Seadrill Risk Adjusted Performance
| SDRL Stock | | | USD 48.90 -0.46 -0.93% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Seadrill's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Seadrill has a Risk Adjusted Performance of 0.1835, indicating positive but modest risk-adjusted return. Seadrill has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.1835 | |
Risk Adjusted Performance Peers Comparison
Seadrill falls above the 0.12 peer average for Risk Adjusted Performance. Baytex Energy Corp leads at 0.2778 while Cosan SA ADR registers the lowest at 0.0282. Seadrill's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Seadrill and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Risk Adjusted Performance ratio for Seadrill sits near
63.39 , with Risk Adjusted Performance at
0.18 and Maximum Drawdown at
11.63 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Seadrill.
Methodology, Assumptions & Data Sources
Seadrill's Risk Adjusted Performance currently stands at 0.1835. This Risk Adjusted Performance reading for Seadrill results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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