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SLB vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.3

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
949.30%
254.67%
SLB
CL=F

Key characteristics

Sharpe Ratio

SLB:

-1.22

CL=F:

-0.72

Sortino Ratio

SLB:

-1.72

CL=F:

-0.87

Omega Ratio

SLB:

0.78

CL=F:

0.89

Calmar Ratio

SLB:

-0.60

CL=F:

-0.36

Martin Ratio

SLB:

-1.81

CL=F:

-1.52

Ulcer Index

SLB:

20.61%

CL=F:

13.91%

Daily Std Dev

SLB:

30.65%

CL=F:

28.24%

Max Drawdown

SLB:

-87.63%

CL=F:

-93.11%

Current Drawdown

SLB:

-62.31%

CL=F:

-57.62%

Returns By Period

The year-to-date returns for both stocks are quite close, with SLB having a -12.96% return and CL=F slightly lower at -13.59%. Over the past 10 years, SLB has underperformed CL=F with an annualized return of -6.87%, while CL=F has yielded a comparatively higher 1.56% annualized return.


SLB

YTD

-12.96%

1M

-19.89%

6M

-26.34%

1Y

-38.18%

5Y*

16.34%

10Y*

-6.87%

CL=F

YTD

-13.59%

1M

-8.16%

6M

-19.48%

1Y

-29.16%

5Y*

17.11%

10Y*

1.56%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SLB vs. CL=F — Risk-Adjusted Performance Rank

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

SLB
The Risk-Adjusted Performance Rank of SLB is 99
Overall Rank
The Sharpe Ratio Rank of SLB is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SLB is 77
Sortino Ratio Rank
The Omega Ratio Rank of SLB is 77
Omega Ratio Rank
The Calmar Ratio Rank of SLB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SLB is 77
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 2424
Overall Rank
The Sharpe Ratio Rank of CL=F is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 3333
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLB vs. CL=F - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SLB, currently valued at -1.00, compared to the broader market-2.00-1.000.001.002.00
SLB: -1.00
CL=F: -0.72
The chart of Sortino ratio for SLB, currently valued at -1.32, compared to the broader market-6.00-4.00-2.000.002.004.00
SLB: -1.32
CL=F: -0.87
The chart of Omega ratio for SLB, currently valued at 0.82, compared to the broader market0.501.001.502.00
SLB: 0.82
CL=F: 0.89
The chart of Calmar ratio for SLB, currently valued at -0.48, compared to the broader market0.001.002.003.004.00
SLB: -0.48
CL=F: -0.36
The chart of Martin ratio for SLB, currently valued at -2.16, compared to the broader market-10.000.0010.00
SLB: -2.16
CL=F: -1.52

The current SLB Sharpe Ratio is -1.22, which is lower than the CL=F Sharpe Ratio of -0.72. 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.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-1.00
-0.72
SLB
CL=F

Drawdowns

SLB vs. CL=F - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, smaller than the maximum CL=F drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for SLB and CL=F. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%NovemberDecember2025FebruaryMarchApril
-62.31%
-57.62%
SLB
CL=F

Volatility

SLB vs. CL=F - Volatility Comparison

Schlumberger Limited (SLB) has a higher volatility of 15.22% compared to Crude Oil WTI (CL=F) at 11.92%. This indicates that SLB's price experiences larger fluctuations and is considered to be riskier than CL=F 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%16.00%NovemberDecember2025FebruaryMarchApril
15.22%
11.92%
SLB
CL=F
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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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