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

Performance

CVX vs. HCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chevron Corporation (CVX) and HCA Healthcare, Inc. (HCA). 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 26.53% return, which is significantly higher than HCA's -22.49% return. Over the past 10 years, CVX has underperformed HCA with an annualized return of 10.98%, while HCA has yielded a comparatively higher 17.23% annualized return.


CVX

1D
1.03%
1M
5.15%
YTD
26.53%
6M
29.68%
1Y
40.62%
3Y*
10.57%
5Y*
16.60%
10Y*
10.98%

HCA

1D
-2.90%
1M
-16.97%
YTD
-22.49%
6M
-25.30%
1Y
-5.36%
3Y*
10.82%
5Y*
12.59%
10Y*
17.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVX vs. HCA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
26.53%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
HCA
HCA Healthcare, Inc.
-22.49%56.71%11.75%13.83%-5.64%57.58%12.07%20.24%43.37%18.67%

Correlation

The correlation between CVX and HCA is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2011

0.29

The correlation between CVX and HCA shifts across timeframes, from -0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CVX:

$5.75

HCA:

$28.46

PE Ratio

CVX:

32.89

HCA:

12.70

PEG Ratio

CVX:

3.20

HCA:

1.51

PS Ratio

CVX:

1.95

HCA:

1.14

Total Revenue (TTM)

CVX:

$185.89B

HCA:

$75.60B

Gross Profit (TTM)

CVX:

$47.27B

HCA:

$31.37B

EBITDA (TTM)

CVX:

$40.44B

HCA:

$15.60B

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Return for Risk

CVX vs. HCA — Risk / Return Rank

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

CVX
CVX Risk / Return Rank: 8484
Overall Rank
CVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CVX Omega Ratio Rank: 8282
Omega Ratio Rank
CVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
CVX Martin Ratio Rank: 8383
Martin Ratio Rank

HCA
HCA Risk / Return Rank: 3232
Overall Rank
HCA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
HCA Sortino Ratio Rank: 2929
Sortino Ratio Rank
HCA Omega Ratio Rank: 2929
Omega Ratio Rank
HCA Calmar Ratio Rank: 3737
Calmar Ratio Rank
HCA 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.

CVX vs. HCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and HCA Healthcare, Inc. (HCA). 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.


CVXHCADifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.32

0.99

+0.33

Calmar ratioReturn relative to maximum drawdown

2.92

-0.16

+3.08

Martin ratioReturn relative to average drawdown

7.37

-0.51

+7.88

CVX vs. HCA - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.86, which is higher than the HCA Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of CVX and HCA, 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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Sharpe Ratios by Period


CVXHCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

-0.20

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.42

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.53

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Drawdowns

CVX vs. HCA - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, roughly equal to the maximum HCA drawdown of -54.74%. Use the drawdown chart below to compare losses from any high point for CVX and HCA.


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Drawdown Indicators


CVXHCADifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-54.74%

-1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-33.62%

+19.63%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

-33.62%

+12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-39.49%

+14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-54.74%

-1.03%

Current Drawdown

Current decline from peak

-9.56%

-33.62%

+24.06%

Average Drawdown

Average peak-to-trough decline

-11.39%

-11.03%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

10.49%

-4.96%

Volatility

CVX vs. HCA - Volatility Comparison

Chevron Corporation (CVX) and HCA Healthcare, Inc. (HCA) have volatilities of 7.14% and 7.50%, 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


CVXHCADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

7.50%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

21.36%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

27.25%

-5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.13%

29.85%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

32.63%

-3.47%

Dividends

CVX vs. HCA - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.69%, more than HCA's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.69%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
HCA
HCA Healthcare, Inc.
0.81%0.62%0.88%0.89%0.93%0.75%0.63%1.08%1.12%0.00%0.00%0.00%

Financials

CVX vs. HCA - Financials Comparison

This section allows you to compare key financial metrics between Chevron Corporation and HCA Healthcare, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
47.56B
19.51B
(CVX) Total Revenue
(HCA) Total Revenue
Values in USD except per share items

CVX vs. HCA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
9.6%
41.9%
Portfolio components
CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.

HCA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a gross profit of 8.18B and revenue of 19.51B. Therefore, the gross margin over that period was 41.9%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.

HCA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported an operating income of 3.18B and revenue of 19.51B, resulting in an operating margin of 16.3%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.

HCA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HCA Healthcare, Inc. reported a net income of 1.88B and revenue of 19.51B, resulting in a net margin of 9.6%.


Frequently Asked Questions


CVX and HCA have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HCA has higher volatility (7.50%) compared to CVX (7.14%). In terms of maximum drawdown, CVX dropped -55.77% vs HCA's -54.74%.

CVX currently has the higher Sharpe Ratio (1.86 vs -0.20), 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.

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