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SWN vs. SHEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SWN and SHEL is 0.46, 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

SWN vs. SHEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Southwestern Energy Company (SWN) and Shell plc (SHEL). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
6.59%
-11.64%
SWN
SHEL

Key characteristics

Fundamentals

Market Cap

SWN:

$7.84B

SHEL:

$189.09B

EPS

SWN:

-$2.50

SHEL:

$4.92

PEG Ratio

SWN:

1.57

SHEL:

2.35

Total Revenue (TTM)

SWN:

$4.19B

SHEL:

$290.55B

Gross Profit (TTM)

SWN:

$897.00M

SHEL:

$42.07B

EBITDA (TTM)

SWN:

$974.00M

SHEL:

$51.97B

Returns By Period


SWN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SHEL

YTD

-4.16%

1M

-7.95%

6M

-11.76%

1Y

-3.07%

5Y*

5.00%

10Y*

3.77%

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Risk-Adjusted Performance

SWN vs. SHEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) and Shell plc (SHEL). 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 SWN, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.18
The chart of Sortino ratio for SWN, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93-0.13
The chart of Omega ratio for SWN, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.98
The chart of Calmar ratio for SWN, currently valued at 0.13, compared to the broader market0.002.004.006.000.13-0.19
The chart of Martin ratio for SWN, currently valued at 1.13, compared to the broader market0.0010.0020.001.13-0.52
SWN
SHEL


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.49
-0.18
SWN
SHEL

Dividends

SWN vs. SHEL - Dividend Comparison

SWN has not paid dividends to shareholders, while SHEL's dividend yield for the trailing twelve months is around 4.54%.


TTM20232022202120202019201820172016201520142013
SWN
Southwestern Energy Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHEL
Shell plc
4.54%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%4.25%

Drawdowns

SWN vs. SHEL - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.23%
-16.22%
SWN
SHEL

Volatility

SWN vs. SHEL - Volatility Comparison

The current volatility for Southwestern Energy Company (SWN) is 0.00%, while Shell plc (SHEL) has a volatility of 5.20%. This indicates that SWN experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
5.20%
SWN
SHEL

Financials

SWN vs. SHEL - Financials Comparison

This section allows you to compare key financial metrics between Southwestern Energy Company and Shell plc. 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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