CHV.DE vs. 4I1.DE
Compare and contrast key facts about Chevron Corporation (CHV.DE) and Philip Morris International Inc (4I1.DE).
Performance
CHV.DE vs. 4I1.DE - Performance Comparison
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CHV.DE vs. 4I1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 33.51% | -3.08% | 5.57% | -15.36% | 64.45% | 57.73% | -32.84% | 1.28% |
4I1.DE Philip Morris International Inc | -1.50% | 22.61% | 41.60% | -4.89% | 17.80% | 29.21% | -5.51% | 0.16% |
Returns By Period
In the year-to-date period, CHV.DE achieves a 33.51% return, which is significantly higher than 4I1.DE's -1.50% return.
CHV.DE
- 1D
- -7.34%
- 1M
- 5.43%
- YTD
- 33.51%
- 6M
- 32.13%
- 1Y
- 14.33%
- 3Y*
- 8.31%
- 5Y*
- 18.13%
- 10Y*
- —
4I1.DE
- 1D
- -6.08%
- 1M
- -14.15%
- YTD
- -1.50%
- 6M
- -1.15%
- 1Y
- -5.26%
- 3Y*
- 19.07%
- 5Y*
- 16.77%
- 10Y*
- —
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Return for Risk
CHV.DE vs. 4I1.DE — Risk / Return Rank
CHV.DE
4I1.DE
CHV.DE vs. 4I1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CHV.DE) and Philip Morris International Inc (4I1.DE). 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.
| CHV.DE | 4I1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | -0.19 | +0.73 |
Sortino ratioReturn per unit of downside risk | 0.86 | -0.07 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.99 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.25 | +1.08 |
Martin ratioReturn relative to average drawdown | 1.90 | -0.52 | +2.42 |
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
| CHV.DE | 4I1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.19 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.62 | -0.25 |
Correlation
The correlation between CHV.DE and 4I1.DE is 0.20, 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.
Dividends
CHV.DE vs. 4I1.DE - Dividend Comparison
CHV.DE's dividend yield for the trailing twelve months is around 3.01%, less than 4I1.DE's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 3.01% | 4.07% | 3.75% | 3.55% | 2.80% | 3.72% | 5.68% | 0.00% |
4I1.DE Philip Morris International Inc | 3.16% | 3.07% | 3.67% | 4.81% | 4.46% | 4.34% | 5.32% | 1.21% |
Drawdowns
CHV.DE vs. 4I1.DE - Drawdown Comparison
The maximum CHV.DE drawdown since its inception was -52.23%, which is greater than 4I1.DE's maximum drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for CHV.DE and 4I1.DE.
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Drawdown Indicators
| CHV.DE | 4I1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.23% | -28.54% | -23.69% |
Max Drawdown (1Y)Largest decline over 1 year | -24.18% | -20.77% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -31.99% | -20.77% | -11.22% |
Current DrawdownCurrent decline from peak | -8.43% | -15.87% | +7.44% |
Average DrawdownAverage peak-to-trough decline | -16.93% | -7.41% | -9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.02% | 10.14% | -2.12% |
Volatility
CHV.DE vs. 4I1.DE - Volatility Comparison
Chevron Corporation (CHV.DE) and Philip Morris International Inc (4I1.DE) have volatilities of 11.22% and 10.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHV.DE | 4I1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.22% | 10.87% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 21.53% | -4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.19% | 27.75% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.88% | 21.81% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.80% | 23.89% | +6.91% |
Financials
CHV.DE vs. 4I1.DE - Financials Comparison
This section allows you to compare key financial metrics between Chevron Corporation and Philip Morris International Inc. 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