CVX vs. VUAA.L
CVX (Chevron Corporation) is a stock, while VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return. Over the past 5 years, CVX returned 16.33%/yr vs 13.22%/yr for VUAA.L. At a 0.19 correlation, their price movements are largely independent.
Performance
CVX vs. VUAA.L - Performance Comparison
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Returns By Period
In the year-to-date period, CVX achieves a 25.18% return, which is significantly higher than VUAA.L's 8.41% return.
CVX
- 1D
- 0.75%
- 1M
- 1.23%
- YTD
- 25.18%
- 6M
- 27.20%
- 1Y
- 33.69%
- 3Y*
- 10.25%
- 5Y*
- 16.33%
- 10Y*
- 10.94%
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
CVX vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 25.18% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 3.09% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
Correlation
The correlation between CVX and VUAA.L is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.19 |
The correlation between CVX and VUAA.L shifts across timeframes, from -0.19 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CVX vs. VUAA.L — Risk / Return Rank
CVX
VUAA.L
CVX vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.
| CVX | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.99 | -0.51 |
| Martin ratioReturn relative to average drawdown | 6.10 | 12.46 | -6.36 |
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Drawdowns
CVX vs. VUAA.L - Drawdown Comparison
The maximum CVX drawdown since its inception was -55.77%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for CVX and VUAA.L.
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Drawdown Indicators
| CVX | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.77% | -34.05% | -21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.99% | -8.18% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -18.39% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.95% | -24.36% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -55.77% | — | — |
Current DrawdownCurrent decline from peak | -10.52% | -2.26% | -8.26% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -4.99% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 1.97% | +3.71% |
Volatility
CVX vs. VUAA.L - Volatility Comparison
Chevron Corporation (CVX) has a higher volatility of 7.62% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 3.99%. This indicates that CVX's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVX | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 3.99% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 17.86% | 9.03% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 12.03% | +10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.15% | 16.05% | +9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.16% | 17.81% | +11.35% |
Dividends
CVX vs. VUAA.L - Dividend Comparison
CVX's dividend yield for the trailing twelve months is around 3.73%, while VUAA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CVX and VUAA.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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