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

Correlation

The correlation between SLB and OKE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
984.32%
5,519.63%
SLB
OKE

Key characteristics

Sharpe Ratio

SLB:

-1.06

OKE:

2.53

Sortino Ratio

SLB:

-1.44

OKE:

3.15

Omega Ratio

SLB:

0.83

OKE:

1.44

Calmar Ratio

SLB:

-0.48

OKE:

3.23

Martin Ratio

SLB:

-1.71

OKE:

15.62

Ulcer Index

SLB:

16.43%

OKE:

3.42%

Daily Std Dev

SLB:

26.65%

OKE:

21.12%

Max Drawdown

SLB:

-87.63%

OKE:

-80.17%

Current Drawdown

SLB:

-58.41%

OKE:

-14.50%

Fundamentals

Market Cap

SLB:

$56.32B

OKE:

$59.47B

EPS

SLB:

$3.11

OKE:

$4.72

PE Ratio

SLB:

12.82

OKE:

21.56

PEG Ratio

SLB:

1.79

OKE:

2.64

Total Revenue (TTM)

SLB:

$36.01B

OKE:

$19.88B

Gross Profit (TTM)

SLB:

$7.22B

OKE:

$5.42B

EBITDA (TTM)

SLB:

$7.79B

OKE:

$5.70B

Returns By Period

In the year-to-date period, SLB achieves a -27.44% return, which is significantly lower than OKE's 49.62% return. Over the past 10 years, SLB has underperformed OKE with an annualized return of -5.67%, while OKE has yielded a comparatively higher 14.14% annualized return.


SLB

YTD

-27.44%

1M

-15.88%

6M

-18.30%

1Y

-28.87%

5Y*

0.16%

10Y*

-5.67%

OKE

YTD

49.62%

1M

-11.56%

6M

28.10%

1Y

51.11%

5Y*

13.60%

10Y*

14.14%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SLB, currently valued at -1.06, compared to the broader market-4.00-2.000.002.00-1.062.53
The chart of Sortino ratio for SLB, currently valued at -1.44, compared to the broader market-4.00-2.000.002.004.00-1.443.15
The chart of Omega ratio for SLB, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.44
The chart of Calmar ratio for SLB, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.483.23
The chart of Martin ratio for SLB, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.7115.62
SLB
OKE

The current SLB Sharpe Ratio is -1.06, which is lower than the OKE Sharpe Ratio of 2.53. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.06
2.53
SLB
OKE

Dividends

SLB vs. OKE - Dividend Comparison

SLB's dividend yield for the trailing twelve months is around 2.99%, less than OKE's 3.96% yield.


TTM20232022202120202019201820172016201520142013
SLB
Schlumberger Limited
2.99%1.92%1.22%1.67%4.01%4.98%5.54%2.97%2.38%2.87%1.87%1.39%
OKE
ONEOK, Inc.
3.96%5.47%5.72%6.40%9.80%4.66%6.01%5.09%4.28%9.85%4.27%0.00%

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. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.41%
-14.50%
SLB
OKE

Volatility

SLB vs. OKE - Volatility Comparison

The current volatility for Schlumberger Limited (SLB) is 6.36%, while ONEOK, Inc. (OKE) has a volatility of 9.34%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
9.34%
SLB
OKE

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


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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