VAL vs. SDRL
VAL (Valaris Limited) and SDRL (Seadrill Limited) are both stocks. Both are in the Energy sector — VAL in Oil & Gas Equipment & Services, SDRL in Oil & Gas Drilling. Over the past 3 years, VAL returned 10.64%/yr vs -0.07%/yr for SDRL. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
VAL vs. SDRL - Performance Comparison
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Returns By Period
In the year-to-date period, VAL achieves a 55.87% return, which is significantly higher than SDRL's 11.39% return.
VAL
- 1D
- -5.41%
- 1M
- -29.26%
- YTD
- 55.87%
- 6M
- 60.23%
- 1Y
- 71.83%
- 3Y*
- 10.64%
- 5Y*
- 24.06%
- 10Y*
- —
SDRL
- 1D
- -4.15%
- 1M
- -28.93%
- YTD
- 11.39%
- 6M
- 26.90%
- 1Y
- 35.37%
- 3Y*
- -0.07%
- 5Y*
- —
- 10Y*
- —
VAL vs. SDRL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VAL Valaris Limited | 55.87% | 13.92% | -35.48% | 1.40% | 16.47% |
SDRL Seadrill Limited | 11.39% | -11.12% | -17.66% | 44.85% | 25.54% |
Correlation
The correlation between VAL and SDRL is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.71 |
The correlation between VAL and SDRL has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.
Fundamentals
VAL:
$5.44B
SDRL:
$2.39B
VAL:
$14.28
SDRL:
-$0.38
VAL:
2.50
SDRL:
1.69
VAL:
1.72
SDRL:
0.84
VAL:
$2.21B
SDRL:
$1.45B
VAL:
$493.00M
SDRL:
$240.00M
VAL:
$577.30M
SDRL:
$285.00M
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Return for Risk
VAL vs. SDRL — Risk / Return Rank
VAL
SDRL
VAL vs. SDRL - Risk-Adjusted Trends 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.
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.
| VAL | SDRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.20 | +1.15 |
| Martin ratioReturn relative to average drawdown | 7.96 | 4.61 | +3.34 |
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Drawdowns
VAL vs. SDRL - Drawdown Comparison
The maximum VAL drawdown since its inception was -63.82%, roughly equal to the maximum SDRL drawdown of -66.14%. Use the drawdown chart below to compare losses from any high point for VAL and SDRL.
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Drawdown Indicators
| VAL | SDRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.82% | -66.14% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -30.74% | -29.67% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -63.82% | -66.14% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -63.82% | — | — |
Current DrawdownCurrent decline from peak | -30.74% | -30.36% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -18.79% | -22.93% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.07% | 7.72% | +1.35% |
Volatility
VAL vs. SDRL - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 13.61% compared to Seadrill Limited (SDRL) at 10.19%. 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.
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Volatility by Period
| VAL | SDRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 10.19% | +3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 47.49% | 28.06% | +19.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.33% | 41.86% | +18.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.89% | 42.25% | +7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.43% | 42.25% | +8.18% |
Dividends
VAL vs. SDRL - Dividend Comparison
Neither VAL nor SDRL has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
VAL vs. SDRL - Profitability Comparison
VAL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a gross profit of 0.00 and revenue of 465.40M. Therefore, the gross margin over that period was 0.0%.
SDRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a gross profit of 50.00M and revenue of 358.00M. Therefore, the gross margin over that period was 14.0%.
VAL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported an operating income of -2.80M and revenue of 465.40M, resulting in an operating margin of -0.6%.
SDRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported an operating income of 25.00M and revenue of 358.00M, resulting in an operating margin of 7.0%.
VAL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valaris Limited reported a net income of -16.40M and revenue of 465.40M, resulting in a net margin of -3.5%.
SDRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seadrill Limited reported a net income of 39.00M and revenue of 358.00M, resulting in a net margin of 10.9%.
Frequently Asked Questions
VAL and SDRL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAL has higher volatility (13.61%) compared to SDRL (10.19%). In terms of maximum drawdown, VAL dropped -63.82% vs SDRL's -66.14%.
VAL currently has the higher Sharpe Ratio (1.20 vs 0.85), 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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