SHEL vs. EQNR

In the year-to-date period, SHEL achieves a 17.32% return, which is significantly higher than EQNR's 14.72% return.

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This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Equinor ASA (EQNR). 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 SHEL Sharpe Ratio is 0.65, which is higher than the EQNR Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SHEL and EQNR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SHEL's dividend yield for the trailing twelve months is around 3.82%, less than EQNR's 8.72% yield.

The maximum SHEL drawdown since its inception was -67.46%, roughly equal to the maximum EQNR drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for SHEL and EQNR. For additional features, visit the drawdowns tool.

The current volatility for Shell plc (SHEL) is 3.71%, while Equinor ASA (EQNR) has a volatility of 6.40%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than EQNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Shell plc and Equinor ASA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.