PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
SDRL vs. GEO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SDRL and GEO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

SDRL vs. GEO

Last updated Jun 1, 2025

Compare and contrast key facts about Seadrill Limited (SDRL) and The GEO Group, Inc. (GEO).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDRL or GEO.

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.

Loading data...

Key characteristics

Sharpe Ratio

SDRL:

-1.13

GEO:

1.38

Sortino Ratio

SDRL:

-1.90

GEO:

2.61

Omega Ratio

SDRL:

0.77

GEO:

1.30

Calmar Ratio

SDRL:

-0.84

GEO:

2.01

Martin Ratio

SDRL:

-1.48

GEO:

5.11

Ulcer Index

SDRL:

37.66%

GEO:

18.64%

Daily Std Dev

SDRL:

48.11%

GEO:

67.11%

Max Drawdown

SDRL:

-66.14%

GEO:

-86.59%

Current Drawdown

SDRL:

-58.08%

GEO:

-23.22%

Fundamentals

Market Cap

SDRL:

$1.44B

GEO:

$3.84B

EPS

SDRL:

$5.33

GEO:

$0.22

PE Ratio

SDRL:

4.35

GEO:

123.36

PS Ratio

SDRL:

1.12

GEO:

1.58

PB Ratio

SDRL:

0.50

GEO:

2.80

Total Revenue (TTM)

SDRL:

$1.34B

GEO:

$2.42B

Gross Profit (TTM)

SDRL:

$285.00M

GEO:

$2.42B

EBITDA (TTM)

SDRL:

$156.00M

GEO:

$337.19M

Returns By Period

In the year-to-date period, SDRL achieves a -40.41% return, which is significantly lower than GEO's -3.00% return.

SDRL

YTD

-40.41%

1M

3.62%

6M

-42.91%

1Y

-55.27%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GEO

YTD

-3.00%

1M

-13.95%

6M

-4.81%

1Y

86.66%

3Y*

56.28%

5Y*

20.15%

10Y*

6.25%

*Annualized

Compare stocks, funds, or ETFs

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

Seadrill Limited

The GEO Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SDRL vs. GEO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDRL
The Risk-Adjusted Performance Rank of SDRL is 44
Overall Rank
The Sharpe Ratio Rank of SDRL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SDRL is 22
Sortino Ratio Rank
The Omega Ratio Rank of SDRL is 44
Omega Ratio Rank
The Calmar Ratio Rank of SDRL is 44
Calmar Ratio Rank
The Martin Ratio Rank of SDRL is 66
Martin Ratio Rank
GEO
The Risk-Adjusted Performance Rank of GEO is 8989
Overall Rank
The Sharpe Ratio Rank of GEO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of GEO is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GEO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of GEO is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GEO is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDRL vs. GEO - Risk-Adjusted Performance 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.

The current SDRL Sharpe Ratio is -1.13, which is lower than the GEO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of SDRL and GEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SDRL vs. GEO - Dividend Comparison

Neither SDRL nor GEO has paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
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%
GEO
The GEO Group, Inc.		0.00%0.00%0.00%0.00%3.23%20.09%11.56%9.54%7.95%7.24%8.68%5.77%

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.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SDRL vs. GEO - Volatility Comparison

The current volatility for Seadrill Limited (SDRL) is 12.76%, while The GEO Group, Inc. (GEO) has a volatility of 14.95%. This indicates that SDRL experiences smaller price fluctuations and is considered to be less risky than GEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...

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

200.00M300.00M400.00M500.00M600.00M20212022202320242025
335.00M
604.65M
(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%20212022202320242025
12.2%
100.0%
(SDRL) Gross Margin
(GEO) Gross Margin
SDRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Seadrill Limited reported a gross profit of 41.00M and revenue of 335.00M. Therefore, the gross margin over that period was 12.2%.

GEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, The GEO Group, Inc. reported a gross profit of 604.65M and revenue of 604.65M. Therefore, the gross margin over that period was 100.0%.

SDRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Seadrill Limited reported an operating income of 18.00M and revenue of 335.00M, resulting in an operating margin of 5.4%.

GEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, The GEO Group, Inc. reported an operating income of 60.98M and revenue of 604.65M, resulting in an operating margin of 10.1%.

SDRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Seadrill Limited reported a net income of -14.00M and revenue of 335.00M, resulting in a net margin of -4.2%.

GEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, The GEO Group, Inc. reported a net income of 19.56M and revenue of 604.65M, resulting in a net margin of 3.2%.