PortfoliosLab logoPortfoliosLab logo
WSP.TO vs. SLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

WSP.TO vs. SLB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in WSP Global Inc. (WSP.TO) and Schlumberger Limited (SLB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WSP.TO is traded in CAD, while SLB is traded in USD. To make them comparable, the SLB values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSP.TO achieves a -26.26% return, which is significantly lower than SLB's 51.01% return. Over the past 10 years, WSP.TO has outperformed SLB with an annualized return of 18.26%, while SLB has yielded a comparatively lower 0.51% annualized return.


WSP.TO

1D
-0.45%
1M
-5.50%
YTD
-26.26%
6M
-23.95%
1Y
-32.21%
3Y*
2.32%
5Y*
6.52%
10Y*
18.26%

SLB

1D
0.51%
1M
3.82%
YTD
51.01%
6M
46.06%
1Y
63.39%
3Y*
9.74%
5Y*
15.73%
10Y*
0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSP.TO vs. SLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSP.TO
WSP Global Inc.
-26.26%-1.18%37.07%19.24%-13.60%53.84%38.33%54.10%0.28%37.94%
SLB
Schlumberger Limited
51.01%-1.44%-18.07%-3.14%92.63%40.23%-45.15%12.88%-40.01%-22.96%

Correlation

The correlation between WSP.TO and SLB is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.14

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2006

0.19

The correlation between WSP.TO and SLB shifts across timeframes, from 0.05 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

WSP.TO:

CA$7.30

SLB:

$3.04

PE Ratio

WSP.TO:

25.05

SLB:

18.45

PEG Ratio

WSP.TO:

1.43

SLB:

0.87

PS Ratio

WSP.TO:

1.31

SLB:

1.70

Total Revenue (TTM)

WSP.TO:

CA$18.45B

SLB:

$35.94B

Gross Profit (TTM)

WSP.TO:

CA$3.18B

SLB:

$4.90B

EBITDA (TTM)

WSP.TO:

CA$2.56B

SLB:

$5.30B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WSP.TO vs. SLB — Risk / Return Rank

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

WSP.TO
WSP.TO Risk / Return Rank: 44
Overall Rank
WSP.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WSP.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
WSP.TO Omega Ratio Rank: 44
Omega Ratio Rank
WSP.TO Calmar Ratio Rank: 77
Calmar Ratio Rank
WSP.TO Martin Ratio Rank: 11
Martin Ratio Rank

SLB
SLB Risk / Return Rank: 8787
Overall Rank
SLB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SLB Sortino Ratio Rank: 8484
Sortino Ratio Rank
SLB Omega Ratio Rank: 8282
Omega Ratio Rank
SLB Calmar Ratio Rank: 9191
Calmar Ratio Rank
SLB Martin Ratio Rank: 9090
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.

WSP.TO vs. SLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WSP Global Inc. (WSP.TO) and Schlumberger Limited (SLB). 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.


WSP.TOSLBDifference
Sharpe ratioReturn per unit of total volatility

-3.19

Sortino ratioReturn per unit of downside risk

-4.23

Omega ratioGain probability vs. loss probability

0.77

1.32

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.89

4.51

-5.40

Martin ratioReturn relative to average drawdown

-1.96

12.57

-14.52

WSP.TO vs. SLB - Sharpe Ratio Comparison

The current WSP.TO Sharpe Ratio is -1.24, which is lower than the SLB Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of WSP.TO and SLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WSP.TO vs. SLB - Drawdown Comparison

The maximum WSP.TO drawdown since its inception was -45.04%, smaller than the maximum SLB drawdown of -83.52%. Use the drawdown chart below to compare losses from any high point for WSP.TO and SLB.


Loading charts...

Drawdown Indicators


WSP.TOSLBDifference

Max Drawdown

Largest peak-to-trough decline

-45.04%

-83.52%

+38.48%

Max Drawdown (1Y)

Largest decline over 1 year

-37.09%

-14.64%

-22.45%

Max Drawdown (3Y)

Largest decline over 3 years

-37.09%

-44.78%

+7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-44.78%

+7.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.11%

-83.13%

+46.02%

Current Drawdown

Current decline from peak

-36.93%

-13.02%

-23.91%

Average Drawdown

Average peak-to-trough decline

-10.58%

-28.40%

+17.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

5.24%

+11.68%

Volatility

WSP.TO vs. SLB - Volatility Comparison

The current volatility for WSP Global Inc. (WSP.TO) is 8.07%, while Schlumberger Limited (SLB) has a volatility of 9.84%. This indicates that WSP.TO experiences smaller price fluctuations and is considered to be less risky than SLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WSP.TOSLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

9.84%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

23.66%

26.15%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

26.74%

33.81%

-7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

37.98%

-14.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.32%

40.76%

-16.44%

Dividends

WSP.TO vs. SLB - Dividend Comparison

WSP.TO's dividend yield for the trailing twelve months is around 0.82%, less than SLB's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
SLB
Schlumberger Limited
2.06%2.97%2.87%1.92%1.22%2.09%4.01%4.98%5.54%2.97%2.38%2.87%
WSP.TO
WSP Global Inc.
0.82%0.60%0.59%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%

Financials

WSP.TO vs. SLB - Financials Comparison

This section allows you to compare key financial metrics between WSP Global Inc. and Schlumberger 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
4.55B
8.72B
(WSP.TO) Total Revenue
(SLB) Total Revenue
Please note, different currencies. WSP.TO values in CAD, SLB values in USD

WSP.TO vs. SLB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%20222023202420252026
17.9%
0
Portfolio components
WSP.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported a gross profit of 813.10M and revenue of 4.55B. Therefore, the gross margin over that period was 17.9%.

SLB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a gross profit of 0.00 and revenue of 8.72B. Therefore, the gross margin over that period was 0.0%.

WSP.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported an operating income of 416.50M and revenue of 4.55B, resulting in an operating margin of 9.2%.

SLB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported an operating income of 0.00 and revenue of 8.72B, resulting in an operating margin of 0.0%.

WSP.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WSP Global Inc. reported a net income of 144.10M and revenue of 4.55B, resulting in a net margin of 3.2%.

SLB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Schlumberger Limited reported a net income of 752.00M and revenue of 8.72B, resulting in a net margin of 8.6%.


Frequently Asked Questions


WSP.TO and SLB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for WSP.TO and SLB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer