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VAL vs. SDRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VAL and SDRL is 0.59, 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.


-0.50.00.51.00.6

Performance

VAL vs. SDRL - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-42.90%
-25.08%
VAL
SDRL

Key characteristics

Sharpe Ratio

VAL:

-0.97

SDRL:

-0.49

Sortino Ratio

VAL:

-1.38

SDRL:

-0.53

Omega Ratio

VAL:

0.84

SDRL:

0.94

Calmar Ratio

VAL:

-0.78

SDRL:

-0.47

Martin Ratio

VAL:

-1.71

SDRL:

-0.95

Ulcer Index

VAL:

22.30%

SDRL:

17.97%

Daily Std Dev

VAL:

39.26%

SDRL:

34.82%

Max Drawdown

VAL:

-48.84%

SDRL:

-36.43%

Current Drawdown

VAL:

-48.00%

SDRL:

-34.37%

Fundamentals

Market Cap

VAL:

$3.06B

SDRL:

$2.43B

EPS

VAL:

$14.37

SDRL:

$5.78

PE Ratio

VAL:

3.00

SDRL:

6.51

Total Revenue (TTM)

VAL:

$2.26B

SDRL:

$1.52B

Gross Profit (TTM)

VAL:

$398.70M

SDRL:

$428.17M

EBITDA (TTM)

VAL:

$484.80M

SDRL:

$340.00M

Returns By Period

In the year-to-date period, VAL achieves a -39.35% return, which is significantly lower than SDRL's -23.18% return.


VAL

YTD

-39.35%

1M

-10.39%

6M

-42.66%

1Y

-38.17%

5Y*

N/A

10Y*

N/A

SDRL

YTD

-23.18%

1M

-10.72%

6M

-25.08%

1Y

-19.07%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

VAL vs. SDRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) and Seadrill Limited (SDRL). 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 VAL, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.97-0.49
The chart of Sortino ratio for VAL, currently valued at -1.38, compared to the broader market-4.00-2.000.002.004.00-1.38-0.53
The chart of Omega ratio for VAL, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.94
The chart of Calmar ratio for VAL, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.47
The chart of Martin ratio for VAL, currently valued at -1.71, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.71-0.95
VAL
SDRL

The current VAL Sharpe Ratio is -0.97, which is lower than the SDRL Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VAL and SDRL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
-0.49
VAL
SDRL

Dividends

VAL vs. SDRL - Dividend Comparison

Neither VAL nor SDRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VAL vs. SDRL - Drawdown Comparison

The maximum VAL drawdown since its inception was -48.84%, which is greater than SDRL's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for VAL and SDRL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.00%
-34.37%
VAL
SDRL

Volatility

VAL vs. SDRL - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 13.45% compared to Seadrill Limited (SDRL) at 8.81%. This indicates that VAL's price experiences larger fluctuations and is considered to be riskier than SDRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
13.45%
8.81%
VAL
SDRL

Financials

VAL vs. SDRL - Financials Comparison

This section allows you to compare key financial metrics between Valaris Limited and Seadrill Limited. 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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