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

Performance

CVX vs. LYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chevron Corporation (CVX) and LyondellBasell Industries N.V. (LYB). 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 29.03% return, which is significantly lower than LYB's 47.20% return. Over the past 10 years, CVX has outperformed LYB with an annualized return of 10.80%, while LYB has yielded a comparatively lower 5.47% annualized return.


CVX

1D
1.00%
1M
10.24%
6M
17.95%
YTD
29.03%
1Y
34.01%
3Y*
11.33%
5Y*
19.10%
10Y*
10.80%
ALL TIME*
10.37%

LYB

1D
1.85%
1M
6.49%
6M
23.00%
YTD
47.20%
1Y
2.64%
3Y*
-6.09%
5Y*
-1.87%
10Y*
5.47%
ALL TIME*
14.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.25B$1.53B$1.72B
$264.40M$296.89M$349.44M

CVX vs. LYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
29.03%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
LYB
LyondellBasell Industries N.V.
47.20%-35.96%-17.38%20.70%-0.98%5.07%2.64%44.63%-21.69%33.72%

Correlation

The correlation between CVX and LYB is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.45

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2010

0.53

The correlation between CVX and LYB has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Fundamentals

Market Cap

CVX:

$384.34B

LYB:

$20.12B

EPS

CVX:

$5.57

LYB:

-$3.58

PS Ratio

CVX:

2.05

LYB:

0.60

Total Revenue (TTM)

CVX:

$185.89B

LYB:

$22.48B

Gross Profit (TTM)

CVX:

$47.27B

LYB:

-$4.33B

EBITDA (TTM)

CVX:

$40.44B

LYB:

$935.00M

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Return for Risk

CVX vs. LYB — Risk / Return Rank

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

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CVX Omega Ratio Rank: 7979
Omega Ratio Rank
CVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
CVX Martin Ratio Rank: 7777
Martin Ratio Rank

LYB
LYB Risk / Return Rank: 4646
Overall Rank
LYB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYB Sortino Ratio Rank: 4545
Sortino Ratio Rank
LYB Omega Ratio Rank: 4444
Omega Ratio Rank
LYB Calmar Ratio Rank: 4747
Calmar Ratio Rank
LYB Martin Ratio Rank: 4747
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. LYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and LyondellBasell Industries N.V. (LYB). 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.


CVXLYBDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.26

1.05

+0.21

Calmar ratioReturn relative to maximum drawdown

1.64

0.07

+1.57

Martin ratioReturn relative to average drawdown

4.51

0.12

+4.39

CVX vs. LYB - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.50, which is higher than the LYB Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of CVX and LYB, 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. LYB - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, smaller than the maximum LYB drawdown of -63.26%. Use the drawdown chart below to compare losses from any high point for CVX and LYB.


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Drawdown Indicators


CVXLYBDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-63.26%

+7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-20.81%

-35.51%

+14.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-55.35%

+34.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-55.35%

+30.40%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-63.26%

+7.49%

Current Drawdown

Current decline from peak

-7.77%

-30.92%

+23.15%

Average Drawdown

Average peak-to-trough decline

-11.40%

-15.25%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

22.23%

-14.66%

Volatility

CVX vs. LYB - Volatility Comparison

The current volatility for Chevron Corporation (CVX) is 7.09%, while LyondellBasell Industries N.V. (LYB) has a volatility of 8.84%. This indicates that CVX experiences smaller price fluctuations and is considered to be less risky than LYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXLYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

8.84%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

33.28%

-15.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.70%

45.86%

-23.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

32.81%

-7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.24%

36.79%

-7.55%

Dividends

CVX vs. LYB - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.62%, less than LYB's 6.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.62%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
LYB
LyondellBasell Industries N.V.
6.61%12.59%7.10%5.20%11.92%4.81%4.58%20.27%4.81%3.22%3.88%3.50%

Financials

CVX vs. LYB - Financials Comparison

This section allows you to compare key financial metrics between Chevron Corporation and LyondellBasell Industries N.V.. 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
47.56B
0
(CVX) Total Revenue
(LYB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CVX and LYB have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYB has higher volatility (8.84%) compared to CVX (7.09%). In terms of maximum drawdown, CVX dropped -55.77% vs LYB's -63.26%.

CVX currently has the higher Sharpe Ratio (1.50 vs 0.06), 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

Find the right allocation for CVX and LYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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