PortfoliosLab logoPortfoliosLab logo
SLB vs. ENPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SLB vs. ENPH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SLB achieves a 48.01% return, which is significantly lower than ENPH's 70.33% return. Over the past 10 years, SLB has underperformed ENPH with an annualized return of -0.34%, while ENPH has yielded a comparatively higher 39.19% annualized return.


SLB

1D
0.32%
1M
1.98%
YTD
48.01%
6M
44.00%
1Y
61.98%
3Y*
8.12%
5Y*
12.44%
10Y*
-0.34%

ENPH

1D
-0.62%
1M
29.98%
YTD
70.33%
6M
69.64%
1Y
22.14%
3Y*
-32.77%
5Y*
-17.99%
10Y*
39.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLB vs. ENPH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLB
Schlumberger Limited
48.01%3.27%-24.47%-0.78%81.15%40.30%-43.81%17.73%-44.66%-17.37%
ENPH
Enphase Energy, Inc.
70.33%-53.33%-48.02%-50.13%44.83%4.26%571.53%452.43%96.27%138.61%

Correlation

The correlation between SLB and ENPH is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2012

0.21

Fundamentals

EPS

SLB:

$3.04

ENPH:

$0.92

PE Ratio

SLB:

18.45

ENPH:

59.58

PEG Ratio

SLB:

0.87

ENPH:

1.36

PS Ratio

SLB:

1.70

ENPH:

5.20

Total Revenue (TTM)

SLB:

$35.94B

ENPH:

$1.40B

Gross Profit (TTM)

SLB:

$4.90B

ENPH:

$619.16M

EBITDA (TTM)

SLB:

$5.30B

ENPH:

$189.48M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLB vs. ENPH — Risk / Return Rank

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

SLB
SLB Risk / Return Rank: 8787
Overall Rank
SLB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 8484
Sortino Ratio Rank
SLB Omega Ratio Rank: 8282
Omega Ratio Rank
SLB Calmar Ratio Rank: 9191
Calmar Ratio Rank
SLB Martin Ratio Rank: 9090
Martin Ratio Rank

ENPH
ENPH Risk / Return Rank: 5555
Overall Rank
ENPH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ENPH Sortino Ratio Rank: 5858
Sortino Ratio Rank
ENPH Omega Ratio Rank: 5757
Omega Ratio Rank
ENPH Calmar Ratio Rank: 5555
Calmar Ratio Rank
ENPH Martin Ratio Rank: 5353
Martin Ratio Rank
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. ENPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Enphase Energy, Inc. (ENPH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SLBENPHDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.31

1.14

+0.17

Calmar ratioReturn relative to maximum drawdown

4.36

0.52

+3.84

Martin ratioReturn relative to average drawdown

10.97

0.92

+10.05

SLB vs. ENPH - Sharpe Ratio Comparison

The current SLB Sharpe Ratio is 1.85, which is higher than the ENPH Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SLB and ENPH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SLB vs. ENPH - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.64%, smaller than the maximum ENPH drawdown of -95.97%. Use the drawdown chart below to compare losses from any high point for SLB and ENPH.


Loading charts...

Drawdown Indicators


SLBENPHDifference

Max Drawdown

Largest peak-to-trough decline

-87.64%

-95.97%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-43.13%

+28.83%

Max Drawdown (3Y)

Largest decline over 3 years

-46.63%

-86.23%

+39.60%

Max Drawdown (5Y)

Largest decline over 5 years

-46.63%

-92.23%

+45.60%

Max Drawdown (10Y)

Largest decline over 10 years

-84.29%

-92.23%

+7.94%

Current Drawdown

Current decline from peak

-33.53%

-83.75%

+50.22%

Average Drawdown

Average peak-to-trough decline

-31.18%

-50.57%

+19.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

24.10%

-18.43%

Volatility

SLB vs. ENPH - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 9.50%, while Enphase Energy, Inc. (ENPH) has a volatility of 40.41%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than ENPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLBENPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

40.41%

-30.91%

Volatility (6M)

Calculated over the trailing 6-month period

25.72%

66.31%

-40.59%

Volatility (1Y)

Calculated over the trailing 1-year period

33.73%

86.85%

-53.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.63%

70.23%

-32.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.41%

78.26%

-37.85%

Dividends

SLB vs. ENPH - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.06%, while ENPH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ENPH
Enphase Energy, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLB
Schlumberger Limited
2.06%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%

Financials

SLB vs. ENPH - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and Enphase Energy, Inc.. 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
8.72B
282.90M
(SLB) Total Revenue
(ENPH) Total Revenue
Values in USD except per share items

SLB vs. ENPH - Profitability Comparison

The chart below illustrates the profitability comparison between Schlumberger Limited and Enphase Energy, Inc. 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%202220232024202520260
35.5%
Portfolio components
SLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a gross profit of 0.00 and revenue of 8.72B. Therefore, the gross margin over that period was 0.0%.

ENPH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported a gross profit of 100.39M and revenue of 282.90M. Therefore, the gross margin over that period was 35.5%.

SLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported an operating income of 0.00 and revenue of 8.72B, resulting in an operating margin of 0.0%.

ENPH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported an operating income of -29.64M and revenue of 282.90M, resulting in an operating margin of -10.5%.

SLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a net income of 752.00M and revenue of 8.72B, resulting in a net margin of 8.6%.

ENPH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enphase Energy, Inc. reported a net income of -20.31M and revenue of 282.90M, resulting in a net margin of -7.2%.


Frequently Asked Questions


SLB and ENPH have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENPH has higher volatility (40.41%) compared to SLB (9.50%). In terms of maximum drawdown, SLB dropped -87.64% vs ENPH's -95.97%.

SLB currently has the higher Sharpe Ratio (1.85 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SLB and ENPH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer