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

Correlation

The correlation between SDRL and SLB is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SDRL vs. SLB - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-25.08%
-17.74%
SDRL
SLB

Key characteristics

Sharpe Ratio

SDRL:

-0.49

SLB:

-1.04

Sortino Ratio

SDRL:

-0.53

SLB:

-1.41

Omega Ratio

SDRL:

0.94

SLB:

0.83

Calmar Ratio

SDRL:

-0.47

SLB:

-0.47

Martin Ratio

SDRL:

-0.95

SLB:

-1.68

Ulcer Index

SDRL:

17.97%

SLB:

16.43%

Daily Std Dev

SDRL:

34.82%

SLB:

26.65%

Max Drawdown

SDRL:

-36.43%

SLB:

-87.63%

Current Drawdown

SDRL:

-34.37%

SLB:

-58.12%

Fundamentals

Market Cap

SDRL:

$2.43B

SLB:

$56.32B

EPS

SDRL:

$5.78

SLB:

$3.11

PE Ratio

SDRL:

6.51

SLB:

12.82

Total Revenue (TTM)

SDRL:

$1.52B

SLB:

$36.01B

Gross Profit (TTM)

SDRL:

$428.17M

SLB:

$7.22B

EBITDA (TTM)

SDRL:

$340.00M

SLB:

$7.79B

Returns By Period

In the year-to-date period, SDRL achieves a -23.18% return, which is significantly higher than SLB's -26.95% return.


SDRL

YTD

-23.18%

1M

-10.72%

6M

-25.08%

1Y

-19.07%

5Y*

N/A

10Y*

N/A

SLB

YTD

-26.95%

1M

-13.42%

6M

-17.38%

1Y

-27.66%

5Y*

0.98%

10Y*

-5.56%

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. SLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and Schlumberger Limited (SLB). 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-4.00-2.000.002.00-0.49-1.04
The chart of Sortino ratio for SDRL, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.53-1.41
The chart of Omega ratio for SDRL, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.83
The chart of Calmar ratio for SDRL, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.71
The chart of Martin ratio for SDRL, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.95-1.68
SDRL
SLB

The current SDRL Sharpe Ratio is -0.49, which is higher than the SLB Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SDRL and SLB, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
-1.04
SDRL
SLB

Dividends

SDRL vs. SLB - Dividend Comparison

SDRL has not paid dividends to shareholders, while SLB's dividend yield for the trailing twelve months is around 2.97%.


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%
SLB
Schlumberger Limited
2.97%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%

Drawdowns

SDRL vs. SLB - Drawdown Comparison

The maximum SDRL drawdown since its inception was -36.43%, smaller than the maximum SLB drawdown of -87.63%. Use the drawdown chart below to compare losses from any high point for SDRL and SLB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.37%
-38.49%
SDRL
SLB

Volatility

SDRL vs. SLB - Volatility Comparison

Seadrill Limited (SDRL) has a higher volatility of 8.81% compared to Schlumberger Limited (SLB) at 6.46%. This indicates that SDRL's price experiences larger fluctuations and is considered to be riskier than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.81%
6.46%
SDRL
SLB

Financials

SDRL vs. SLB - Financials Comparison

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