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

Performance

SLB vs. HAL - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.65%
-10.47%
SLB
HAL

Returns By Period

In the year-to-date period, SLB achieves a -13.75% return, which is significantly lower than HAL's -10.45% return. Over the past 10 years, SLB has underperformed HAL with an annualized return of -5.15%, while HAL has yielded a comparatively higher -2.64% annualized return.


SLB

YTD

-13.75%

1M

5.08%

6M

-3.65%

1Y

-14.12%

5Y (annualized)

6.26%

10Y (annualized)

-5.15%

HAL

YTD

-10.45%

1M

12.85%

6M

-10.47%

1Y

-14.19%

5Y (annualized)

10.57%

10Y (annualized)

-2.64%

Fundamentals


SLBHAL
Market Cap$60.86B$27.39B
EPS$3.11$2.86
PE Ratio13.8610.90
PEG Ratio1.941.79
Total Revenue (TTM)$36.01B$23.07B
Gross Profit (TTM)$7.22B$4.41B
EBITDA (TTM)$7.79B$4.80B

Key characteristics


SLBHAL
Sharpe Ratio-0.54-0.55
Sortino Ratio-0.60-0.62
Omega Ratio0.930.93
Calmar Ratio-0.26-0.27
Martin Ratio-0.96-0.85
Ulcer Index14.99%17.50%
Daily Std Dev27.01%27.18%
Max Drawdown-87.63%-92.99%
Current Drawdown-50.55%-48.28%

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Correlation

-0.50.00.51.00.7

The correlation between SLB and HAL is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

SLB vs. HAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Halliburton Company (HAL). 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 -0.54, compared to the broader market-4.00-2.000.002.004.00-0.54-0.55
The chart of Sortino ratio for SLB, currently valued at -0.60, compared to the broader market-4.00-2.000.002.004.00-0.60-0.62
The chart of Omega ratio for SLB, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.93
The chart of Calmar ratio for SLB, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.27
The chart of Martin ratio for SLB, currently valued at -0.96, compared to the broader market0.0010.0020.0030.00-0.96-0.85
SLB
HAL

The current SLB Sharpe Ratio is -0.54, which is comparable to the HAL Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of SLB and HAL, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.54
-0.55
SLB
HAL

Dividends

SLB vs. HAL - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.44%, more than HAL's 2.10% yield.


TTM20232022202120202019201820172016201520142013
SLB
Schlumberger Limited
2.44%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
HAL
Halliburton Company
2.10%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%

Drawdowns

SLB vs. HAL - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, smaller than the maximum HAL drawdown of -92.99%. Use the drawdown chart below to compare losses from any high point for SLB and HAL. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-50.55%
-48.28%
SLB
HAL

Volatility

SLB vs. HAL - Volatility Comparison

Schlumberger Limited (SLB) and Halliburton Company (HAL) have volatilities of 9.61% and 9.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.61%
9.46%
SLB
HAL

Financials

SLB vs. HAL - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and Halliburton Company. 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