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IMO vs. CVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IMO vs. CVX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.83%
5.20%
IMO
CVX

Returns By Period

In the year-to-date period, IMO achieves a 37.45% return, which is significantly higher than CVX's 13.03% return. Over the past 10 years, IMO has underperformed CVX with an annualized return of 7.08%, while CVX has yielded a comparatively higher 7.75% annualized return.


IMO

YTD

37.45%

1M

0.60%

6M

14.83%

1Y

39.01%

5Y (annualized)

28.93%

10Y (annualized)

7.08%

CVX

YTD

13.03%

1M

8.19%

6M

5.20%

1Y

16.81%

5Y (annualized)

11.25%

10Y (annualized)

7.75%

Fundamentals


IMOCVX
Market Cap$39.73B$287.64B
EPS$6.50$9.20
PE Ratio11.6817.54
PEG Ratio0.853.37
Total Revenue (TTM)$54.76B$194.01B
Gross Profit (TTM)$9.53B$57.92B
EBITDA (TTM)$8.23B$44.35B

Key characteristics


IMOCVX
Sharpe Ratio1.440.90
Sortino Ratio1.991.33
Omega Ratio1.241.17
Calmar Ratio2.610.79
Martin Ratio6.472.82
Ulcer Index5.79%6.05%
Daily Std Dev26.07%18.85%
Max Drawdown-84.96%-55.77%
Current Drawdown-2.68%-6.70%

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Correlation

-0.50.00.51.00.6

The correlation between IMO and CVX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IMO vs. CVX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.440.90
The chart of Sortino ratio for IMO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.991.33
The chart of Omega ratio for IMO, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.17
The chart of Calmar ratio for IMO, currently valued at 2.61, compared to the broader market0.002.004.006.002.610.79
The chart of Martin ratio for IMO, currently valued at 6.47, compared to the broader market0.0010.0020.0030.006.472.82
IMO
CVX

The current IMO Sharpe Ratio is 1.44, which is higher than the CVX Sharpe Ratio of 0.90. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.44
0.90
IMO
CVX

Dividends

IMO vs. CVX - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.20%, less than CVX's 4.03% yield.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.20%2.50%2.30%2.28%3.50%2.41%2.39%1.55%1.39%1.29%1.70%1.06%
CVX
Chevron Corporation
4.03%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%

Drawdowns

IMO vs. CVX - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.68%
-6.70%
IMO
CVX

Volatility

IMO vs. CVX - Volatility Comparison

Imperial Oil Limited (IMO) has a higher volatility of 7.92% compared to Chevron Corporation (CVX) at 5.31%. 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
5.31%
IMO
CVX

Financials

IMO vs. CVX - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items