SLB vs. CL=F

Last updated Apr 1, 2026

Compare and contrast key facts about Schlumberger Limited (SLB) and Crude Oil WTI (CL=F).

Performance

SLB vs. CL=F - Performance Comparison

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

SLB vs. CL=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLB Schlumberger Limited	34.69%	3.27%	-24.47%	-0.78%	81.15%	40.30%	-43.81%	17.73%	-44.66%	-17.37%
CL=F Crude Oil WTI	76.87%	-19.41%	-0.82%	-10.70%	7.44%	53.98%	-19.98%	32.92%	-24.35%	12.51%

Returns By Period

In the year-to-date period, SLB achieves a 34.69% return, which is significantly lower than CL=F's 76.87% return. Over the past 10 years, SLB has underperformed CL=F with an annualized return of -0.51%, while CL=F has yielded a comparatively higher 10.69% annualized return.

SLB

• 1D: -0.27%
• 1M: 0.10%
• YTD: 34.69%
• 6M: 51.59%
• 1Y: 26.70%
• 3Y*: 4.15%
• 5Y*: 15.31%
• 10Y*: -0.51%

CL=F

• 1D: -1.28%
• 1M: 51.54%
• YTD: 76.87%
• 6M: 62.83%
• 1Y: 42.08%
• 3Y*: 10.24%
• 5Y*: 10.56%
• 10Y*: 10.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SLB vs. CL=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLB

SLB Risk / Return Rank: 63
SLB Sharpe Ratio Rank: 66
SLB Sortino Ratio Rank: 61
SLB Omega Ratio Rank: 61
SLB Calmar Ratio Rank: 66
SLB Martin Ratio Rank: 60

CL=F

CL=F Risk / Return Rank: 34
CL=F Sharpe Ratio Rank: 36
CL=F Sortino Ratio Rank: 36
CL=F Omega Ratio Rank: 33
CL=F Calmar Ratio Rank: 42
CL=F Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLB vs. CL=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Crude Oil WTI (CL=F). 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.

	SLB	CL=F	Difference
Sharpe ratio Return per unit of total volatility	0.68	0.90	-0.22
Sortino ratio Return per unit of downside risk	1.17	1.42	-0.26
Omega ratio Gain probability vs. loss probability	1.16	1.20	-0.04
Calmar ratio Return relative to maximum drawdown	1.09	2.40	-1.31
Martin ratio Return relative to average drawdown	1.85	3.98	-2.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLB vs. CL=F - Sharpe Ratio Comparison

The current SLB Sharpe Ratio is 0.68, which is comparable to the CL=F Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SLB and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SLB	CL=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	0.90	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.27	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	0.21	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.07	+0.06

Correlation

The correlation between SLB and CL=F is 0.33, 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.

Drawdowns

SLB vs. CL=F - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.64%, roughly equal to the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for SLB and CL=F.

Drawdown Indicators

	SLB	CL=F	Difference
Max Drawdown Largest peak-to-trough decline	-87.64%	-92.04%	+4.40%
Max Drawdown (1Y) Largest decline over 1 year	-24.29%	-27.07%	+2.78%
Max Drawdown (5Y) Largest decline over 5 years	-46.63%	-53.86%	+7.23%
Max Drawdown (10Y) Largest decline over 10 years	-84.29%	-84.82%	+0.53%
Current Drawdown Current decline from peak	-39.51%	-30.10%	-9.41%
Average Drawdown Average peak-to-trough decline	-31.17%	-40.84%	+9.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.34%	16.33%	-1.99%

Volatility

SLB vs. CL=F - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 14.74%, while Crude Oil WTI (CL=F) has a volatility of 27.20%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLB	CL=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.74%	27.20%	-12.46%
Volatility (6M) Calculated over the trailing 6-month period	26.09%	33.27%	-7.18%
Volatility (1Y) Calculated over the trailing 1-year period	39.65%	41.13%	-1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.16%	36.56%	+1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.36%	48.72%	-8.36%