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

Correlation

The correlation between SLB and OKE is 0.44, 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. OKE - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SLB:

-0.72

OKE:

0.19

Sortino Ratio

SLB:

-1.03

OKE:

0.29

Omega Ratio

SLB:

0.87

OKE:

1.04

Calmar Ratio

SLB:

-0.45

OKE:

0.07

Martin Ratio

SLB:

-1.70

OKE:

0.17

Ulcer Index

SLB:

16.78%

OKE:

13.30%

Daily Std Dev

SLB:

35.40%

OKE:

31.14%

Max Drawdown

SLB:

-87.63%

OKE:

-80.17%

Current Drawdown

SLB:

-61.72%

OKE:

-29.05%

Fundamentals

Market Cap

SLB:

$45.47B

OKE:

$50.68B

EPS

SLB:

$2.95

OKE:

$5.12

PE Ratio

SLB:

11.41

OKE:

15.85

PEG Ratio

SLB:

3.15

OKE:

1.41

PS Ratio

SLB:

1.26

OKE:

2.03

PB Ratio

SLB:

2.33

OKE:

2.37

Total Revenue (TTM)

SLB:

$36.08B

OKE:

$24.96B

Gross Profit (TTM)

SLB:

$7.41B

OKE:

$7.14B

EBITDA (TTM)

SLB:

$7.75B

OKE:

$6.83B

Returns By Period

In the year-to-date period, SLB achieves a -11.60% return, which is significantly higher than OKE's -17.29% return. Over the past 10 years, SLB has underperformed OKE with an annualized return of -6.87%, while OKE has yielded a comparatively higher 13.31% annualized return.


SLB

YTD

-11.60%

1M

-2.49%

6M

-22.04%

1Y

-25.28%

3Y*

-6.53%

5Y*

16.23%

10Y*

-6.87%

OKE

YTD

-17.29%

1M

-4.81%

6M

-25.54%

1Y

5.02%

3Y*

14.35%

5Y*

25.47%

10Y*

13.31%

*Annualized

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Schlumberger Limited

ONEOK, Inc.

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

Risk-Adjusted Performance

SLB vs. OKE — 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 1313
Overall Rank
The Sharpe Ratio Rank of SLB is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SLB is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SLB is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SLB is 2323
Calmar Ratio Rank
The Martin Ratio Rank of SLB is 33
Martin Ratio Rank

OKE
The Risk-Adjusted Performance Rank of OKE is 5252
Overall Rank
The Sharpe Ratio Rank of OKE is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of OKE is 4646
Sortino Ratio Rank
The Omega Ratio Rank of OKE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of OKE is 5656
Calmar Ratio Rank
The Martin Ratio Rank of OKE is 5454
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. OKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schlumberger Limited (SLB) and ONEOK, Inc. (OKE). 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 -0.72, which is lower than the OKE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of SLB and OKE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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. OKE - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 3.30%, less than OKE's 4.98% yield.


TTM20242023202220212020201920182017201620152014
SLB
Schlumberger Limited
3.30%2.87%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%
OKE
ONEOK, Inc.
4.98%3.94%5.47%5.72%6.40%9.77%4.66%6.01%5.09%4.28%9.85%4.27%

Drawdowns

SLB vs. OKE - Drawdown Comparison

The maximum SLB drawdown since its inception was -87.63%, which is greater than OKE's maximum drawdown of -80.17%. Use the drawdown chart below to compare losses from any high point for SLB and OKE.


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

Volatility

SLB vs. OKE - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 7.88%, while ONEOK, Inc. (OKE) has a volatility of 9.70%. This indicates that SLB experiences smaller price fluctuations and is considered to be less risky than OKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SLB vs. OKE - Financials Comparison

This section allows you to compare key financial metrics between Schlumberger Limited and ONEOK, Inc.. 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
8.04B
(SLB) Total Revenue
(OKE) Total Revenue
Values in USD except per share items

SLB vs. OKE - Profitability Comparison

The chart below illustrates the profitability comparison between Schlumberger Limited and ONEOK, Inc. 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%35.0%20212022202320242025
18.9%
25.0%
(SLB) Gross Margin
(OKE) 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%.

OKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, ONEOK, Inc. reported a gross profit of 2.01B and revenue of 8.04B. Therefore, the gross margin over that period was 25.0%.

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%.

OKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, ONEOK, Inc. reported an operating income of 1.22B and revenue of 8.04B, resulting in an operating margin of 15.2%.

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%.

OKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, ONEOK, Inc. reported a net income of 636.00M and revenue of 8.04B, resulting in a net margin of 7.9%.