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

Correlation

The correlation between VAL and SDRL is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

VAL:

-0.95

SDRL:

-1.13

Sortino Ratio

VAL:

-1.29

SDRL:

-1.76

Omega Ratio

VAL:

0.84

SDRL:

0.79

Calmar Ratio

VAL:

-0.73

SDRL:

-0.80

Martin Ratio

VAL:

-1.24

SDRL:

-1.51

Ulcer Index

VAL:

37.76%

SDRL:

35.23%

Daily Std Dev

VAL:

51.60%

SDRL:

48.03%

Max Drawdown

VAL:

-63.82%

SDRL:

-66.14%

Current Drawdown

VAL:

-52.23%

SDRL:

-56.76%

Fundamentals

Market Cap

VAL:

$2.72B

SDRL:

$1.49B

EPS

VAL:

$4.24

SDRL:

$6.37

PE Ratio

VAL:

9.01

SDRL:

3.76

PS Ratio

VAL:

1.10

SDRL:

1.13

PB Ratio

VAL:

1.23

SDRL:

0.51

Total Revenue (TTM)

VAL:

$2.46B

SDRL:

$1.00B

Gross Profit (TTM)

VAL:

$598.80M

SDRL:

$244.00M

EBITDA (TTM)

VAL:

$637.20M

SDRL:

$255.00M

Returns By Period

In the year-to-date period, VAL achieves a -13.63% return, which is significantly higher than SDRL's -38.53% return.


VAL

YTD

-13.63%

1M

27.20%

6M

-23.58%

1Y

-47.59%

5Y*

N/A

10Y*

N/A

SDRL

YTD

-38.53%

1M

27.69%

6M

-40.38%

1Y

-52.29%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VAL vs. SDRL — Risk-Adjusted Performance Rank

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

VAL
The Risk-Adjusted Performance Rank of VAL is 1010
Overall Rank
The Sharpe Ratio Rank of VAL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VAL is 88
Sortino Ratio Rank
The Omega Ratio Rank of VAL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VAL is 88
Calmar Ratio Rank
The Martin Ratio Rank of VAL is 1717
Martin Ratio Rank

SDRL
The Risk-Adjusted Performance Rank of SDRL is 55
Overall Rank
The Sharpe Ratio Rank of SDRL is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SDRL is 44
Sortino Ratio Rank
The Omega Ratio Rank of SDRL is 55
Omega Ratio Rank
The Calmar Ratio Rank of SDRL is 55
Calmar Ratio Rank
The Martin Ratio Rank of SDRL is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VAL Sharpe Ratio is -0.95, which is comparable to the SDRL Sharpe Ratio of -1.13. 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.


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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 -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. For additional features, visit the drawdowns tool.


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Volatility

VAL vs. SDRL - Volatility Comparison

The current volatility for Valaris Limited (VAL) is 18.99%, while Seadrill Limited (SDRL) has a volatility of 20.41%. This indicates that VAL experiences smaller price fluctuations and is considered to be less risky than SDRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


200.00M300.00M400.00M500.00M600.00M20212022202320242025
620.70M
289.00M
(VAL) Total Revenue
(SDRL) Total Revenue
Values in USD except per share items

VAL vs. SDRL - Profitability Comparison

The chart below illustrates the profitability comparison between Valaris Limited and Seadrill Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%20212022202320242025
27.8%
4.8%
(VAL) Gross Margin
(SDRL) Gross Margin
VAL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Valaris Limited reported a gross profit of 172.60M and revenue of 620.70M. Therefore, the gross margin over that period was 27.8%.

SDRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Seadrill Limited reported a gross profit of 14.00M and revenue of 289.00M. Therefore, the gross margin over that period was 4.8%.

VAL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Valaris Limited reported an operating income of 143.00M and revenue of 620.70M, resulting in an operating margin of 23.0%.

SDRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Seadrill Limited reported an operating income of -3.00M and revenue of 289.00M, resulting in an operating margin of -1.0%.

VAL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Valaris Limited reported a net income of -37.90M and revenue of 620.70M, resulting in a net margin of -6.1%.

SDRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Seadrill Limited reported a net income of 101.00M and revenue of 289.00M, resulting in a net margin of 35.0%.