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SDRL vs. GEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SDRL vs. GEO - Performance Comparison

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

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Returns By Period

In the year-to-date period, SDRL achieves a 14.94% return, which is significantly lower than GEO's 85.86% return.


SDRL

1D
-0.30%
1M
-21.99%
YTD
14.94%
6M
21.29%
1Y
49.23%
3Y*
1.53%
5Y*
10Y*

GEO

1D
0.98%
1M
27.38%
YTD
85.86%
6M
84.82%
1Y
27.76%
3Y*
62.13%
5Y*
32.06%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDRL vs. GEO - Yearly Performance Comparison


2026 (YTD)2025202420232022
SDRL
Seadrill Limited
14.94%-11.12%-17.66%44.85%25.54%
GEO
The GEO Group, Inc.
85.86%-42.39%158.36%-1.10%27.92%

Correlation

The correlation between SDRL and GEO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2022

0.18

Fundamentals

EPS

SDRL:

-$0.38

GEO:

$1.83

PS Ratio

SDRL:

1.75

GEO:

1.59

Total Revenue (TTM)

SDRL:

$1.45B

GEO:

$2.63B

Gross Profit (TTM)

SDRL:

$240.00M

GEO:

$1.59B

EBITDA (TTM)

SDRL:

$285.00M

GEO:

$590.25M

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Return for Risk

SDRL vs. GEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDRL
SDRL Risk / Return Rank: 7474
Overall Rank
SDRL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SDRL Sortino Ratio Rank: 7373
Sortino Ratio Rank
SDRL Omega Ratio Rank: 6969
Omega Ratio Rank
SDRL Calmar Ratio Rank: 7272
Calmar Ratio Rank
SDRL Martin Ratio Rank: 8080
Martin Ratio Rank

GEO
GEO Risk / Return Rank: 5757
Overall Rank
GEO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GEO Sortino Ratio Rank: 5757
Sortino Ratio Rank
GEO Omega Ratio Rank: 5959
Omega Ratio Rank
GEO Calmar Ratio Rank: 5555
Calmar Ratio Rank
GEO Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDRL vs. GEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and The GEO Group, Inc. (GEO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SDRLGEODifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.21

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.67

0.56

+1.11

Martin ratioReturn relative to average drawdown

6.18

0.92

+5.26

SDRL vs. GEO - Sharpe Ratio Comparison

The current SDRL Sharpe Ratio is 1.19, which is higher than the GEO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SDRL and GEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDRL vs. GEO - Drawdown Comparison

The maximum SDRL drawdown since its inception was -66.14%, smaller than the maximum GEO drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SDRL and GEO.


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Drawdown Indicators


SDRLGEODifference

Max Drawdown

Largest peak-to-trough decline

-66.14%

-86.59%

+20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-29.67%

-49.89%

+20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-66.14%

-62.49%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-62.49%

Max Drawdown (10Y)

Largest decline over 10 years

-77.82%

Current Drawdown

Current decline from peak

-28.14%

-15.25%

-12.89%

Average Drawdown

Average peak-to-trough decline

-22.94%

-38.89%

+15.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.00%

30.29%

-22.29%

Volatility

SDRL vs. GEO - Volatility Comparison

Seadrill Limited (SDRL) has a higher volatility of 11.06% compared to The GEO Group, Inc. (GEO) at 10.07%. This indicates that SDRL's price experiences larger fluctuations and is considered to be riskier than GEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDRLGEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.06%

10.07%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

41.25%

-13.02%

Volatility (1Y)

Calculated over the trailing 1-year period

41.95%

51.47%

-9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.24%

51.63%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.24%

51.87%

-9.63%

Dividends

SDRL vs. GEO - Dividend Comparison

Neither SDRL nor GEO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GEO
The GEO Group, Inc.
0.00%0.00%0.00%0.00%0.00%3.23%20.09%11.56%9.54%7.95%7.24%8.68%
SDRL
Seadrill Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

SDRL vs. GEO - Financials Comparison

This section allows you to compare key financial metrics between Seadrill Limited and The GEO Group, 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


200.00M300.00M400.00M500.00M600.00M700.00M20222023202420252026
358.00M
707.70M
(SDRL) Total Revenue
(GEO) Total Revenue
Values in USD except per share items

SDRL vs. GEO - Profitability Comparison

The chart below illustrates the profitability comparison between Seadrill Limited and The GEO Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
14.0%
25.1%
Portfolio components
SDRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a gross profit of 50.00M and revenue of 358.00M. Therefore, the gross margin over that period was 14.0%.

GEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported a gross profit of 177.79M and revenue of 707.70M. Therefore, the gross margin over that period was 25.1%.

SDRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported an operating income of 25.00M and revenue of 358.00M, resulting in an operating margin of 7.0%.

GEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported an operating income of 83.83M and revenue of 707.70M, resulting in an operating margin of 11.9%.

SDRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a net income of 39.00M and revenue of 358.00M, resulting in a net margin of 10.9%.

GEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The GEO Group, Inc. reported a net income of 31.77M and revenue of 707.70M, resulting in a net margin of 4.5%.


Frequently Asked Questions


SDRL and GEO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDRL has higher volatility (11.06%) compared to GEO (10.07%). In terms of maximum drawdown, SDRL dropped -66.14% vs GEO's -86.59%.

SDRL currently has the higher Sharpe Ratio (1.19 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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