NOV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Oilwell Varco, Inc. reported a net income of 19.00M and revenue of 2.05B, resulting in a net margin of 0.9%.

HAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Halliburton Company reported a net income of 461.00M and revenue of 5.40B, resulting in a net margin of 8.5%.


Frequently Asked Questions


NOV and HAL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOV has higher volatility (12.17%) compared to HAL (10.18%). In terms of maximum drawdown, NOV dropped -89.77% vs HAL's -92.99%.

HAL currently has the higher Sharpe Ratio (2.03 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NOV and HAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer