Performance

HAL+48.10%NOV+48.35%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
HAL	+1.85%	+13.18%	+48.10%	+6.08%	-27.43%	1.19
NOV	+1.56%	+15.36%	+48.35%	+6.23%	-17.06%	1.17

Summary

HAL vs NOV

Over the past year, NOV returned +48.35% against +48.10% for HAL. Over five years, NOV averaged +6.23% a year, compared with +6.08% for HAL. HAL had the higher Sharpe ratio over the past year (1.19 vs 1.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -17.06% for NOV and -27.43% for HAL.

Current Drawdown

HAL-22.06%NOV-12.81%

Rolling Volatility

HAL+1.42%NOV+1.59%

METRICS

Correlation Matrix

	HAL	NOV
HAL	1.00	0.70
NOV	0.70	1.00

Metrics

Risk Indicators

HALNOV

Alpha

40.34%

35.56%

Beta

0.10x

0.68x

Sharpe

1.19

1.17

Sortino

1.89

1.76

Omega

1.22

1.21

Calmar

1.75

2.83

Martin

3.19

6.28

Comparisons

More HAL comparisons

HAL vs XLE
HAL vs SPY
HAL vs SLB
HAL vs BKR
HAL vs WFRD

More NOV comparisons

NOV vs XLE
NOV vs SPY
NOV vs SLB
NOV vs BKR
NOV vs FTI

HAL vs NOV: returns, Sharpe ratio and drawdown

HAL vs NOV

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