ALGT vs. CVX
Compare and contrast key facts about Allegiant Travel Company (ALGT) and Chevron Corporation (CVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALGT or CVX.
Key characteristics
| ALGT | CVX | |
|---|---|---|
| YTD Return | -23.10% | 2.96% |
| 1Y Return | -13.89% | -7.40% |
| 3Y Return (Ann) | -30.30% | 15.17% |
| 5Y Return (Ann) | -15.63% | 10.14% |
| 10Y Return (Ann) | -4.30% | 7.39% |
| Sharpe Ratio | -0.27 | -0.30 |
| Sortino Ratio | -0.05 | -0.27 |
| Omega Ratio | 0.99 | 0.96 |
| Calmar Ratio | -0.16 | -0.28 |
| Martin Ratio | -0.47 | -0.67 |
| Ulcer Index | 30.17% | 9.27% |
| Daily Std Dev | 51.94% | 20.52% |
| Max Drawdown | -86.01% | -58.22% |
| Current Drawdown | -75.99% | -15.01% |
Fundamentals
| ALGT | CVX | |
|---|---|---|
| Market Cap | $1.14B | $269.91B |
| EPS | -$0.87 | $10.10 |
| PEG Ratio | -14.47 | 3.07 |
| Total Revenue (TTM) | $1.93B | $143.57B |
| Gross Profit (TTM) | $230.00M | $20.79B |
| EBITDA (TTM) | $288.89M | $29.82B |
Correlation
The correlation between ALGT and CVX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ALGT vs. CVX - Performance Comparison
In the year-to-date period, ALGT achieves a -23.10% return, which is significantly lower than CVX's 2.96% return. Over the past 10 years, ALGT has underperformed CVX with an annualized return of -4.30%, while CVX has yielded a comparatively higher 7.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ALGT vs. CVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Allegiant Travel Company (ALGT) and Chevron Corporation (CVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ALGT vs. CVX - Dividend Comparison
ALGT's dividend yield for the trailing twelve months is around 2.89%, less than CVX's 4.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALGT Allegiant Travel Company | 2.89% | 1.45% | 0.00% | 0.00% | 0.37% | 1.61% | 2.79% | 1.81% | 1.44% | 1.63% | 1.66% | 2.13% |
CVX Chevron Corporation | 4.30% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Drawdowns
ALGT vs. CVX - Drawdown Comparison
The maximum ALGT drawdown since its inception was -86.01%, which is greater than CVX's maximum drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for ALGT and CVX. For additional features, visit the drawdowns tool.
Volatility
ALGT vs. CVX - Volatility Comparison
Allegiant Travel Company (ALGT) has a higher volatility of 14.19% compared to Chevron Corporation (CVX) at 5.78%. This indicates that ALGT's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ALGT vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Allegiant Travel Company and Chevron Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities