SLB vs. CL=F

In the year-to-date period, SLB achieves a -11.60% return, which is significantly higher than CL=F's -13.64% return. 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 0.59% annualized return.

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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.

The current SLB Sharpe Ratio is -0.72, which is comparable to the CL=F Sharpe Ratio of -0.62. 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.

The maximum SLB drawdown since its inception was -87.63%, 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.

The current volatility for Schlumberger Limited (SLB) is 7.88%, while Crude Oil WTI (CL=F) has a volatility of 9.10%. 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.