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

Correlation

The correlation between SDRL and GEO is 0.13, 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.


-0.50.00.51.00.1

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.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-25.08%
119.02%
SDRL
GEO

Key characteristics

Sharpe Ratio

SDRL:

-0.49

GEO:

2.55

Sortino Ratio

SDRL:

-0.53

GEO:

4.09

Omega Ratio

SDRL:

0.94

GEO:

1.48

Calmar Ratio

SDRL:

-0.47

GEO:

2.91

Martin Ratio

SDRL:

-0.95

GEO:

10.81

Ulcer Index

SDRL:

17.97%

GEO:

14.71%

Daily Std Dev

SDRL:

34.82%

GEO:

62.33%

Max Drawdown

SDRL:

-36.43%

GEO:

-86.59%

Current Drawdown

SDRL:

-34.37%

GEO:

-5.79%

Fundamentals

Market Cap

SDRL:

$2.43B

GEO:

$3.85B

EPS

SDRL:

$5.78

GEO:

$0.28

PE Ratio

SDRL:

6.51

GEO:

98.32

Total Revenue (TTM)

SDRL:

$1.52B

GEO:

$2.42B

Gross Profit (TTM)

SDRL:

$428.17M

GEO:

$1.04B

EBITDA (TTM)

SDRL:

$340.00M

GEO:

$460.42M

Returns By Period

In the year-to-date period, SDRL achieves a -23.18% return, which is significantly lower than GEO's 154.02% return.


SDRL

YTD

-23.18%

1M

-10.72%

6M

-25.08%

1Y

-19.07%

5Y*

N/A

10Y*

N/A

GEO

YTD

154.02%

1M

-1.08%

6M

119.03%

1Y

147.84%

5Y*

14.50%

10Y*

6.06%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for SDRL, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.492.55
The chart of Sortino ratio for SDRL, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.534.09
The chart of Omega ratio for SDRL, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.48
The chart of Calmar ratio for SDRL, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.474.89
The chart of Martin ratio for SDRL, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9510.81
SDRL
GEO

The current SDRL Sharpe Ratio is -0.49, which is lower than the GEO Sharpe Ratio of 2.55. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
2.55
SDRL
GEO

Dividends

SDRL vs. GEO - Dividend Comparison

Neither SDRL nor GEO has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%3.23%20.09%11.56%9.54%7.95%7.24%8.68%5.77%6.36%

Drawdowns

SDRL vs. GEO - Drawdown Comparison

The maximum SDRL drawdown since its inception was -36.43%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.37%
-5.79%
SDRL
GEO

Volatility

SDRL vs. GEO - Volatility Comparison

The current volatility for Seadrill Limited (SDRL) is 8.81%, while The GEO Group, Inc. (GEO) has a volatility of 13.98%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.81%
13.98%
SDRL
GEO

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


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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