CVX vs. SHEL
Compare and contrast key facts about Chevron Corporation (CVX) and Shell plc (SHEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CVX or SHEL.
Performance
CVX vs. SHEL - Performance Comparison
Returns By Period
In the year-to-date period, CVX achieves a 11.74% return, which is significantly higher than SHEL's 3.59% return. Over the past 10 years, CVX has outperformed SHEL with an annualized return of 7.66%, while SHEL has yielded a comparatively lower 4.29% annualized return.
CVX
11.74%
7.08%
0.34%
15.38%
11.40%
7.66%
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
Fundamentals
| CVX | SHEL | |
|---|---|---|
| Market Cap | $279.03B | $202.21B |
| EPS | $9.02 | $4.92 |
| PE Ratio | 17.22 | 13.33 |
| PEG Ratio | 3.31 | 2.49 |
| Total Revenue (TTM) | $199.26B | $290.55B |
| Gross Profit (TTM) | $17.54B | $42.07B |
| EBITDA (TTM) | $41.42B | $50.96B |
Key characteristics
| CVX | SHEL | |
|---|---|---|
| Sharpe Ratio | 0.93 | 0.26 |
| Sortino Ratio | 1.37 | 0.45 |
| Omega Ratio | 1.18 | 1.06 |
| Calmar Ratio | 0.82 | 0.41 |
| Martin Ratio | 2.90 | 0.94 |
| Ulcer Index | 6.05% | 4.70% |
| Daily Std Dev | 18.84% | 17.07% |
| Max Drawdown | -55.77% | -67.46% |
| Current Drawdown | -7.76% | -9.45% |
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Correlation
The correlation between CVX and SHEL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CVX vs. SHEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and Shell plc (SHEL). 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.
Dividends
CVX vs. SHEL - Dividend Comparison
CVX's dividend yield for the trailing twelve months is around 4.04%, less than SHEL's 4.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 4.04% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
Drawdowns
CVX vs. SHEL - Drawdown Comparison
The maximum CVX drawdown since its inception was -55.77%, smaller than the maximum SHEL drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for CVX and SHEL. For additional features, visit the drawdowns tool.
Volatility
CVX vs. SHEL - Volatility Comparison
Chevron Corporation (CVX) has a higher volatility of 5.21% compared to Shell plc (SHEL) at 4.92%. This indicates that CVX's price experiences larger fluctuations and is considered to be riskier than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CVX vs. SHEL - Financials Comparison
This section allows you to compare key financial metrics between Chevron Corporation and Shell plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities