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CVX vs. XES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVX vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chevron Corporation (CVX) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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 31.60% return, which is significantly lower than XES's 36.38% return. Over the past 10 years, CVX has outperformed XES with an annualized return of 11.68%, while XES has yielded a comparatively lower -2.88% annualized return.


CVX

1D
2.35%
1M
18.79%
6M
13.38%
YTD
31.60%
1Y
35.24%
3Y*
11.23%
5Y*
18.87%
10Y*
11.68%
ALL TIME*
10.44%

XES

1D
3.09%
1M
2.89%
6M
12.93%
YTD
36.38%
1Y
68.96%
3Y*
7.20%
5Y*
17.17%
10Y*
-2.88%
ALL TIME*
-3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.44B$1.41B$1.67B
$5.46M$8.52M$12.51M

CVX vs. XES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVX
Chevron Corporation
31.60%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
36.38%5.89%-5.44%6.68%62.03%12.00%-43.38%-9.00%-46.99%-21.93%

Correlation

The correlation between CVX and XES is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2006

0.71

The correlation between CVX and XES shifts across timeframes, from 0.52 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CVX vs. XES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CVX Omega Ratio Rank: 8181
Omega Ratio Rank
CVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CVX Martin Ratio Rank: 7878
Martin Ratio Rank

XES
XES Risk / Return Rank: 8585
Overall Rank
XES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XES Sortino Ratio Rank: 8686
Sortino Ratio Rank
XES Omega Ratio Rank: 8383
Omega Ratio Rank
XES Calmar Ratio Rank: 8585
Calmar Ratio Rank
XES Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CVX vs. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


CVXXESDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.27

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

1.70

3.23

-1.53

Martin ratioReturn relative to average drawdown

4.61

10.31

-5.70

CVX vs. XES - Sharpe Ratio Comparison

The current CVX Sharpe Ratio is 1.55, which is lower than the XES Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of CVX and XES, 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. XES - Drawdown Comparison

The maximum CVX drawdown since its inception was -55.77%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for CVX and XES.


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Drawdown Indicators


CVXXESDifference

Max Drawdown

Largest peak-to-trough decline

-55.77%

-95.65%

+39.88%

Max Drawdown (1Y)

Largest decline over 1 year

-20.81%

-21.48%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-45.95%

+25.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-45.95%

+21.00%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-91.23%

+35.46%

Current Drawdown

Current decline from peak

-5.93%

-73.66%

+67.73%

Average Drawdown

Average peak-to-trough decline

-11.40%

-54.50%

+43.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

6.73%

+0.93%

Volatility

CVX vs. XES - Volatility Comparison

The current volatility for Chevron Corporation (CVX) is 6.84%, while SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a volatility of 9.34%. This indicates that CVX experiences smaller price fluctuations and is considered to be less risky than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVXXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.84%

9.34%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

18.21%

21.60%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

30.74%

-7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.15%

38.63%

-13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.24%

44.85%

-15.61%

Dividends

CVX vs. XES - Dividend Comparison

CVX's dividend yield for the trailing twelve months is around 3.55%, more than XES's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.55%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.17%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Frequently Asked Questions


CVX and XES have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XES has higher volatility (9.34%) compared to CVX (6.84%). In terms of maximum drawdown, CVX dropped -55.77% vs XES's -95.65%.

XES currently has the higher Sharpe Ratio (2.26 vs 1.55), 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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