Schlumberger (SLB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Schlumberger, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $48.92 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | -3.29% |
| Total return over period | -9.51% |
| Annualized volatility | 32.78% |
| Sharpe ratio | -0.21 |
| Sortino ratio | -0.30 |
| Max drawdown | -46.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.83% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $30.84 – $58.01 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Schlumberger (SLB) has posted an annualized return of -3.29% with annual volatility of 32.78%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -46.63%. Its correlation with the S&P 500 is 0.42, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SLB would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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