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

Performance

CVX vs. PNNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chevron Corporation (CVX) and PennantPark Investment Corporation (PNNT). 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 PNNT's -30.57% return. Over the past 10 years, CVX has outperformed PNNT with an annualized return of 10.98%, while PNNT has yielded a comparatively lower 6.83% 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%

PNNT

1D
-1.30%
1M
-15.02%
YTD
-30.57%
6M
-29.01%
1Y
-33.64%
3Y*
0.71%
5Y*
0.56%
10Y*
6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVX vs. PNNT - 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%
PNNT
PennantPark Investment Corporation
-30.57%-2.96%16.56%37.25%-8.90%61.71%-17.99%14.30%2.05%-0.65%

Correlation

The correlation between CVX and PNNT is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.16

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

0.26

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

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2007

0.34

The correlation between CVX and PNNT shifts across timeframes, from -0.00 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CVX:

$5.75

PNNT:

$302.41

PE Ratio

CVX:

32.89

PNNT:

0.01

PEG Ratio

CVX:

3.20

PNNT:

0.00

PS Ratio

CVX:

1.95

PNNT:

2.18

Total Revenue (TTM)

CVX:

$185.89B

PNNT:

$85.01M

Gross Profit (TTM)

CVX:

$47.27B

PNNT:

$24.12M

EBITDA (TTM)

CVX:

$40.44B

PNNT:

$16.10M

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Return for Risk

CVX vs. PNNT — 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

PNNT
PNNT Risk / Return Rank: 55
Overall Rank
PNNT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PNNT Sortino Ratio Rank: 44
Sortino Ratio Rank
PNNT Omega Ratio Rank: 55
Omega Ratio Rank
PNNT Calmar Ratio Rank: 1212
Calmar Ratio Rank
PNNT Martin Ratio Rank: 33
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. PNNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and PennantPark Investment Corporation (PNNT). 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.


CVXPNNTDifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+4.14

Omega ratioGain probability vs. loss probability

1.32

0.78

+0.54

Calmar ratioReturn relative to maximum drawdown

2.92

-0.79

+3.71

Martin ratioReturn relative to average drawdown

7.37

-1.69

+9.06

CVX vs. PNNT - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.86, which is higher than the PNNT Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of CVX and PNNT, 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


CVXPNNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

-1.25

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.02

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.21

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.13

+0.25

Drawdowns

CVX vs. PNNT - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, smaller than the maximum PNNT drawdown of -82.16%. Use the drawdown chart below to compare losses from any high point for CVX and PNNT.


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Drawdown Indicators


CVXPNNTDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-82.16%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.99%

-42.61%

+28.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

-42.61%

+21.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-42.61%

+17.66%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-69.14%

+13.37%

Current Drawdown

Current decline from peak

-9.56%

-40.90%

+31.34%

Average Drawdown

Average peak-to-trough decline

-11.39%

-15.28%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

19.92%

-14.39%

Volatility

CVX vs. PNNT - Volatility Comparison

The current volatility for Chevron Corporation (CVX) is 7.14%, while PennantPark Investment Corporation (PNNT) has a volatility of 14.65%. This indicates that CVX experiences smaller price fluctuations and is considered to be less risky than PNNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXPNNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

14.65%

-7.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

23.99%

-6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

27.16%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.13%

23.80%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

32.77%

-3.61%

Dividends

CVX vs. PNNT - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.69%, less than PNNT's 25.20% 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%
PNNT
PennantPark Investment Corporation
25.20%16.11%12.85%11.65%10.43%6.93%11.71%11.03%11.30%10.42%14.62%18.12%

Financials

CVX vs. PNNT - Financials Comparison

This section allows you to compare key financial metrics between Chevron Corporation and PennantPark Investment 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


0.0020.00B40.00B60.00B20222023202420252026
47.56B
27.25M
(CVX) Total Revenue
(PNNT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CVX and PNNT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNNT has higher volatility (14.65%) compared to CVX (7.14%). In terms of maximum drawdown, CVX dropped -55.77% vs PNNT's -82.16%.

CVX currently has the higher Sharpe Ratio (1.86 vs -1.25), 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 PNNT

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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