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CVX vs. SPSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVX vs. SPSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chevron Corporation (CVX) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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 17.66% return, which is significantly higher than SPSB's 1.01% return. Over the past 10 years, CVX has outperformed SPSB with an annualized return of 10.19%, while SPSB has yielded a comparatively lower 2.61% annualized return.


CVX

1D
0.53%
1M
-8.07%
YTD
17.66%
6M
19.15%
1Y
24.85%
3Y*
9.68%
5Y*
15.06%
10Y*
10.19%

SPSB

1D
0.13%
1M
0.29%
YTD
1.01%
6M
1.24%
1Y
4.05%
3Y*
5.35%
5Y*
2.76%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVX vs. SPSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
17.66%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
1.01%5.86%5.25%5.60%-3.31%-0.20%3.83%5.21%1.45%1.58%

Correlation

The correlation between CVX and SPSB is -0.22, 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

-0.22

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

-0.05

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

-0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2009

-0.00

Over the past year, the inverse relationship between CVX and SPSB has strengthened: their correlation has moved from -0.00 to -0.22, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CVX vs. SPSB — Risk / Return Rank

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

CVX
CVX Risk / Return Rank: 7070
Overall Rank
CVX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 6868
Sortino Ratio Rank
CVX Omega Ratio Rank: 6767
Omega Ratio Rank
CVX Calmar Ratio Rank: 6969
Calmar Ratio Rank
CVX Martin Ratio Rank: 7373
Martin Ratio Rank

SPSB
SPSB Risk / Return Rank: 9292
Overall Rank
SPSB Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9494
Omega Ratio Rank
SPSB Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9292
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. SPSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.


CVXSPSBDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

1.20

1.65

-0.45

Calmar ratioReturn relative to maximum drawdown

1.47

4.66

-3.20

Martin ratioReturn relative to average drawdown

4.06

21.47

-17.41

CVX vs. SPSB - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.11, which is lower than the SPSB Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of CVX and SPSB, 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. SPSB - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, which is greater than SPSB's maximum drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for CVX and SPSB.


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Drawdown Indicators


CVXSPSBDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-11.75%

-44.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.02%

-0.87%

-16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-20.64%

-0.87%

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-5.96%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-11.75%

-44.02%

Current Drawdown

Current decline from peak

-15.89%

-0.07%

-15.82%

Average Drawdown

Average peak-to-trough decline

-11.39%

-0.54%

-10.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

0.19%

+5.95%

Volatility

CVX vs. SPSB - Volatility Comparison

Chevron Corporation (CVX) has a higher volatility of 7.25% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.50%. This indicates that CVX's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXSPSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

0.50%

+6.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

1.01%

+17.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.47%

1.37%

+21.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

1.99%

+23.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.19%

3.06%

+26.13%

Dividends

CVX vs. SPSB - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.97%, less than SPSB's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.97%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.40%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%

Frequently Asked Questions


CVX and SPSB have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVX has higher volatility (7.25%) compared to SPSB (0.50%). In terms of maximum drawdown, CVX dropped -55.77% vs SPSB's -11.75%.

SPSB currently has the higher Sharpe Ratio (2.97 vs 1.11), 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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