VAL vs. BORR

Last updated Apr 1, 2026

Compare and contrast key facts about Valaris Limited (VAL) and Borr Drilling Ltd (BORR).

Performance

VAL vs. BORR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valaris Limited (VAL) and Borr Drilling Ltd (BORR). The values are adjusted to include any dividend payments, if applicable.

VAL vs. BORR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VAL Valaris Limited	94.52%	13.92%	-35.48%	1.40%	87.83%	51.90%
BORR Borr Drilling Ltd	43.18%	4.15%	-44.49%	48.09%	141.26%	0.98%

Fundamentals

Market Cap VAL : $6.85B BORR : $1.68B
EPS VAL : $13.89 BORR : $0.16
PE Ratio VAL : 7.06 BORR : 35.12
PEG Ratio VAL : 0.14 BORR : 0.32
PS Ratio VAL : 2.93 BORR : 1.65
PB Ratio VAL : 2.16 BORR : 1.37
Total Revenue (TTM) VAL : $2.37B BORR : $1.02B
Gross Profit (TTM) VAL : $615.30M BORR : $604.20M
EBITDA (TTM) VAL : $698.80M BORR : $458.00M

Returns By Period

In the year-to-date period, VAL achieves a 94.52% return, which is significantly higher than BORR's 43.18% return.

VAL

• 1D: -0.37%
• 1M: 2.28%
• YTD: 94.52%
• 6M: 101.03%
• 1Y: 149.72%
• 3Y*: 14.65%
• 5Y*: —
• 10Y*: —

BORR

• 1D: -0.52%
• 1M: -5.87%
• YTD: 43.18%
• 6M: 114.50%
• 1Y: 163.47%
• 3Y*: -7.02%
• 5Y*: 23.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VAL vs. BORR — Risk / Return Rank

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

VAL

VAL Risk / Return Rank: 93
VAL Sharpe Ratio Rank: 93
VAL Sortino Ratio Rank: 92
VAL Omega Ratio Rank: 91
VAL Calmar Ratio Rank: 94
VAL Martin Ratio Rank: 95

BORR

BORR Risk / Return Rank: 91
BORR Sharpe Ratio Rank: 93
BORR Sortino Ratio Rank: 89
BORR Omega Ratio Rank: 86
BORR Calmar Ratio Rank: 94
BORR Martin Ratio Rank: 92

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.

VAL vs. BORR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) 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.

	VAL	BORR	Difference
Sharpe ratio Return per unit of total volatility	2.31	2.34	-0.04
Sortino ratio Return per unit of downside risk	3.06	2.75	+0.31
Omega ratio Gain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratio Return relative to maximum drawdown	5.15	5.31	-0.15
Martin ratio Return relative to average drawdown	15.92	12.91	+3.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAL vs. BORR - Sharpe Ratio Comparison

The current VAL Sharpe Ratio is 2.31, which is comparable to the BORR Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VAL 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.

Sharpe Ratios by Period

	VAL	BORR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.34	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	-0.22	+0.89

Correlation

The correlation between VAL and BORR is 0.64, 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.

Dividends

VAL vs. BORR - Dividend Comparison

Neither VAL nor BORR has paid dividends to shareholders.

	TTM	2025	2024
VAL Valaris Limited	0.00%	0.00%	0.00%
BORR Borr Drilling Ltd	0.00%	0.50%	7.69%

Drawdowns

VAL vs. BORR - Drawdown Comparison

The maximum VAL drawdown since its inception was -63.82%, smaller than the maximum BORR drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for VAL and BORR.

Drawdown Indicators

	VAL	BORR	Difference
Max Drawdown Largest peak-to-trough decline	-63.82%	-99.07%	+35.25%
Max Drawdown (1Y) Largest decline over 1 year	-28.79%	-29.69%	+0.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-80.90%	—
Current Drawdown Current decline from peak	-4.11%	-88.61%	+84.50%
Average Drawdown Average peak-to-trough decline	-19.15%	-88.83%	+69.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.32%	12.21%	-2.89%

Volatility

VAL vs. BORR - Volatility Comparison

The current volatility for Valaris Limited (VAL) is 14.50%, while Borr Drilling Ltd (BORR) has a volatility of 18.59%. This indicates that VAL experiences smaller price fluctuations and is considered to be less risky than BORR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VAL	BORR	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.50%	18.59%	-4.09%
Volatility (6M) Calculated over the trailing 6-month period	47.03%	41.62%	+5.41%
Volatility (1Y) Calculated over the trailing 1-year period	65.32%	70.25%	-4.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.18%	72.21%	-22.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.18%	120.10%	-69.92%

Financials