C vs. CVX
C (Citigroup Inc.) and CVX (Chevron Corporation) are both stocks. C operates in Banks - Diversified (Financial Services), while CVX operates in Oil & Gas Integrated (Energy). Over the past 10 years, C returned 14.65%/yr vs 10.72%/yr for CVX. At a 0.42 correlation, their price movements are largely independent.
Performance
C vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 14.65% return, which is significantly lower than CVX's 25.24% return. Over the past 10 years, C has outperformed CVX with an annualized return of 14.65%, while CVX has yielded a comparatively lower 10.72% annualized return.
C
- 1D
- -1.98%
- 1M
- 5.51%
- YTD
- 14.65%
- 6M
- 22.88%
- 1Y
- 73.11%
- 3Y*
- 45.73%
- 5Y*
- 14.66%
- 10Y*
- 14.65%
CVX
- 1D
- -0.55%
- 1M
- 4.08%
- YTD
- 25.24%
- 6M
- 27.25%
- 1Y
- 39.19%
- 3Y*
- 10.91%
- 5Y*
- 16.22%
- 10Y*
- 10.72%
C vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 14.65% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
CVX Chevron Corporation | 25.24% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between C and CVX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2001 | 0.42 |
The correlation between C and CVX shifts across timeframes, from -0.09 (1 year) to 0.43 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
C:
$235.27B
CVX:
$371.98B
C:
$8.65
CVX:
$5.75
C:
15.32
CVX:
32.55
C:
1.43
CVX:
1.93
C:
1.23
CVX:
2.02
C:
$171.19B
CVX:
$185.89B
C:
$77.85B
CVX:
$47.27B
C:
$24.12B
CVX:
$40.44B
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Return for Risk
C vs. CVX — Risk / Return Rank
C
CVX
C vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) 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.
| C | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 3.06 | +2.17 |
| Martin ratioReturn relative to average drawdown | 15.04 | 7.76 | +7.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C | CVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 1.94 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.65 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.37 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.37 | -0.22 |
Drawdowns
C vs. CVX - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for C and CVX.
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Drawdown Indicators
| C | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -55.77% | -42.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -13.99% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -20.64% | -10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -46.65% | -24.95% | -21.70% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -55.77% | -0.74% |
Current DrawdownCurrent decline from peak | -64.64% | -10.48% | -54.16% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -11.39% | -32.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 5.50% | -0.39% |
Volatility
C vs. CVX - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.48% compared to Chevron Corporation (CVX) at 7.27%. This indicates that C'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.
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Volatility by Period
| C | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 7.27% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 17.77% | +5.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 22.03% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 25.12% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.22% | 29.15% | +4.07% |
Dividends
C vs. CVX - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.81%, less than CVX's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.81% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
CVX Chevron Corporation | 3.73% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
Financials
C vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. 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
C vs. CVX - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.
CVX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.
CVX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.
CVX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.
Frequently Asked Questions
C and CVX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.48%) compared to CVX (7.27%). In terms of maximum drawdown, C dropped -98.00% vs CVX's -55.77%.
C currently has the higher Sharpe Ratio (2.74 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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