TDW vs. FTI

In the year-to-date period, TDW achieves a -31.47% return, which is significantly lower than FTI's 43.23% return. Over the past 10 years, TDW has underperformed FTI with an annualized return of -26.00%, while FTI has yielded a comparatively higher -1.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Tidewater Inc. (TDW) and TechnipFMC plc (FTI). 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 lower than the FTI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TDW and FTI, 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 FTI's dividend yield for the trailing twelve months is around 0.70%.

The maximum TDW drawdown since its inception was -99.79%, roughly equal to the maximum FTI drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TDW and FTI. For additional features, visit the drawdowns tool.

Tidewater Inc. (TDW) has a higher volatility of 17.50% compared to TechnipFMC plc (FTI) at 8.95%. This indicates that TDW's price experiences larger fluctuations and is considered to be riskier than FTI 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 TechnipFMC 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.