SDRL vs. MSTR
SDRL (Seadrill Limited) and MSTR (Strategy Inc) are both stocks. SDRL operates in Oil & Gas Drilling (Energy), while MSTR operates in Software - Application (Technology). Over the past 3 years, SDRL returned 1.53%/yr vs 46.67%/yr for MSTR. At a 0.17 correlation, their price movements are largely independent.
Performance
SDRL vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, SDRL achieves a 14.94% return, which is significantly higher than MSTR's -31.66% return.
SDRL
- 1D
- -0.30%
- 1M
- -21.99%
- YTD
- 14.94%
- 6M
- 21.29%
- 1Y
- 49.23%
- 3Y*
- 1.53%
- 5Y*
- —
- 10Y*
- —
MSTR
- 1D
- -5.13%
- 1M
- -35.06%
- YTD
- -31.66%
- 6M
- -34.23%
- 1Y
- -71.72%
- 3Y*
- 46.67%
- 5Y*
- 12.28%
- 10Y*
- 19.62%
SDRL vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDRL Seadrill Limited | 14.94% | -11.12% | -17.66% | 44.85% | 25.54% |
MSTR Strategy Inc | -31.66% | -47.53% | 358.54% | 346.15% | -35.81% |
Correlation
The correlation between SDRL and MSTR is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.17 |
Fundamentals
SDRL:
$2.47B
MSTR:
$34.67B
SDRL:
-$0.38
MSTR:
-$40.19
SDRL:
1.75
MSTR:
65.10
SDRL:
0.87
MSTR:
0.95
SDRL:
$1.45B
MSTR:
$490.47M
SDRL:
$240.00M
MSTR:
$334.08M
SDRL:
$285.00M
MSTR:
$466.93M
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Return for Risk
SDRL vs. MSTR — Risk / Return Rank
SDRL
MSTR
SDRL vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and Strategy Inc (MSTR). 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.
| SDRL | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +3.75 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.80 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.93 | +2.60 |
| Martin ratioReturn relative to average drawdown | 6.18 | -1.32 | +7.50 |
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Drawdowns
SDRL vs. MSTR - Drawdown Comparison
The maximum SDRL drawdown since its inception was -66.14%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SDRL and MSTR.
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Drawdown Indicators
| SDRL | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.14% | -99.86% | +33.72% |
Max Drawdown (1Y)Largest decline over 1 year | -29.67% | -77.22% | +47.55% |
Max Drawdown (3Y)Largest decline over 3 years | -66.14% | -78.08% | +11.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -28.14% | -78.08% | +49.94% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -86.44% | +63.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 54.24% | -46.24% |
Volatility
SDRL vs. MSTR - Volatility Comparison
The current volatility for Seadrill Limited (SDRL) is 11.06%, while Strategy Inc (MSTR) has a volatility of 22.01%. This indicates that SDRL experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDRL | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.06% | 22.01% | -10.95% |
Volatility (6M)Calculated over the trailing 6-month period | 28.23% | 57.60% | -29.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.95% | 72.03% | -30.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.24% | 90.57% | -48.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.24% | 73.91% | -31.67% |
Dividends
SDRL vs. MSTR - Dividend Comparison
Neither SDRL nor MSTR has paid dividends to shareholders.
Financials
SDRL vs. MSTR - Financials Comparison
This section allows you to compare key financial metrics between Seadrill Limited and Strategy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SDRL and MSTR have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (22.01%) compared to SDRL (11.06%). In terms of maximum drawdown, SDRL dropped -66.14% vs MSTR's -99.86%.
SDRL currently has the higher Sharpe Ratio (1.19 vs -1.00), 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.
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