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SDRL vs. DO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SDRL and DO is 0.51, 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.


-0.50.00.51.00.5

Performance

SDRL vs. DO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seadrill Limited (SDRL) and Diamond Offshore Drilling, Inc. (DO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.28%
-8.98%
SDRL
DO

Key characteristics

Fundamentals

Market Cap

SDRL:

$2.43B

DO:

$1.44B

EPS

SDRL:

$5.78

DO:

-$2.67

Total Revenue (TTM)

SDRL:

$1.52B

DO:

$825.13M

Gross Profit (TTM)

SDRL:

$428.17M

DO:

$152.00M

EBITDA (TTM)

SDRL:

$340.00M

DO:

$183.48M

Returns By Period


SDRL

YTD

-22.36%

1M

-7.93%

6M

-24.84%

1Y

-16.23%

5Y*

N/A

10Y*

N/A

DO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

SDRL vs. DO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and Diamond Offshore Drilling, Inc. (DO). 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.


Sharpe ratio
The chart of Sharpe ratio for SDRL, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00-0.470.26
The chart of Sortino ratio for SDRL, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.480.60
The chart of Omega ratio for SDRL, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.09
The chart of Calmar ratio for SDRL, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.24
The chart of Martin ratio for SDRL, currently valued at -0.90, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.900.75
SDRL
DO


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.47
0.26
SDRL
DO

Dividends

SDRL vs. DO - Dividend Comparison

Neither SDRL nor DO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SDRL vs. DO - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.66%
-16.23%
SDRL
DO

Volatility

SDRL vs. DO - Volatility Comparison

Seadrill Limited (SDRL) has a higher volatility of 8.99% compared to Diamond Offshore Drilling, Inc. (DO) at 0.00%. This indicates that SDRL's price experiences larger fluctuations and is considered to be riskier than DO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.99%
0
SDRL
DO

Financials

SDRL vs. DO - Financials Comparison

This section allows you to compare key financial metrics between Seadrill Limited and Diamond Offshore Drilling, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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