CHV.DE vs. SHEL
CHV.DE (Chevron Corporation) and SHEL (Shell plc) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 5 years, CHV.DE returned 17.09%/yr vs 23.83%/yr for SHEL. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
CHV.DE vs. SHEL - Performance Comparison
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Different Trading Currencies
CHV.DE is traded in EUR, while SHEL is traded in USD. To make them comparable, the SHEL 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 28.46% return, which is significantly higher than SHEL's 20.69% return.
CHV.DE
- 1D
- -0.45%
- 1M
- 5.01%
- YTD
- 28.46%
- 6M
- 27.29%
- 1Y
- 40.97%
- 3Y*
- 7.68%
- 5Y*
- 17.09%
- 10Y*
- —
SHEL
- 1D
- -0.74%
- 1M
- 0.77%
- YTD
- 20.69%
- 6M
- 20.38%
- 1Y
- 30.45%
- 3Y*
- 15.71%
- 5Y*
- 23.83%
- 10Y*
- 9.74%
CHV.DE vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 28.46% | -3.08% | 5.56% | -15.37% | 64.44% | 57.72% | -32.85% | 0.37% |
SHEL Shell plc | 20.69% | 7.67% | 5.67% | 16.59% | 44.61% | 44.31% | -45.93% | -0.82% |
Correlation
The correlation between CHV.DE and SHEL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2019 | 0.56 |
The correlation between CHV.DE and SHEL has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
CHV.DE vs. SHEL — Risk / Return Rank
CHV.DE
SHEL
CHV.DE vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CHV.DE) and Shell plc (SHEL). 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 | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.50 | -0.35 |
| Martin ratioReturn relative to average drawdown | 6.18 | 6.95 | -0.77 |
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 | SHEL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.42 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.97 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.23 | +0.11 |
Drawdowns
CHV.DE vs. SHEL - Drawdown Comparison
The maximum CHV.DE drawdown since its inception was -52.23%, smaller than the maximum SHEL drawdown of -69.27%. Use the drawdown chart below to compare losses from any high point for CHV.DE and SHEL.
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Drawdown Indicators
| CHV.DE | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.23% | -69.27% | +17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -12.22% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -24.97% | -21.46% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.99% | -21.46% | -10.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.27% | — |
Current DrawdownCurrent decline from peak | -11.90% | -7.84% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -14.80% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.40% | +2.01% |
Volatility
CHV.DE vs. SHEL - Volatility Comparison
Chevron Corporation (CHV.DE) and Shell plc (SHEL) have volatilities of 6.98% and 6.69%, 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 | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 6.69% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 17.71% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.47% | 21.57% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.24% | 24.74% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.88% | 30.74% | +0.14% |
Dividends
CHV.DE vs. SHEL - Dividend Comparison
CHV.DE's dividend yield for the trailing twelve months is around 3.16%, less than SHEL's 3.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 3.16% | 4.07% | 3.75% | 3.55% | 2.79% | 3.71% | 5.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHEL Shell plc | 3.46% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Financials
CHV.DE vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between Chevron Corporation and Shell plc. 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
Frequently Asked Questions
CHV.DE and SHEL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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