OII vs. OIS

In the year-to-date period, OII achieves a -15.07% return, which is significantly lower than OIS's 5.34% return. Over the past 10 years, OII has outperformed OIS with an annualized return of -7.99%, while OIS has yielded a comparatively lower -18.97% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oceaneering International, Inc. (OII) and Oil States International, Inc. (OIS). 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 current OII Sharpe Ratio is 0.02, which is higher than the OIS Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of OII and OIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither OII nor OIS has paid dividends to shareholders.

The maximum OII drawdown since its inception was -97.37%, roughly equal to the maximum OIS drawdown of -97.45%. Use the drawdown chart below to compare losses from any high point for OII and OIS. For additional features, visit the drawdowns tool.

The current volatility for Oceaneering International, Inc. (OII) is 10.60%, while Oil States International, Inc. (OIS) has a volatility of 17.84%. This indicates that OII experiences smaller price fluctuations and is considered to be less risky than OIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Oceaneering International, Inc. and Oil States International, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.