SDRL vs. VAL
Compare and contrast key facts about Seadrill Limited (SDRL) and Valaris Limited (VAL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDRL or VAL.
Key characteristics
| SDRL | VAL | |
|---|---|---|
| YTD Return | -16.16% | -27.81% |
| 1Y Return | -4.09% | -29.59% |
| Sharpe Ratio | -0.07 | -0.75 |
| Sortino Ratio | 0.16 | -0.96 |
| Omega Ratio | 1.02 | 0.89 |
| Calmar Ratio | -0.07 | -0.72 |
| Martin Ratio | -0.17 | -1.63 |
| Ulcer Index | 15.46% | 17.51% |
| Daily Std Dev | 36.07% | 37.87% |
| Max Drawdown | -36.43% | -39.45% |
| Current Drawdown | -28.37% | -38.11% |
Fundamentals
| SDRL | VAL | |
|---|---|---|
| Market Cap | $2.56B | $3.58B |
| EPS | $6.32 | $14.37 |
| PE Ratio | 6.20 | 3.51 |
| Total Revenue (TTM) | $1.19B | $2.26B |
| Gross Profit (TTM) | $310.91M | $398.70M |
| EBITDA (TTM) | $237.18M | $377.10M |
Correlation
The correlation between SDRL and VAL is 0.58, 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.
Performance
SDRL vs. VAL - Performance Comparison
In the year-to-date period, SDRL achieves a -16.16% return, which is significantly higher than VAL's -27.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SDRL vs. VAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Seadrill Limited (SDRL) and Valaris Limited (VAL). 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.
Dividends
SDRL vs. VAL - Dividend Comparison
Neither SDRL nor VAL has paid dividends to shareholders.
Drawdowns
SDRL vs. VAL - Drawdown Comparison
The maximum SDRL drawdown since its inception was -36.43%, smaller than the maximum VAL drawdown of -39.45%. Use the drawdown chart below to compare losses from any high point for SDRL and VAL. For additional features, visit the drawdowns tool.
Volatility
SDRL vs. VAL - Volatility Comparison
Seadrill Limited (SDRL) has a higher volatility of 14.30% compared to Valaris Limited (VAL) at 11.77%. This indicates that SDRL's price experiences larger fluctuations and is considered to be riskier than VAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SDRL vs. VAL - Financials Comparison
This section allows you to compare key financial metrics between Seadrill Limited and Valaris 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.
Total Revenue: Total amount of money received from sales and other business activities