IMO vs. CVX

In the year-to-date period, IMO achieves a 12.74% return, which is significantly higher than CVX's -3.16% return. Both investments have delivered pretty close results over the past 10 years, with IMO having a 6.92% annualized return and CVX not far behind at 6.73%.

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This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.

The current IMO Sharpe Ratio is 0.01, which is higher than the CVX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of IMO and CVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMO's dividend yield for the trailing twelve months is around 2.63%, less than CVX's 4.76% yield.

The maximum IMO drawdown since its inception was -84.96%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for IMO and CVX. For additional features, visit the drawdowns tool.

Imperial Oil Limited (IMO) has a higher volatility of 17.40% compared to Chevron Corporation (CVX) at 15.81%. This indicates that IMO'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.

This section allows you to compare key financial metrics between Imperial Oil Limited 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.