Chevron Corporation (CVX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Chevron Corporation (CVX): 1Y return 50.1%, Sharpe ratio 1.79, volatility 23.4%, max drawdown -20.8%. A Stock in the Equity asset class. Compare CVX with other assets and invest through your own broker with pfolio.
Chevron Corporation (CVX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CVX Performance
- MTD
- Return: 5.3%, Sharpe: 7.89, Volatility: 20.9%, Max Drawdown: -1.2%
- YTD
- Return: 45.0%, Sharpe: 1.97, Volatility: 25.0%, Max Drawdown: -20.8%
- 1Y
- Return: 50.1%, Sharpe: 1.79, Volatility: 23.4%, Max Drawdown: -20.8%
- 5Y
- Return: 145.2%, Sharpe: 0.83, Volatility: 24.7%, Max Drawdown: -24.9%
- 10Y
- Return: 220.9%, Sharpe: 0.54, Volatility: 28.8%, Max Drawdown: -55.8%
Frequently Asked Questions
- What is Chevron Corporation (CVX)?
- Chevron Corporation (CVX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does CVX compare to other assets?
- You can compare CVX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CVX through pfolio?
- pfolio helps you build diversified portfolios that may include CVX. You invest through your own broker — pfolio provides the analytics.