Schlumberger (SLB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Schlumberger, a component of the S&P 500 in the Energy. Data as of 2026-10-29.
| Last close price | $53.75 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +1.15% |
| Total return over period | +3.46% |
| Annualized volatility | 33.59% |
| Period volatility | 58.02% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.15 |
| Sortino ratio | -0.22 |
| Max drawdown | -42.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.41 |
| Period range | $30.84 – $59.79 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Schlumberger (SLB) has posted an annualized return of +1.15% with annual volatility of 33.59%, 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 -42.22%. Its correlation with the S&P 500 is 0.41, 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 stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Schlumberger (SLB) is of the S&P 500.
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