OIS vs. OII

In the year-to-date period, OIS achieves a 3.95% return, which is significantly higher than OII's -2.30% return. Over the past 10 years, OIS has underperformed OII with an annualized return of -18.62%, while OII has yielded a comparatively higher -6.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Oil States International, Inc. (OIS) and Oceaneering International, Inc. (OII). 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 OIS Sharpe Ratio is -0.37, which is lower than the OII Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of OIS and OII, 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 OIS nor OII has paid dividends to shareholders.

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

Oil States International, Inc. (OIS) and Oceaneering International, Inc. (OII) have volatilities of 9.82% and 9.87%, 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.

This section allows you to compare key financial metrics between Oil States International, Inc. and Oceaneering 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.