CHV.DE vs. VTI
Compare and contrast key facts about Chevron Corporation (CHV.DE) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHV.DE or VTI.
Key characteristics
| CHV.DE | VTI | |
|---|---|---|
| YTD Return | 6.11% | 22.63% |
| 1Y Return | -7.81% | 40.14% |
| 3Y Return (Ann) | 17.83% | 8.80% |
| Sharpe Ratio | -0.05 | 3.04 |
| Sortino Ratio | 0.07 | 4.03 |
| Omega Ratio | 1.01 | 1.55 |
| Calmar Ratio | -0.04 | 2.73 |
| Martin Ratio | -0.13 | 19.83 |
| Ulcer Index | 7.96% | 1.94% |
| Daily Std Dev | 21.25% | 12.59% |
| Max Drawdown | -52.11% | -55.45% |
| Current Drawdown | -18.92% | -0.31% |
Correlation
The correlation between CHV.DE and VTI is 0.27, 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.
Performance
CHV.DE vs. VTI - Performance Comparison
In the year-to-date period, CHV.DE achieves a 6.11% return, which is significantly lower than VTI's 22.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHV.DE vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CHV.DE) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
CHV.DE vs. VTI - Dividend Comparison
CHV.DE's dividend yield for the trailing twelve months is around 4.22%, more than VTI's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHV.DE Chevron Corporation | 4.22% | 4.11% | 3.24% | 4.31% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CHV.DE vs. VTI - Drawdown Comparison
The maximum CHV.DE drawdown since its inception was -52.11%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CHV.DE and VTI. For additional features, visit the drawdowns tool.
Volatility
CHV.DE vs. VTI - Volatility Comparison
Chevron Corporation (CHV.DE) has a higher volatility of 5.87% compared to Vanguard Total Stock Market ETF (VTI) at 2.58%. This indicates that CHV.DE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.