PortfoliosLab logo
SLB vs. ET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SLB and ET is 0.42, 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.


Performance

SLB vs. ET - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

SLB:

-0.70

ET:

0.92

Sortino Ratio

SLB:

-0.87

ET:

1.26

Omega Ratio

SLB:

0.89

ET:

1.17

Calmar Ratio

SLB:

-0.39

ET:

0.93

Martin Ratio

SLB:

-1.48

ET:

2.92

Ulcer Index

SLB:

16.89%

ET:

7.83%

Daily Std Dev

SLB:

35.49%

ET:

27.54%

Max Drawdown

SLB:

-87.63%

ET:

-87.81%

Current Drawdown

SLB:

-61.41%

ET:

-11.80%

Fundamentals

Market Cap

SLB:

$45.47B

ET:

$61.26B

EPS

SLB:

$2.95

ET:

$1.32

PE Ratio

SLB:

11.41

ET:

13.52

PEG Ratio

SLB:

3.15

ET:

0.83

PS Ratio

SLB:

1.26

ET:

0.75

PB Ratio

SLB:

2.33

ET:

1.73

Total Revenue (TTM)

SLB:

$36.08B

ET:

$82.06B

Gross Profit (TTM)

SLB:

$7.41B

ET:

$15.84B

EBITDA (TTM)

SLB:

$7.75B

ET:

$15.57B

Returns By Period

In the year-to-date period, SLB achieves a -10.89% return, which is significantly lower than ET's -5.09% return. Over the past 10 years, SLB has underperformed ET with an annualized return of -6.80%, while ET has yielded a comparatively higher 1.89% annualized return.


SLB

YTD

-10.89%

1M

-1.71%

6M

-20.92%

1Y

-24.68%

3Y*

-9.17%

5Y*

14.88%

10Y*

-6.80%

ET

YTD

-5.09%

1M

4.85%

6M

-3.17%

1Y

25.16%

3Y*

25.69%

5Y*

27.29%

10Y*

1.89%

*Annualized

Compare stocks, funds, or ETFs

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


Schlumberger Limited

Energy Transfer LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SLB vs. ET — 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 1515
Overall Rank
The Sharpe Ratio Rank of SLB is 1414
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 77
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7777
Overall Rank
The Sharpe Ratio Rank of ET is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7979
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. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Energy Transfer LP (ET). 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 -0.70, which is lower than the ET Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SLB and ET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SLB vs. ET - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 3.27%, less than ET's 7.22% yield.


TTM20242023202220212020201920182017201620152014
SLB
Schlumberger Limited
3.27%2.87%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%
ET
Energy Transfer LP
7.22%6.51%8.96%7.33%7.44%17.28%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

SLB vs. ET - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, roughly equal to the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for SLB and ET.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SLB vs. ET - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 7.86%, while Energy Transfer LP (ET) has a volatility of 10.13%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

SLB vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and Energy Transfer LP. 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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
8.49B
21.02B
(SLB) Total Revenue
(ET) Total Revenue
Values in USD except per share items

SLB vs. ET - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20212022202320242025
18.9%
19.4%
(SLB) Gross Margin
(ET) 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%.

ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a gross profit of 4.08B and revenue of 21.02B. Therefore, the gross margin over that period was 19.4%.

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%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported an operating income of 2.49B and revenue of 21.02B, resulting in an operating margin of 11.9%.

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%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a net income of 1.32B and revenue of 21.02B, resulting in a net margin of 6.3%.