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CVX vs. DVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CVX vs. DVN - Performance Comparison

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

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Returns By Period

In the year-to-date period, CVX achieves a 31.60% return, which is significantly higher than DVN's 24.73% return. Over the past 10 years, CVX has outperformed DVN with an annualized return of 11.68%, while DVN has yielded a comparatively lower 6.01% annualized return.


CVX

1D
2.35%
1M
18.79%
6M
13.38%
YTD
31.60%
1Y
35.24%
3Y*
11.23%
5Y*
18.87%
10Y*
11.68%
ALL TIME*
10.44%

DVN

1D
2.17%
1M
12.12%
6M
13.62%
YTD
24.73%
1Y
39.38%
3Y*
-2.56%
5Y*
17.09%
10Y*
6.01%
ALL TIME*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.44B$1.41B$1.67B
$434.65M$476.05M$632.82M

CVX vs. DVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
31.60%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
DVN
Devon Energy Corporation
24.73%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%

Correlation

The correlation between CVX and DVN is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.77

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2001

0.69

The correlation between CVX and DVN has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

Fundamentals

Market Cap

CVX:

$392.09B

DVN:

$28.05B

EPS

CVX:

$10.42

DVN:

$5.12

PE Ratio

CVX:

18.89

DVN:

8.81

PEG Ratio

CVX:

1.84

DVN:

0.68

PS Ratio

CVX:

1.86

DVN:

1.55

Total Revenue (TTM)

CVX:

$208.71B

DVN:

$12.24B

Gross Profit (TTM)

CVX:

$64.69B

DVN:

$2.67B

EBITDA (TTM)

CVX:

$55.77B

DVN:

$5.67B

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Return for Risk

CVX vs. DVN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CVX Omega Ratio Rank: 8181
Omega Ratio Rank
CVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CVX Martin Ratio Rank: 7878
Martin Ratio Rank

DVN
DVN Risk / Return Rank: 7676
Overall Rank
DVN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 7474
Sortino Ratio Rank
DVN Omega Ratio Rank: 7373
Omega Ratio Rank
DVN Calmar Ratio Rank: 7777
Calmar Ratio Rank
DVN Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CVX vs. DVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and Devon Energy Corporation (DVN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVXDVNDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

1.70

1.79

-0.09

Martin ratioReturn relative to average drawdown

4.61

4.46

+0.15

CVX vs. DVN - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.55, which is higher than the DVN Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CVX and DVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVX vs. DVN - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, smaller than the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for CVX and DVN.


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Drawdown Indicators


CVXDVNDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-94.93%

+39.16%

Max Drawdown (1Y)

Largest decline over 1 year

-20.81%

-22.15%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-49.22%

+28.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-61.45%

+36.50%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-88.51%

+32.74%

Current Drawdown

Current decline from peak

-5.93%

-41.84%

+35.91%

Average Drawdown

Average peak-to-trough decline

-11.40%

-35.97%

+24.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

8.86%

-1.20%

Volatility

CVX vs. DVN - Volatility Comparison

The current volatility for Chevron Corporation (CVX) is 6.84%, while Devon Energy Corporation (DVN) has a volatility of 10.06%. This indicates that CVX experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXDVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

10.06%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

18.21%

25.44%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

33.90%

-11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

40.72%

-15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.24%

49.38%

-20.14%

Dividends

CVX vs. DVN - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.55%, more than DVN's 2.30% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.55%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
DVN
Devon Energy Corporation
2.30%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%

Financials

CVX vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between Chevron Corporation and Devon Energy 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

CVX vs. DVN - Profitability Comparison

The chart below illustrates the profitability comparison between Chevron Corporation and Devon Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported a gross profit of 30.59B and revenue of 67.20B. Therefore, the gross margin over that period was 45.5%.

DVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Devon Energy Corporation reported a gross profit of 0.00 and revenue of 3.81M. Therefore, the gross margin over that period was 0.0%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported an operating income of 21.48B and revenue of 67.20B, resulting in an operating margin of 32.0%.

DVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Devon Energy Corporation reported an operating income of 0.00 and revenue of 3.81M, resulting in an operating margin of 0.0%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported a net income of 12.07B and revenue of 67.20B, resulting in a net margin of 18.0%.

DVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Devon Energy Corporation reported a net income of 120.00K and revenue of 3.81M, resulting in a net margin of 3.2%.


Frequently Asked Questions


CVX and DVN have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVN has higher volatility (10.06%) compared to CVX (6.84%). In terms of maximum drawdown, CVX dropped -55.77% vs DVN's -94.93%.

CVX currently has the higher Sharpe Ratio (1.55 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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