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

Correlation

The correlation between SLB and MOS is 0.48, 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.


-0.50.00.51.00.5

Performance

SLB vs. MOS - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.13%
-7.00%
SLB
MOS

Key characteristics

Sharpe Ratio

SLB:

-0.25

MOS:

-0.35

Sortino Ratio

SLB:

-0.17

MOS:

-0.29

Omega Ratio

SLB:

0.98

MOS:

0.97

Calmar Ratio

SLB:

-0.11

MOS:

-0.14

Martin Ratio

SLB:

-0.38

MOS:

-0.77

Ulcer Index

SLB:

17.83%

MOS:

15.12%

Daily Std Dev

SLB:

26.94%

MOS:

33.24%

Max Drawdown

SLB:

-87.63%

MOS:

-94.70%

Current Drawdown

SLB:

-50.78%

MOS:

-77.72%

Fundamentals

Market Cap

SLB:

$61.54B

MOS:

$8.62B

EPS

SLB:

$3.11

MOS:

$1.15

PE Ratio

SLB:

14.01

MOS:

23.60

PEG Ratio

SLB:

1.94

MOS:

1.99

Total Revenue (TTM)

SLB:

$27.02B

MOS:

$8.31B

Gross Profit (TTM)

SLB:

$5.43B

MOS:

$1.24B

EBITDA (TTM)

SLB:

$6.13B

MOS:

$1.46B

Returns By Period

In the year-to-date period, SLB achieves a 13.67% return, which is significantly higher than MOS's 10.41% return. Over the past 10 years, SLB has outperformed MOS with an annualized return of -3.30%, while MOS has yielded a comparatively lower -3.68% annualized return.


SLB

YTD

13.67%

1M

16.74%

6M

-11.13%

1Y

-7.99%

5Y*

4.88%

10Y*

-3.30%

MOS

YTD

10.41%

1M

11.78%

6M

-7.00%

1Y

-12.97%

5Y*

6.23%

10Y*

-3.68%

*Annualized

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Risk-Adjusted Performance

SLB vs. MOS — 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 3333
Overall Rank
The Sharpe Ratio Rank of SLB is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SLB is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SLB is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SLB is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SLB is 3939
Martin Ratio Rank

MOS
The Risk-Adjusted Performance Rank of MOS is 2929
Overall Rank
The Sharpe Ratio Rank of MOS is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MOS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MOS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MOS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MOS is 3131
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. MOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and The Mosaic Company (MOS). 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 -0.25, compared to the broader market-2.000.002.004.00-0.25-0.35
The chart of Sortino ratio for SLB, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.17-0.29
The chart of Omega ratio for SLB, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.97
The chart of Calmar ratio for SLB, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11-0.14
The chart of Martin ratio for SLB, currently valued at -0.38, compared to the broader market-10.000.0010.0020.00-0.38-0.77
SLB
MOS

The current SLB Sharpe Ratio is -0.25, which is comparable to the MOS Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SLB and MOS, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20AugustSeptemberOctoberNovemberDecember2025
-0.25
-0.35
SLB
MOS

Dividends

SLB vs. MOS - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.52%, less than MOS's 3.10% yield.


TTM20242023202220212020201920182017201620152014
SLB
Schlumberger Limited
2.52%2.87%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%
MOS
The Mosaic Company
3.10%3.42%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%

Drawdowns

SLB vs. MOS - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, smaller than the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for SLB and MOS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%AugustSeptemberOctoberNovemberDecember2025
-50.78%
-77.72%
SLB
MOS

Volatility

SLB vs. MOS - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 9.19%, while The Mosaic Company (MOS) has a volatility of 11.06%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than MOS 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%14.00%AugustSeptemberOctoberNovemberDecember2025
9.19%
11.06%
SLB
MOS

Financials

SLB vs. MOS - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and The Mosaic 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
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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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