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TUSK vs. NE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TUSK vs. NE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mammoth Energy Services, Inc. (TUSK) and Noble Corporation (NE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUSK achieves a 77.84% return, which is significantly higher than NE's 69.84% return.


TUSK

1D
3.13%
1M
2.81%
YTD
77.84%
6M
85.88%
1Y
21.85%
3Y*
-10.70%
5Y*
-3.15%
10Y*

NE

1D
1.73%
1M
-10.32%
YTD
69.84%
6M
61.33%
1Y
70.26%
3Y*
13.81%
5Y*
17.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUSK vs. NE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TUSK
Mammoth Energy Services, Inc.
77.84%-38.33%-32.74%-48.44%375.27%-51.98%
NE
Noble Corporation
69.84%-3.21%-31.57%29.54%52.00%1.27%

Correlation

The correlation between TUSK and NE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2021

0.35

Fundamentals

Market Cap

TUSK:

$159.01M

NE:

$7.55B

EPS

TUSK:

-$1.47

NE:

$1.43

PS Ratio

TUSK:

2.54

NE:

2.35

PB Ratio

TUSK:

0.60

NE:

1.65

Total Revenue (TTM)

TUSK:

$62.70M

NE:

$3.20B

Gross Profit (TTM)

TUSK:

$9.65M

NE:

$716.15M

EBITDA (TTM)

TUSK:

-$14.10M

NE:

$1.11B

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Return for Risk

TUSK vs. NE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TUSK
TUSK Risk / Return Rank: 5353
Overall Rank
TUSK Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TUSK Sortino Ratio Rank: 5454
Sortino Ratio Rank
TUSK Omega Ratio Rank: 5353
Omega Ratio Rank
TUSK Calmar Ratio Rank: 5252
Calmar Ratio Rank
TUSK Martin Ratio Rank: 5252
Martin Ratio Rank

NE
NE Risk / Return Rank: 8585
Overall Rank
NE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NE Sortino Ratio Rank: 8383
Sortino Ratio Rank
NE Omega Ratio Rank: 8080
Omega Ratio Rank
NE Calmar Ratio Rank: 9090
Calmar Ratio Rank
NE Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TUSK vs. NE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mammoth Energy Services, Inc. (TUSK) and Noble Corporation (NE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TUSKNEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.11

1.29

-0.17

Calmar ratioReturn relative to maximum drawdown

0.41

4.28

-3.87

Martin ratioReturn relative to average drawdown

0.74

9.03

-8.29

TUSK vs. NE - Sharpe Ratio Comparison

The current TUSK Sharpe Ratio is 0.26, which is lower than the NE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of TUSK and NE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TUSK vs. NE - Drawdown Comparison

The maximum TUSK drawdown since its inception was -98.55%, which is greater than NE's maximum drawdown of -63.16%. Use the drawdown chart below to compare losses from any high point for TUSK and NE.


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Drawdown Indicators


TUSKNEDifference

Max Drawdown

Largest peak-to-trough decline

-98.55%

-63.16%

-35.39%

Max Drawdown (1Y)

Largest decline over 1 year

-42.52%

-16.56%

-25.96%

Max Drawdown (3Y)

Largest decline over 3 years

-69.27%

-63.16%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-80.00%

-63.16%

-16.84%

Current Drawdown

Current decline from peak

-91.77%

-12.75%

-79.02%

Average Drawdown

Average peak-to-trough decline

-73.03%

-19.49%

-53.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.68%

7.83%

+15.85%

Volatility

TUSK vs. NE - Volatility Comparison

Mammoth Energy Services, Inc. (TUSK) has a higher volatility of 22.47% compared to Noble Corporation (NE) at 10.86%. This indicates that TUSK's price experiences larger fluctuations and is considered to be riskier than NE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUSKNEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.47%

10.86%

+11.61%

Volatility (6M)

Calculated over the trailing 6-month period

55.18%

29.03%

+26.15%

Volatility (1Y)

Calculated over the trailing 1-year period

66.95%

40.86%

+26.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.68%

43.44%

+29.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.23%

43.39%

+43.84%

Dividends

TUSK vs. NE - Dividend Comparison

TUSK has not paid dividends to shareholders, while NE's dividend yield for the trailing twelve months is around 4.26%.


PositionTTM20252024202320222021202020192018
NE
Noble Corporation
4.26%7.08%5.73%1.45%0.00%0.00%0.00%0.00%0.00%
TUSK
Mammoth Energy Services, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.36%1.39%

Financials

TUSK vs. NE - Financials Comparison

This section allows you to compare key financial metrics between Mammoth Energy Services, Inc. and Noble Corporation. 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
22.03M
785.69M
(TUSK) Total Revenue
(NE) Total Revenue
Values in USD except per share items

TUSK vs. NE - Profitability Comparison

The chart below illustrates the profitability comparison between Mammoth Energy Services, Inc. and Noble Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
71.6%
38.9%
Portfolio components
TUSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mammoth Energy Services, Inc. reported a gross profit of 15.78M and revenue of 22.03M. Therefore, the gross margin over that period was 71.6%.

NE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Noble Corporation reported a gross profit of 305.45M and revenue of 785.69M. Therefore, the gross margin over that period was 38.9%.

TUSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mammoth Energy Services, Inc. reported an operating income of 4.68M and revenue of 22.03M, resulting in an operating margin of 21.3%.

NE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Noble Corporation reported an operating income of 225.31M and revenue of 785.69M, resulting in an operating margin of 28.7%.

TUSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mammoth Energy Services, Inc. reported a net income of 5.19M and revenue of 22.03M, resulting in a net margin of 23.6%.

NE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Noble Corporation reported a net income of 120.73M and revenue of 785.69M, resulting in a net margin of 15.4%.


Frequently Asked Questions


TUSK and NE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUSK has higher volatility (22.47%) compared to NE (10.86%). In terms of maximum drawdown, TUSK dropped -98.55% vs NE's -63.16%.

NE currently has the higher Sharpe Ratio (1.73 vs 0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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