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CVX vs. NESN.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CVX vs. NESN.SW - Performance Comparison

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

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Different Trading Currencies

CVX is traded in USD, while NESN.SW is traded in CHF. To make them comparable, the NESN.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CVX achieves a 25.18% return, which is significantly higher than NESN.SW's 4.80% return. Over the past 10 years, CVX has outperformed NESN.SW with an annualized return of 10.94%, while NESN.SW has yielded a comparatively lower 6.35% annualized return.


CVX

1D
0.75%
1M
-1.13%
YTD
25.18%
6M
27.20%
1Y
33.69%
3Y*
10.25%
5Y*
16.33%
10Y*
10.94%

NESN.SW

1D
0.17%
1M
0.92%
YTD
4.80%
6M
6.42%
1Y
0.35%
3Y*
-1.80%
5Y*
-1.59%
10Y*
6.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVX vs. NESN.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
25.18%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
NESN.SW
Nestlé S.A.
4.80%24.36%-26.18%2.56%-15.00%20.99%12.29%36.91%-2.79%23.65%

Correlation

The correlation between CVX and NESN.SW is -0.12, 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

-0.12

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

-0.01

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

0.01

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2007

0.15

The correlation between CVX and NESN.SW shifts across timeframes, from -0.12 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CVX vs. NESN.SW — 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: 8484
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CVX Omega Ratio Rank: 7878
Omega Ratio Rank
CVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CVX Martin Ratio Rank: 8080
Martin Ratio Rank

NESN.SW
NESN.SW Risk / Return Rank: 3434
Overall Rank
NESN.SW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NESN.SW Sortino Ratio Rank: 3131
Sortino Ratio Rank
NESN.SW Omega Ratio Rank: 3131
Omega Ratio Rank
NESN.SW Calmar Ratio Rank: 3737
Calmar Ratio Rank
NESN.SW Martin Ratio Rank: 3737
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. NESN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and Nestlé S.A. (NESN.SW). 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.


CVXNESN.SWDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.27

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

2.48

-0.07

+2.55

Martin ratioReturn relative to average drawdown

6.10

-0.13

+6.23

CVX vs. NESN.SW - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.57, which is higher than the NESN.SW Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CVX and NESN.SW, 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. NESN.SW - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, which is greater than NESN.SW's maximum drawdown of -40.53%. Use the drawdown chart below to compare losses from any high point for CVX and NESN.SW.


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Drawdown Indicators


CVXNESN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-40.53%

-15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-15.98%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

-32.86%

+12.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-38.13%

+13.18%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-38.13%

-17.64%

Current Drawdown

Current decline from peak

-10.52%

-17.25%

+6.73%

Average Drawdown

Average peak-to-trough decline

-11.39%

-9.39%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

9.14%

-3.46%

Volatility

CVX vs. NESN.SW - Volatility Comparison

Chevron Corporation (CVX) has a higher volatility of 7.62% compared to Nestlé S.A. (NESN.SW) at 5.52%. This indicates that CVX's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXNESN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

5.52%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

15.85%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

22.92%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

19.94%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

18.15%

+11.01%

Dividends

CVX vs. NESN.SW - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.73%, less than NESN.SW's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
NESN.SW
Nestlé S.A.
3.88%3.87%4.01%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%

Financials

CVX vs. NESN.SW - Financials Comparison

This section allows you to compare key financial metrics between Chevron Corporation and Nestlé S.A.. 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


Please note, different currencies. CVX values in USD, NESN.SW values in CHF

Frequently Asked Questions


CVX and NESN.SW have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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