PortfoliosLab logoPortfoliosLab logo
ENOV vs. CVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENOV vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enovis Corp (ENOV) and Chevron Corporation (CVX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ENOV achieves a -19.07% return, which is significantly lower than CVX's 26.84% return. Over the past 10 years, ENOV has underperformed CVX with an annualized return of -7.79%, while CVX has yielded a comparatively higher 11.15% annualized return.


ENOV

1D
-1.73%
1M
-7.63%
YTD
-19.07%
6M
-26.37%
1Y
-29.73%
3Y*
-27.36%
5Y*
-22.84%
10Y*
-7.79%

CVX

1D
1.15%
1M
-0.43%
YTD
26.84%
6M
27.53%
1Y
41.64%
3Y*
11.27%
5Y*
16.52%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENOV vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENOV
Enovis Corp
-19.07%-39.29%-21.67%4.67%-32.36%20.21%5.11%74.07%-47.25%10.27%
CVX
Chevron Corporation
26.84%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%

Correlation

The correlation between ENOV and CVX is -0.02, 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

-0.02

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

0.14

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

0.25

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.42

The correlation between ENOV and CVX shifts across timeframes, from -0.02 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ENOV:

-$26.70

CVX:

$5.75

PS Ratio

ENOV:

0.40

CVX:

1.95

Total Revenue (TTM)

ENOV:

$2.28B

CVX:

$185.89B

Gross Profit (TTM)

ENOV:

$1.38B

CVX:

$47.27B

EBITDA (TTM)

ENOV:

-$840.37M

CVX:

$40.44B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ENOV vs. CVX — Risk / Return Rank

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

ENOV
ENOV Risk / Return Rank: 1717
Overall Rank
ENOV Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ENOV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ENOV Omega Ratio Rank: 2020
Omega Ratio Rank
ENOV Calmar Ratio Rank: 1414
Calmar Ratio Rank
ENOV Martin Ratio Rank: 1616
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 8383
Overall Rank
CVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVX Omega Ratio Rank: 8181
Omega Ratio Rank
CVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CVX Martin Ratio Rank: 8282
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.

ENOV vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enovis Corp (ENOV) and Chevron Corporation (CVX). 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.


ENOVCVXDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

0.94

1.32

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.74

2.99

-3.73

Martin ratioReturn relative to average drawdown

-1.17

7.70

-8.88

ENOV vs. CVX - Sharpe Ratio Comparison

The current ENOV Sharpe Ratio is -0.55, which is lower than the CVX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ENOV and CVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ENOVCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

1.90

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.59

0.66

-1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.38

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.38

-0.44

Drawdowns

ENOV vs. CVX - Drawdown Comparison

The maximum ENOV drawdown since its inception was -83.36%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for ENOV and CVX.


Loading charts...

Drawdown Indicators


ENOVCVXDifference

Max Drawdown

Largest peak-to-trough decline

-83.36%

-55.77%

-27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-40.29%

-13.99%

-26.30%

Max Drawdown (3Y)

Largest decline over 3 years

-67.26%

-20.64%

-46.62%

Max Drawdown (5Y)

Largest decline over 5 years

-76.46%

-24.95%

-51.51%

Max Drawdown (10Y)

Largest decline over 10 years

-76.46%

-55.77%

-20.69%

Current Drawdown

Current decline from peak

-83.28%

-9.33%

-73.95%

Average Drawdown

Average peak-to-trough decline

-45.92%

-11.39%

-34.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.34%

5.42%

+19.92%

Volatility

ENOV vs. CVX - Volatility Comparison

Enovis Corp (ENOV) has a higher volatility of 19.66% compared to Chevron Corporation (CVX) at 8.29%. This indicates that ENOV's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ENOVCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

8.29%

+11.37%

Volatility (6M)

Calculated over the trailing 6-month period

39.94%

17.82%

+22.12%

Volatility (1Y)

Calculated over the trailing 1-year period

54.08%

22.10%

+31.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.61%

25.12%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.30%

29.16%

+13.14%

Dividends

ENOV vs. CVX - Dividend Comparison

ENOV has not paid dividends to shareholders, while CVX's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.68%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
ENOV
Enovis Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ENOV vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between Enovis Corp and Chevron 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B70.00B20222023202420252026
589.15M
47.56B
(ENOV) Total Revenue
(CVX) Total Revenue
Values in USD except per share items

ENOV vs. CVX - Profitability Comparison

The chart below illustrates the profitability comparison between Enovis Corp and Chevron Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
62.0%
9.6%
Portfolio components
ENOV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enovis Corp reported a gross profit of 365.49M and revenue of 589.15M. Therefore, the gross margin over that period was 62.0%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.

ENOV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enovis Corp reported an operating income of 6.53M and revenue of 589.15M, resulting in an operating margin of 1.1%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.

ENOV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enovis Corp reported a net income of -8.76M and revenue of 589.15M, resulting in a net margin of -1.5%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.


Frequently Asked Questions


ENOV and CVX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENOV has higher volatility (19.66%) compared to CVX (8.29%). In terms of maximum drawdown, ENOV dropped -83.36% vs CVX's -55.77%.

CVX currently has the higher Sharpe Ratio (1.90 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for ENOV and CVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer