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

Correlation

The correlation between SLB and DVN is 0.39, 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: 0.4

Performance

SLB vs. DVN - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
471.38%
1,100.41%
SLB
DVN

Key characteristics

Sharpe Ratio

SLB:

-0.71

DVN:

-0.93

Sortino Ratio

SLB:

-0.87

DVN:

-1.26

Omega Ratio

SLB:

0.89

DVN:

0.83

Calmar Ratio

SLB:

-0.39

DVN:

-0.55

Martin Ratio

SLB:

-1.62

DVN:

-1.56

Ulcer Index

SLB:

15.38%

DVN:

23.42%

Daily Std Dev

SLB:

35.11%

DVN:

39.55%

Max Drawdown

SLB:

-87.63%

DVN:

-94.93%

Current Drawdown

SLB:

-60.50%

DVN:

-60.67%

Fundamentals

Market Cap

SLB:

$45.58B

DVN:

$20.23B

EPS

SLB:

$2.95

DVN:

$4.56

PE Ratio

SLB:

11.44

DVN:

6.89

PEG Ratio

SLB:

3.25

DVN:

14.90

PS Ratio

SLB:

1.30

DVN:

1.33

PB Ratio

SLB:

2.40

DVN:

1.40

Total Revenue (TTM)

SLB:

$36.08B

DVN:

$11.98B

Gross Profit (TTM)

SLB:

$7.41B

DVN:

$3.35B

EBITDA (TTM)

SLB:

$7.75B

DVN:

$5.80B

Returns By Period

In the year-to-date period, SLB achieves a -8.79% return, which is significantly lower than DVN's -3.25% return. Over the past 10 years, SLB has underperformed DVN with an annualized return of -6.76%, while DVN has yielded a comparatively higher -3.97% annualized return.


SLB

YTD

-8.79%

1M

-11.43%

6M

-11.49%

1Y

-25.20%

5Y*

18.91%

10Y*

-6.76%

DVN

YTD

-3.25%

1M

-5.19%

6M

-16.83%

1Y

-35.75%

5Y*

29.83%

10Y*

-3.97%

*Annualized

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Risk-Adjusted Performance

SLB vs. DVN — 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 1414
Overall Rank
The Sharpe Ratio Rank of SLB is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SLB is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SLB is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SLB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of SLB is 44
Martin Ratio Rank

DVN
The Risk-Adjusted Performance Rank of DVN is 99
Overall Rank
The Sharpe Ratio Rank of DVN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 88
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 88
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 55
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. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Devon Energy Corporation (DVN). 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 chart of Sharpe ratio for SLB, currently valued at -0.71, compared to the broader market-2.00-1.000.001.002.003.00
SLB: -0.71
DVN: -0.93
The chart of Sortino ratio for SLB, currently valued at -0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
SLB: -0.87
DVN: -1.26
The chart of Omega ratio for SLB, currently valued at 0.89, compared to the broader market0.501.001.502.00
SLB: 0.89
DVN: 0.83
The chart of Calmar ratio for SLB, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
SLB: -0.39
DVN: -0.55
The chart of Martin ratio for SLB, currently valued at -1.62, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
SLB: -1.62
DVN: -1.56

The current SLB Sharpe Ratio is -0.71, which is comparable to the DVN Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of SLB and DVN, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20December2025FebruaryMarchAprilMay
-0.71
-0.93
SLB
DVN

Dividends

SLB vs. DVN - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 3.20%, less than DVN's 3.98% yield.


TTM20242023202220212020201920182017201620152014
SLB
Schlumberger Limited
3.20%2.87%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%
DVN
Devon Energy Corporation
3.98%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%

Drawdowns

SLB vs. DVN - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for SLB and DVN. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%December2025FebruaryMarchAprilMay
-60.50%
-60.67%
SLB
DVN

Volatility

SLB vs. DVN - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 23.30%, while Devon Energy Corporation (DVN) has a volatility of 28.86%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
23.30%
28.86%
SLB
DVN

Financials

SLB vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and Devon Energy 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


0.002.00B4.00B6.00B8.00B10.00B20212022202320242025
8.49B
4.40B
(SLB) Total Revenue
(DVN) Total Revenue
Values in USD except per share items

SLB vs. DVN - Profitability Comparison

The chart below illustrates the profitability comparison between Schlumberger Limited and Devon Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
18.9%
26.1%
(SLB) Gross Margin
(DVN) Gross Margin
SLB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Schlumberger Limited reported a gross profit of 1.61B and revenue of 8.49B. Therefore, the gross margin over that period was 18.9%.
DVN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Devon Energy Corporation reported a gross profit of 1.15B and revenue of 4.40B. Therefore, the gross margin over that period was 26.1%.
SLB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Schlumberger Limited reported an operating income of 1.34B and revenue of 8.49B, resulting in an operating margin of 15.8%.
DVN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Devon Energy Corporation reported an operating income of 943.00M and revenue of 4.40B, resulting in an operating margin of 21.4%.
SLB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Schlumberger Limited reported a net income of 797.00M and revenue of 8.49B, resulting in a net margin of 9.4%.
DVN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Devon Energy Corporation reported a net income of 639.00M and revenue of 4.40B, resulting in a net margin of 14.5%.