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RIG vs. TDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RIGTDW
YTD Return-29.13%-23.63%
1Y Return-32.33%-8.75%
3Y Return (Ann)9.74%67.19%
5Y Return (Ann)-1.49%32.04%
10Y Return (Ann)-15.64%-25.96%
Sharpe Ratio-0.66-0.17
Sortino Ratio-0.770.10
Omega Ratio0.911.01
Calmar Ratio-0.33-0.08
Martin Ratio-1.38-0.43
Ulcer Index22.80%19.00%
Daily Std Dev48.16%48.56%
Max Drawdown-99.48%-99.79%
Current Drawdown-96.50%-97.25%

Fundamentals


RIGTDW
Market Cap$3.94B$2.88B
EPS-$0.76$3.41
PEG Ratio-22.91-0.04
Total Revenue (TTM)$3.31B$1.30B
Gross Profit (TTM)$1.49B$443.05M
EBITDA (TTM)-$162.00M$502.12M

Correlation

-0.50.00.51.00.6

The correlation between RIG and TDW is 0.62, 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.

Performance

RIG vs. TDW - Performance Comparison

In the year-to-date period, RIG achieves a -29.13% return, which is significantly lower than TDW's -23.63% return. Over the past 10 years, RIG has outperformed TDW with an annualized return of -15.64%, while TDW has yielded a comparatively lower -25.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-22.54%
-46.69%
RIG
TDW

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Risk-Adjusted Performance

RIG vs. TDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Transocean Ltd. (RIG) and Tidewater Inc. (TDW). 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.


RIG
Sharpe ratio
The chart of Sharpe ratio for RIG, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.66
Sortino ratio
The chart of Sortino ratio for RIG, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.006.00-0.77
Omega ratio
The chart of Omega ratio for RIG, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for RIG, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for RIG, currently valued at -1.38, compared to the broader market0.0010.0020.0030.00-1.38
TDW
Sharpe ratio
The chart of Sharpe ratio for TDW, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.17
Sortino ratio
The chart of Sortino ratio for TDW, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.006.000.10
Omega ratio
The chart of Omega ratio for TDW, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for TDW, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for TDW, currently valued at -0.43, compared to the broader market0.0010.0020.0030.00-0.43

RIG vs. TDW - Sharpe Ratio Comparison

The current RIG Sharpe Ratio is -0.66, which is lower than the TDW Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of RIG and TDW, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.66
-0.17
RIG
TDW

Dividends

RIG vs. TDW - Dividend Comparison

Neither RIG nor TDW has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RIG
Transocean Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.48%15.33%3.40%
TDW
Tidewater Inc.
0.00%0.00%0.00%0.00%0.12%0.00%0.00%0.04%0.00%14.75%3.17%1.73%

Drawdowns

RIG vs. TDW - Drawdown Comparison

The maximum RIG drawdown since its inception was -99.48%, roughly equal to the maximum TDW drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for RIG and TDW. For additional features, visit the drawdowns tool.


-97.00%-96.50%-96.00%-95.50%-95.00%JuneJulyAugustSeptemberOctoberNovember
-96.50%
-97.25%
RIG
TDW

Volatility

RIG vs. TDW - Volatility Comparison

The current volatility for Transocean Ltd. (RIG) is 15.02%, while Tidewater Inc. (TDW) has a volatility of 16.96%. This indicates that RIG experiences smaller price fluctuations and is considered to be less risky than TDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
15.02%
16.96%
RIG
TDW

Financials

RIG vs. TDW - Financials Comparison

This section allows you to compare key financial metrics between Transocean Ltd. and Tidewater 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items