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

Correlation

The correlation between SLB and DVN is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
501.71%
1,066.50%
SLB
DVN

Key characteristics

Sharpe Ratio

SLB:

-1.06

DVN:

-1.18

Sortino Ratio

SLB:

-1.44

DVN:

-1.62

Omega Ratio

SLB:

0.83

DVN:

0.81

Calmar Ratio

SLB:

-0.48

DVN:

-0.48

Martin Ratio

SLB:

-1.71

DVN:

-1.65

Ulcer Index

SLB:

16.43%

DVN:

17.94%

Daily Std Dev

SLB:

26.65%

DVN:

25.11%

Max Drawdown

SLB:

-87.63%

DVN:

-94.93%

Current Drawdown

SLB:

-58.41%

DVN:

-61.78%

Fundamentals

Market Cap

SLB:

$56.32B

DVN:

$21.13B

EPS

SLB:

$3.11

DVN:

$5.40

PE Ratio

SLB:

12.82

DVN:

5.96

PEG Ratio

SLB:

1.79

DVN:

14.90

Total Revenue (TTM)

SLB:

$36.01B

DVN:

$15.14B

Gross Profit (TTM)

SLB:

$7.22B

DVN:

$4.64B

EBITDA (TTM)

SLB:

$7.79B

DVN:

$7.60B

Returns By Period

In the year-to-date period, SLB achieves a -27.44% return, which is significantly higher than DVN's -29.69% return. Over the past 10 years, SLB has underperformed DVN with an annualized return of -5.67%, while DVN has yielded a comparatively higher -3.30% annualized return.


SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

DVN

YTD

-29.69%

1M

-19.14%

6M

-31.66%

1Y

-30.53%

5Y*

10.12%

10Y*

-3.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SLB, currently valued at -1.06, compared to the broader market-4.00-2.000.002.00-1.06-1.18
The chart of Sortino ratio for SLB, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.44-1.62
The chart of Omega ratio for SLB, currently valued at 0.83, compared to the broader market0.501.001.502.000.830.81
The chart of Calmar ratio for SLB, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.48
The chart of Martin ratio for SLB, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.71-1.65
SLB
DVN

The current SLB Sharpe Ratio is -1.06, which is comparable to the DVN Sharpe Ratio of -1.18. 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.06
-1.18
SLB
DVN

Dividends

SLB vs. DVN - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.99%, less than DVN's 4.71% 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%
DVN
Devon Energy Corporation
4.71%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

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.


-60.00%-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-58.41%
-61.78%
SLB
DVN

Volatility

SLB vs. DVN - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 6.36%, while Devon Energy Corporation (DVN) has a volatility of 7.88%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
7.88%
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


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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