PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SDRL vs. DO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SDRLDO

Fundamentals


SDRLDO
Market Cap$2.56B$1.44B
EPS$6.32-$2.67
Total Revenue (TTM)$1.19B$825.13M
Gross Profit (TTM)$310.91M$152.00M
EBITDA (TTM)$237.18M$183.48M

Correlation

-0.50.00.51.00.5

The correlation between SDRL and DO is 0.53, 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

SDRL vs. DO - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-22.26%
-4.31%
SDRL
DO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


SDRL
Sharpe ratio
The chart of Sharpe ratio for SDRL, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07
Sortino ratio
The chart of Sortino ratio for SDRL, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.006.000.16
Omega ratio
The chart of Omega ratio for SDRL, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for SDRL, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.07
Martin ratio
The chart of Martin ratio for SDRL, currently valued at -0.17, compared to the broader market0.0010.0020.0030.00-0.17
DO
Sharpe ratio
The chart of Sharpe ratio for DO, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.29
Sortino ratio
The chart of Sortino ratio for DO, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.006.000.67
Omega ratio
The chart of Omega ratio for DO, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for DO, currently valued at 0.30, compared to the broader market0.002.004.006.000.31
Martin ratio
The chart of Martin ratio for DO, currently valued at 1.03, compared to the broader market0.0010.0020.0030.001.03

SDRL vs. DO - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.07
0.29
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%JuneJulyAugustSeptemberOctoberNovember
-28.37%
-16.23%
SDRL
DO

Volatility

SDRL vs. DO - Volatility Comparison

Seadrill Limited (SDRL) has a higher volatility of 14.30% 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%JuneJulyAugustSeptemberOctoberNovember
14.30%
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