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

Correlation

The correlation between SLB and MOS is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

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.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
54.20%
170.44%
SLB
MOS

Key characteristics

Sharpe Ratio

SLB:

-0.87

MOS:

0.10

Sortino Ratio

SLB:

-1.16

MOS:

0.41

Omega Ratio

SLB:

0.85

MOS:

1.05

Calmar Ratio

SLB:

-0.48

MOS:

0.05

Martin Ratio

SLB:

-2.01

MOS:

0.27

Ulcer Index

SLB:

15.22%

MOS:

14.04%

Daily Std Dev

SLB:

35.11%

MOS:

37.72%

Max Drawdown

SLB:

-87.63%

MOS:

-94.70%

Current Drawdown

SLB:

-62.19%

MOS:

-74.82%

Fundamentals

Market Cap

SLB:

$46.08B

MOS:

$9.60B

EPS

SLB:

$2.95

MOS:

$0.55

PE Ratio

SLB:

11.56

MOS:

55.00

PEG Ratio

SLB:

3.03

MOS:

1.07

PS Ratio

SLB:

1.28

MOS:

0.84

PB Ratio

SLB:

2.36

MOS:

0.82

Total Revenue (TTM)

SLB:

$36.08B

MOS:

$8.44B

Gross Profit (TTM)

SLB:

$7.41B

MOS:

$1.11B

EBITDA (TTM)

SLB:

$7.25B

MOS:

$1.52B

Returns By Period

In the year-to-date period, SLB achieves a -12.67% return, which is significantly lower than MOS's 24.82% return. Over the past 10 years, SLB has underperformed MOS with an annualized return of -7.23%, while MOS has yielded a comparatively higher -1.97% annualized return.


SLB

YTD

-12.67%

1M

-20.45%

6M

-16.08%

1Y

-28.12%

5Y*

18.61%

10Y*

-7.23%

MOS

YTD

24.82%

1M

12.55%

6M

13.81%

1Y

-0.01%

5Y*

24.59%

10Y*

-1.97%

*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 1010
Overall Rank
The Sharpe Ratio Rank of SLB is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SLB is 1010
Sortino Ratio Rank
The Omega Ratio Rank of SLB is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SLB is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SLB is 11
Martin Ratio Rank

MOS
The Risk-Adjusted Performance Rank of MOS is 5252
Overall Rank
The Sharpe Ratio Rank of MOS is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of MOS is 4949
Sortino Ratio Rank
The Omega Ratio Rank of MOS is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MOS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MOS is 5555
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.


The chart of Sharpe ratio for SLB, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.00
SLB: -0.87
MOS: 0.10
The chart of Sortino ratio for SLB, currently valued at -1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
SLB: -1.16
MOS: 0.41
The chart of Omega ratio for SLB, currently valued at 0.85, compared to the broader market0.501.001.502.00
SLB: 0.85
MOS: 1.05
The chart of Calmar ratio for SLB, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
SLB: -0.48
MOS: 0.05
The chart of Martin ratio for SLB, currently valued at -2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SLB: -2.01
MOS: 0.27

The current SLB Sharpe Ratio is -0.87, which is lower than the MOS Sharpe Ratio of 0.10. 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-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.87
0.10
SLB
MOS

Dividends

SLB vs. MOS - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 3.34%, more than MOS's 2.80% yield.


TTM20242023202220212020201920182017201620152014
SLB
Schlumberger Limited
3.34%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
2.80%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.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%NovemberDecember2025FebruaryMarchApril
-62.19%
-74.82%
SLB
MOS

Volatility

SLB vs. MOS - Volatility Comparison

Schlumberger Limited (SLB) has a higher volatility of 22.93% compared to The Mosaic Company (MOS) at 16.75%. This indicates that SLB's price experiences larger fluctuations and is considered to be riskier than MOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.93%
16.75%
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


2.00B4.00B6.00B8.00B10.00B20212022202320242025
8.49B
2.82B
(SLB) Total Revenue
(MOS) Total Revenue
Values in USD except per share items

SLB vs. MOS - Profitability Comparison

The chart below illustrates the profitability comparison between Schlumberger Limited and The Mosaic Company 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%20212022202320242025
18.9%
10.7%
(SLB) Gross Margin
(MOS) 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%.
MOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Mosaic Company reported a gross profit of 301.90M and revenue of 2.82B. Therefore, the gross margin over that period was 10.7%.
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%.
MOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Mosaic Company reported an operating income of 99.90M and revenue of 2.82B, resulting in an operating margin of 3.6%.
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%.
MOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Mosaic Company reported a net income of 169.00M and revenue of 2.82B, resulting in a net margin of 6.0%.