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NOV vs. SLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOV vs. SLB - Performance Comparison

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

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Returns By Period

In the year-to-date period, NOV achieves a 21.61% return, which is significantly lower than SLB's 25.91% return. Over the past 10 years, NOV has underperformed SLB with an annualized return of -4.64%, while SLB has yielded a comparatively higher -1.84% 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%

SLB

1D
-0.33%
1M
-16.13%
YTD
25.91%
6M
26.50%
1Y
45.55%
3Y*
3.44%
5Y*
9.90%
10Y*
-1.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOV vs. SLB - 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%
SLB
SLB N.V.
25.91%3.27%-24.47%-0.78%81.15%40.30%-43.81%17.73%-44.66%-17.37%

Correlation

The correlation between NOV and SLB 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

0.73

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

0.78

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

0.77

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

0.72

The correlation between NOV and SLB has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

Fundamentals

EPS

NOV:

$0.25

SLB:

$3.04

PE Ratio

NOV:

76.13

SLB:

15.70

PEG Ratio

NOV:

0.93

SLB:

0.74

PS Ratio

NOV:

0.80

SLB:

1.44

Total Revenue (TTM)

NOV:

$8.69B

SLB:

$35.94B

Gross Profit (TTM)

NOV:

$1.70B

SLB:

$4.90B

EBITDA (TTM)

NOV:

$633.00M

SLB:

$5.30B

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Return for Risk

NOV vs. SLB — 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

SLB
SLB Risk / Return Rank: 7878
Overall Rank
SLB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SLB Omega Ratio Rank: 7373
Omega Ratio Rank
SLB Calmar Ratio Rank: 8181
Calmar Ratio Rank
SLB Martin Ratio Rank: 8383
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. SLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Oilwell Varco, Inc. (NOV) and SLB N.V. (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.

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.


NOVSLBDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.82

2.60

+0.23

Martin ratioReturn relative to average drawdown

7.25

7.66

-0.41

NOV vs. SLB - Sharpe Ratio Comparison

The current NOV Sharpe Ratio is 1.18, which is comparable to the SLB Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of NOV and SLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOV vs. SLB - Drawdown Comparison

The maximum NOV drawdown since its inception was -89.77%, roughly equal to the maximum SLB drawdown of -87.64%. Use the drawdown chart below to compare losses from any high point for NOV and SLB.


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Drawdown Indicators


NOVSLBDifference

Max Drawdown

Largest peak-to-trough decline

-89.77%

-87.64%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.10%

-17.62%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-47.15%

-46.63%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-53.70%

-46.63%

-7.07%

Max Drawdown (10Y)

Largest decline over 10 years

-83.26%

-84.29%

+1.03%

Current Drawdown

Current decline from peak

-73.69%

-43.45%

-30.24%

Average Drawdown

Average peak-to-trough decline

-45.22%

-31.19%

-14.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.27%

5.96%

+0.31%

Volatility

NOV vs. SLB - Volatility Comparison

National Oilwell Varco, Inc. (NOV) and SLB N.V. (SLB) have volatilities of 12.17% and 11.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOVSLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.17%

11.69%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

26.09%

26.68%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

34.73%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

37.65%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.26%

40.49%

+6.77%

Dividends

NOV vs. SLB - Dividend Comparison

NOV's dividend yield for the trailing twelve months is around 2.24%, less than SLB's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SLB
SLB N.V.
2.43%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%

Financials

NOV vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between National Oilwell Varco, Inc. and SLB N.V.. 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
2.05B
8.72B
(NOV) Total Revenue
(SLB) Total Revenue
Values in USD except per share items

NOV vs. SLB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%25.0%20222023202420252026
18.5%
0
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%.

SLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SLB N.V. reported a gross profit of 0.00 and revenue of 8.72B. Therefore, the gross margin over that period was 0.0%.

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%.

SLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SLB N.V. reported an operating income of 0.00 and revenue of 8.72B, resulting in an operating margin of 0.0%.

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%.

SLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SLB N.V. reported a net income of 752.00M and revenue of 8.72B, resulting in a net margin of 8.6%.


Frequently Asked Questions


NOV and SLB 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 SLB (11.69%). In terms of maximum drawdown, NOV dropped -89.77% vs SLB's -87.64%.

SLB currently has the higher Sharpe Ratio (1.34 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.

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