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VK.PA vs. BORR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VK.PA vs. BORR - Performance Comparison

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

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Different Trading Currencies

VK.PA is traded in EUR, while BORR is traded in USD. To make them comparable, the BORR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VK.PA achieves a 55.96% return, which is significantly higher than BORR's 21.70% return.


VK.PA

1D
0.12%
1M
-1.57%
YTD
55.96%
6M
54.82%
1Y
58.43%
3Y*
36.99%
5Y*
20.81%
10Y*
-5.04%

BORR

1D
-3.99%
1M
-17.98%
YTD
21.70%
6M
20.01%
1Y
163.98%
3Y*
-14.79%
5Y*
22.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VK.PA vs. BORR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VK.PA
Vallourec
55.96%4.90%17.08%14.30%39.43%-4.71%-76.22%72.99%-73.09%
BORR
Borr Drilling Ltd
21.70%-8.21%-40.83%43.65%156.21%35.97%-91.74%-24.96%-52.63%

Correlation

The correlation between VK.PA and BORR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 23, 2018

0.30

The correlation between VK.PA and BORR shifts across timeframes, from 0.20 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VK.PA vs. BORR — Risk / Return Rank

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

VK.PA
VK.PA Risk / Return Rank: 8585
Overall Rank
VK.PA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VK.PA Sortino Ratio Rank: 8484
Sortino Ratio Rank
VK.PA Omega Ratio Rank: 8383
Omega Ratio Rank
VK.PA Calmar Ratio Rank: 8989
Calmar Ratio Rank
VK.PA Martin Ratio Rank: 8585
Martin Ratio Rank

BORR
BORR Risk / Return Rank: 9191
Overall Rank
BORR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BORR Sortino Ratio Rank: 8989
Sortino Ratio Rank
BORR Omega Ratio Rank: 8686
Omega Ratio Rank
BORR Calmar Ratio Rank: 9494
Calmar Ratio Rank
BORR Martin Ratio Rank: 9494
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.

VK.PA vs. BORR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vallourec (VK.PA) 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.


VK.PABORRDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

4.24

6.26

-2.02

Martin ratioReturn relative to average drawdown

8.84

17.62

-8.78

VK.PA vs. BORR - Sharpe Ratio Comparison

The current VK.PA Sharpe Ratio is 1.85, which is lower than the BORR Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VK.PA and BORR, 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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Sharpe Ratios by Period


VK.PABORRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.68

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.31

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.23

+0.26

Drawdowns

VK.PA vs. BORR - Drawdown Comparison

The maximum VK.PA drawdown since its inception was -99.47%, roughly equal to the maximum BORR drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for VK.PA and BORR.


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Drawdown Indicators


VK.PABORRDifference

Max Drawdown

Largest peak-to-trough decline

-99.47%

-99.01%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-26.36%

+13.16%

Max Drawdown (3Y)

Largest decline over 3 years

-27.33%

-81.43%

+54.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.71%

-81.43%

+39.72%

Max Drawdown (10Y)

Largest decline over 10 years

-96.03%

Current Drawdown

Current decline from peak

-96.48%

-90.49%

-5.99%

Average Drawdown

Average peak-to-trough decline

-51.86%

-88.38%

+36.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

9.35%

-2.98%

Volatility

VK.PA vs. BORR - Volatility Comparison

Vallourec (VK.PA) and Borr Drilling Ltd (BORR) have volatilities of 17.50% and 17.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VK.PABORRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.50%

17.92%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

24.54%

38.13%

-13.59%

Volatility (1Y)

Calculated over the trailing 1-year period

30.24%

61.69%

-31.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.75%

72.11%

-28.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.40%

118.84%

-64.44%

Dividends

VK.PA vs. BORR - Dividend Comparison

Neither VK.PA nor BORR has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BORR
Borr Drilling Ltd
0.00%0.50%7.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VK.PA
Vallourec
0.00%9.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%9.42%

Financials

VK.PA vs. BORR - Financials Comparison

This section allows you to compare key financial metrics between Vallourec and Borr Drilling Ltd. 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


Please note, different currencies. VK.PA values in EUR, BORR values in USD

Frequently Asked Questions


VK.PA and BORR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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