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

Correlation

The correlation between SLB and BKR is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SLB vs. BKR - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-30.56%
34.13%
SLB
BKR

Key characteristics

Sharpe Ratio

SLB:

-1.06

BKR:

0.79

Sortino Ratio

SLB:

-1.44

BKR:

1.35

Omega Ratio

SLB:

0.83

BKR:

1.16

Calmar Ratio

SLB:

-0.48

BKR:

0.93

Martin Ratio

SLB:

-1.71

BKR:

2.73

Ulcer Index

SLB:

16.43%

BKR:

7.90%

Daily Std Dev

SLB:

26.65%

BKR:

27.39%

Max Drawdown

SLB:

-87.63%

BKR:

-73.51%

Current Drawdown

SLB:

-58.41%

BKR:

-10.16%

Fundamentals

Market Cap

SLB:

$56.32B

BKR:

$40.98B

EPS

SLB:

$3.11

BKR:

$2.23

PE Ratio

SLB:

12.82

BKR:

18.57

PEG Ratio

SLB:

1.79

BKR:

0.93

Total Revenue (TTM)

SLB:

$36.01B

BKR:

$27.30B

Gross Profit (TTM)

SLB:

$7.22B

BKR:

$5.76B

EBITDA (TTM)

SLB:

$7.79B

BKR:

$4.30B

Returns By Period

In the year-to-date period, SLB achieves a -27.44% return, which is significantly lower than BKR's 21.01% return.


SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

BKR

YTD

21.01%

1M

-9.00%

6M

23.88%

1Y

21.51%

5Y*

13.30%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SLB vs. BKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Baker Hughes Company (BKR). 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-4.00-2.000.002.00-1.060.79
The chart of Sortino ratio for SLB, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.441.35
The chart of Omega ratio for SLB, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.16
The chart of Calmar ratio for SLB, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.640.93
The chart of Martin ratio for SLB, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.712.73
SLB
BKR

The current SLB Sharpe Ratio is -1.06, which is lower than the BKR Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of SLB and BKR, 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
-1.06
0.79
SLB
BKR

Dividends

SLB vs. BKR - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.99%, more than BKR's 2.08% 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%
BKR
Baker Hughes Company
2.08%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%0.00%

Drawdowns

SLB vs. BKR - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, which is greater than BKR's maximum drawdown of -73.51%. Use the drawdown chart below to compare losses from any high point for SLB and BKR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.68%
-10.16%
SLB
BKR

Volatility

SLB vs. BKR - Volatility Comparison

Schlumberger Limited (SLB) and Baker Hughes Company (BKR) have volatilities of 6.36% and 6.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
6.66%
SLB
BKR

Financials

SLB vs. BKR - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and Baker Hughes Company. 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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