SLB vs. MSFT
SLB (Schlumberger Limited) and MSFT (Microsoft Corporation) are both stocks. SLB operates in Oil & Gas Equipment & Services (Energy), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, SLB returned -0.41%/yr vs 24.64%/yr for MSFT. At a 0.22 correlation, their price movements are largely independent.
Performance
SLB vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, SLB achieves a 48.99% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, SLB has underperformed MSFT with an annualized return of -0.41%, while MSFT has yielded a comparatively higher 24.64% annualized return.
SLB
- 1D
- 3.06%
- 1M
- 6.71%
- YTD
- 48.99%
- 6M
- 49.53%
- 1Y
- 71.52%
- 3Y*
- 8.69%
- 5Y*
- 12.03%
- 10Y*
- -0.41%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
SLB vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLB Schlumberger Limited | 48.99% | 3.27% | -24.47% | -0.78% | 81.15% | 40.30% | -43.81% | 17.73% | -44.66% | -17.37% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between SLB and MSFT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 1986 | 0.22 |
The correlation between SLB and MSFT shifts across timeframes, from -0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SLB:
$3.04
MSFT:
$16.79
SLB:
18.57
MSFT:
24.52
SLB:
0.87
MSFT:
1.72
SLB:
1.71
MSFT:
9.65
SLB:
$35.94B
MSFT:
$318.27B
SLB:
$4.90B
MSFT:
$217.41B
SLB:
$5.30B
MSFT:
$200.96B
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Return for Risk
SLB vs. MSFT — Risk / Return Rank
SLB
MSFT
SLB vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and Microsoft Corporation (MSFT). 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.
| SLB | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.94 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | -0.35 | +5.37 |
| Martin ratioReturn relative to average drawdown | 12.70 | -0.73 | +13.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLB | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | -0.47 | +2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.42 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.91 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.74 | -0.60 |
Drawdowns
SLB vs. MSFT - Drawdown Comparison
The maximum SLB drawdown since its inception was -87.64%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SLB and MSFT.
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Drawdown Indicators
| SLB | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.64% | -69.38% | -18.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -33.91% | +19.61% |
Max Drawdown (3Y)Largest decline over 3 years | -46.63% | -33.91% | -12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -46.63% | -37.15% | -9.48% |
Max Drawdown (10Y)Largest decline over 10 years | -84.29% | -37.15% | -47.14% |
Current DrawdownCurrent decline from peak | -33.09% | -23.56% | -9.53% |
Average DrawdownAverage peak-to-trough decline | -31.18% | -21.78% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 16.13% | -10.48% |
Volatility
SLB vs. MSFT - Volatility Comparison
Schlumberger Limited (SLB) and Microsoft Corporation (MSFT) have volatilities of 9.86% and 10.25%, 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.
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Volatility by Period
| SLB | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 10.25% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 25.96% | 22.36% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.98% | 25.31% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.66% | 26.64% | +11.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.43% | 27.06% | +13.37% |
Dividends
SLB vs. MSFT - Dividend Comparison
SLB's dividend yield for the trailing twelve months is around 2.05%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.86% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SLB Schlumberger Limited | 2.05% | 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. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Schlumberger Limited and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SLB vs. MSFT - Profitability Comparison
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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
SLB and MSFT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to SLB (9.86%). In terms of maximum drawdown, SLB dropped -87.64% vs MSFT's -69.38%.
SLB currently has the higher Sharpe Ratio (2.12 vs -0.47), 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.
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