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

Correlation

The correlation between SLB and AOS is 0.24, 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.


-0.50.00.51.00.2

Performance

SLB vs. AOS - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
928.00%
21,314.77%
SLB
AOS

Key characteristics

Sharpe Ratio

SLB:

-1.06

AOS:

-0.54

Sortino Ratio

SLB:

-1.44

AOS:

-0.59

Omega Ratio

SLB:

0.83

AOS:

0.92

Calmar Ratio

SLB:

-0.48

AOS:

-0.52

Martin Ratio

SLB:

-1.71

AOS:

-1.26

Ulcer Index

SLB:

16.43%

AOS:

10.25%

Daily Std Dev

SLB:

26.65%

AOS:

23.82%

Max Drawdown

SLB:

-87.63%

AOS:

-66.52%

Current Drawdown

SLB:

-58.41%

AOS:

-24.67%

Fundamentals

Market Cap

SLB:

$56.32B

AOS:

$10.27B

EPS

SLB:

$3.11

AOS:

$3.79

PE Ratio

SLB:

12.82

AOS:

18.68

PEG Ratio

SLB:

1.79

AOS:

2.00

Total Revenue (TTM)

SLB:

$36.01B

AOS:

$3.89B

Gross Profit (TTM)

SLB:

$7.22B

AOS:

$1.49B

EBITDA (TTM)

SLB:

$7.79B

AOS:

$818.50M

Returns By Period

In the year-to-date period, SLB achieves a -27.44% return, which is significantly lower than AOS's -15.30% return. Over the past 10 years, SLB has underperformed AOS with an annualized return of -5.67%, while AOS has yielded a comparatively higher 11.18% annualized return.


SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

AOS

YTD

-15.30%

1M

-4.22%

6M

-17.65%

1Y

-14.38%

5Y*

9.77%

10Y*

11.18%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SLB vs. AOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and A. O. Smith Corporation (AOS). 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 SLB, currently valued at -1.06, compared to the broader market-4.00-2.000.002.00-1.06-0.54
The chart of Sortino ratio for SLB, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.44-0.59
The chart of Omega ratio for SLB, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.92
The chart of Calmar ratio for SLB, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.52
The chart of Martin ratio for SLB, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.71-1.26
SLB
AOS

The current SLB Sharpe Ratio is -1.06, which is lower than the AOS Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of SLB and AOS, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-1.06
-0.54
SLB
AOS

Dividends

SLB vs. AOS - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.99%, more than AOS's 1.89% yield.


TTM20232022202120202019201820172016201520142013
SLB
Schlumberger Limited
2.99%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
AOS
A. O. Smith Corporation
1.89%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%0.85%

Drawdowns

SLB vs. AOS - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, which is greater than AOS's maximum drawdown of -66.52%. Use the drawdown chart below to compare losses from any high point for SLB and AOS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.41%
-24.67%
SLB
AOS

Volatility

SLB vs. AOS - Volatility Comparison

Schlumberger Limited (SLB) has a higher volatility of 6.36% compared to A. O. Smith Corporation (AOS) at 5.99%. This indicates that SLB's price experiences larger fluctuations and is considered to be riskier than AOS 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%JulyAugustSeptemberOctoberNovemberDecember
6.36%
5.99%
SLB
AOS

Financials

SLB vs. AOS - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and A. O. Smith 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


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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