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

Correlation

The correlation between SDRL and NE 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.


Performance

SDRL vs. NE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SDRL:

-1.13

NE:

-0.98

Sortino Ratio

SDRL:

-1.76

NE:

-1.35

Omega Ratio

SDRL:

0.79

NE:

0.83

Calmar Ratio

SDRL:

-0.80

NE:

-0.71

Martin Ratio

SDRL:

-1.51

NE:

-1.39

Ulcer Index

SDRL:

35.23%

NE:

31.99%

Daily Std Dev

SDRL:

48.03%

NE:

47.80%

Max Drawdown

SDRL:

-66.14%

NE:

-63.16%

Current Drawdown

SDRL:

-56.76%

NE:

-52.38%

Fundamentals

Market Cap

SDRL:

$1.40B

NE:

$3.59B

EPS

SDRL:

$6.37

NE:

$2.97

PE Ratio

SDRL:

3.53

NE:

7.62

PS Ratio

SDRL:

1.06

NE:

1.14

PB Ratio

SDRL:

0.48

NE:

0.76

Total Revenue (TTM)

SDRL:

$1.00B

NE:

$3.30B

Gross Profit (TTM)

SDRL:

$244.00M

NE:

$967.33M

EBITDA (TTM)

SDRL:

$255.00M

NE:

$1.16B

Returns By Period

In the year-to-date period, SDRL achieves a -38.53% return, which is significantly lower than NE's -22.53% return.


SDRL

YTD

-38.53%

1M

13.09%

6M

-40.38%

1Y

-53.84%

5Y*

N/A

10Y*

N/A

NE

YTD

-22.53%

1M

12.26%

6M

-29.01%

1Y

-46.47%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SDRL vs. NE — 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 55
Overall Rank
The Sharpe Ratio Rank of SDRL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SDRL is 44
Sortino Ratio Rank
The Omega Ratio Rank of SDRL is 55
Omega Ratio Rank
The Calmar Ratio Rank of SDRL is 55
Calmar Ratio Rank
The Martin Ratio Rank of SDRL is 77
Martin Ratio Rank

NE
The Risk-Adjusted Performance Rank of NE is 88
Overall Rank
The Sharpe Ratio Rank of NE is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of NE is 88
Sortino Ratio Rank
The Omega Ratio Rank of NE is 99
Omega Ratio Rank
The Calmar Ratio Rank of NE is 99
Calmar Ratio Rank
The Martin Ratio Rank of NE is 1010
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. NE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and Noble Corporation (NE). 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 comparable to the NE Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SDRL and NE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SDRL vs. NE - Dividend Comparison

SDRL has not paid dividends to shareholders, while NE's dividend yield for the trailing twelve months is around 7.98%.


TTM20242023
SDRL
Seadrill Limited
0.00%0.00%0.00%
NE
Noble Corporation
7.98%5.73%1.45%

Drawdowns

SDRL vs. NE - Drawdown Comparison

The maximum SDRL drawdown since its inception was -66.14%, roughly equal to the maximum NE drawdown of -63.16%. Use the drawdown chart below to compare losses from any high point for SDRL and NE. For additional features, visit the drawdowns tool.


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Volatility

SDRL vs. NE - Volatility Comparison


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Financials

SDRL vs. NE - Financials Comparison

This section allows you to compare key financial metrics between Seadrill Limited and Noble Corporation. 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


200.00M400.00M600.00M800.00M1.00B20212022202320242025
289.00M
874.49M
(SDRL) Total Revenue
(NE) Total Revenue
Values in USD except per share items

SDRL vs. NE - Profitability Comparison

The chart below illustrates the profitability comparison between Seadrill Limited and Noble Corporation 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%20212022202320242025
4.8%
41.8%
(SDRL) Gross Margin
(NE) Gross Margin
SDRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Seadrill Limited reported a gross profit of 14.00M and revenue of 289.00M. Therefore, the gross margin over that period was 4.8%.

NE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Noble Corporation reported a gross profit of 365.68M and revenue of 874.49M. Therefore, the gross margin over that period was 41.8%.

SDRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Seadrill Limited reported an operating income of -3.00M and revenue of 289.00M, resulting in an operating margin of -1.0%.

NE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Noble Corporation reported an operating income of 187.34M and revenue of 874.49M, resulting in an operating margin of 21.4%.

SDRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Seadrill Limited reported a net income of 101.00M and revenue of 289.00M, resulting in a net margin of 35.0%.

NE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Noble Corporation reported a net income of 108.30M and revenue of 874.49M, resulting in a net margin of 12.4%.