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CHV.DE vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHV.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Chevron Corporation (CHV.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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CHV.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CHV.DE
Chevron Corporation
35.30%-3.06%5.58%-15.35%64.47%57.76%-32.83%0.37%
SCHG
Schwab U.S. Large-Cap Growth ETF
-8.06%3.56%43.86%45.60%-27.58%37.70%27.67%2.65%
Different Trading Currencies

CHV.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHV.DE achieves a 35.30% return, which is significantly higher than SCHG's -8.34% return.


CHV.DE

1D
1.33%
1M
5.10%
YTD
35.30%
6M
33.44%
1Y
16.79%
3Y*
7.34%
5Y*
18.47%
10Y*

SCHG

1D
0.00%
1M
-3.53%
YTD
-8.34%
6M
-7.20%
1Y
8.58%
3Y*
19.84%
5Y*
13.17%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHV.DE vs. SCHG — Risk / Return Rank

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

CHV.DE
CHV.DE Risk / Return Rank: 6464
Overall Rank
CHV.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CHV.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
CHV.DE Omega Ratio Rank: 5555
Omega Ratio Rank
CHV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
CHV.DE Martin Ratio Rank: 7777
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3535
Overall Rank
SCHG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3333
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHV.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CHV.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.DESCHGDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.35

+0.29

Sortino ratio

Return per unit of downside risk

0.97

0.66

+0.30

Omega ratio

Gain probability vs. loss probability

1.14

1.10

+0.04

Calmar ratio

Return relative to maximum drawdown

2.03

0.59

+1.45

Martin ratio

Return relative to average drawdown

5.44

1.61

+3.82

CHV.DE vs. SCHG - Sharpe Ratio Comparison

The current CHV.DE Sharpe Ratio is 0.64, which is higher than the SCHG Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CHV.DE and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHV.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.35

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.60

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.86

-0.48

Correlation

The correlation between CHV.DE and SCHG is 0.08, 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. SCHG - Dividend Comparison

CHV.DE's dividend yield for the trailing twelve months is around 2.99%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
CHV.DE
Chevron Corporation
2.99%4.09%3.77%3.57%2.81%3.73%5.70%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

CHV.DE vs. SCHG - Drawdown Comparison

The maximum CHV.DE drawdown since its inception was -52.23%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for CHV.DE and SCHG.


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Drawdown Indicators


CHV.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-52.23%

-34.59%

-17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.33%

-16.41%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

-34.59%

+2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-7.21%

-12.48%

+5.27%

Average Drawdown

Average peak-to-trough decline

-16.90%

-5.23%

-11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

4.90%

-0.15%

Volatility

CHV.DE vs. SCHG - Volatility Comparison

Chevron Corporation (CHV.DE) has a higher volatility of 10.72% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.73%. This indicates that CHV.DE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHV.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

5.73%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

12.80%

+4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

24.65%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

21.99%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.80%

21.88%

+8.92%