Schlumberger (SLB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Schlumberger, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $56.06 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | -0.21% |
| Total return over period | -0.62% |
| Annualized volatility | 33.33% |
| Period volatility | 57.54% |
| Sharpe ratio | -0.12 |
| Sortino ratio | -0.18 |
| Max drawdown | -46.20% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $30.84 – $59.79 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Schlumberger (SLB) has posted an annualized return of -0.21% with annual volatility of 33.33%, 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 -46.20%. 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 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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