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CHK vs. CVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CHK and CVX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CHK vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chesapeake Energy Corporation (CHK) and Chevron Corporation (CVX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.58%
-0.89%
CHK
CVX

Key characteristics

Fundamentals

Market Cap

CHK:

$10.70B

CVX:

$280.33B

EPS

CHK:

$3.03

CVX:

$9.11

PE Ratio

CHK:

26.88

CVX:

17.26

PEG Ratio

CHK:

1.85

CVX:

3.22

Total Revenue (TTM)

CHK:

$1.59B

CVX:

$145.08B

Gross Profit (TTM)

CHK:

$243.00M

CVX:

$43.71B

EBITDA (TTM)

CHK:

$560.00M

CVX:

$34.36B

Returns By Period


CHK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CVX

YTD

7.49%

1M

8.82%

6M

-0.89%

1Y

8.18%

5Y*

12.71%

10Y*

8.83%

*Annualized

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Risk-Adjusted Performance

CHK vs. CVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHK
The Risk-Adjusted Performance Rank of CHK is 5151
Overall Rank
The Sharpe Ratio Rank of CHK is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of CHK is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CHK is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CHK is 4646
Calmar Ratio Rank
The Martin Ratio Rank of CHK is 6767
Martin Ratio Rank

CVX
The Risk-Adjusted Performance Rank of CVX is 5959
Overall Rank
The Sharpe Ratio Rank of CVX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CVX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CVX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CVX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of CVX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHK vs. CVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chesapeake Energy Corporation (CHK) 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.


Sharpe ratio
The chart of Sharpe ratio for CHK, currently valued at 0.39, compared to the broader market-2.000.002.000.390.47
The chart of Sortino ratio for CHK, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.740.75
The chart of Omega ratio for CHK, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.10
The chart of Calmar ratio for CHK, currently valued at 0.27, compared to the broader market0.002.004.006.000.270.42
The chart of Martin ratio for CHK, currently valued at 0.68, compared to the broader market0.0010.0020.000.681.35
CHK
CVX


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.39
0.47
CHK
CVX

Dividends

CHK vs. CVX - Dividend Comparison

CHK has not paid dividends to shareholders, while CVX's dividend yield for the trailing twelve months is around 4.19%.


TTM20242023202220212020201920182017201620152014
CHK
Chesapeake Energy Corporation
2.82%2.82%4.70%10.16%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
Chevron Corporation
4.19%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%

Drawdowns

CHK vs. CVX - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-15.83%
-10.12%
CHK
CVX

Volatility

CHK vs. CVX - Volatility Comparison

The current volatility for Chesapeake Energy Corporation (CHK) is 0.00%, while Chevron Corporation (CVX) has a volatility of 4.66%. This indicates that CHK experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
4.66%
CHK
CVX

Financials

CHK vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between Chesapeake Energy Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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