TDW vs. BORR

In the year-to-date period, TDW achieves a -31.47% return, which is significantly higher than BORR's -47.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Tidewater Inc. (TDW) and Borr Drilling Ltd (BORR). 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 TDW Sharpe Ratio is -0.49, which is higher than the BORR Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of TDW and BORR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TDW has not paid dividends to shareholders, while BORR's dividend yield for the trailing twelve months is around 8.20%.

The maximum TDW drawdown since its inception was -99.79%, roughly equal to the maximum BORR drawdown of -97.44%. Use the drawdown chart below to compare losses from any high point for TDW and BORR. For additional features, visit the drawdowns tool.

Tidewater Inc. (TDW) has a higher volatility of 17.50% compared to Borr Drilling Ltd (BORR) at 15.61%. This indicates that TDW's price experiences larger fluctuations and is considered to be riskier than BORR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Tidewater Inc. and Borr Drilling Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.