ITOT vs. CVX
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while CVX (Chevron Corporation) is a stock. Over the past 10 years, ITOT returned 14.99%/yr vs 10.94%/yr for CVX. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.69% return, which is significantly lower than CVX's 25.18% return. Over the past 10 years, ITOT has outperformed CVX with an annualized return of 14.99%, while CVX has yielded a comparatively lower 10.94% annualized return.
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
CVX
- 1D
- 0.75%
- 1M
- 1.58%
- YTD
- 25.18%
- 6M
- 27.20%
- 1Y
- 34.55%
- 3Y*
- 10.25%
- 5Y*
- 16.33%
- 10Y*
- 10.94%
ITOT vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
CVX Chevron Corporation | 25.18% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between ITOT and CVX is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.53 |
The correlation between ITOT and CVX shifts across timeframes, from -0.16 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITOT vs. CVX — Risk / Return Rank
ITOT
CVX
ITOT vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
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.
| ITOT | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.48 | +0.32 |
| Martin ratioReturn relative to average drawdown | 12.50 | 6.10 | +6.40 |
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Drawdowns
ITOT vs. CVX - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, roughly equal to the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for ITOT and CVX.
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Drawdown Indicators
| ITOT | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -55.77% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -13.99% | +5.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -20.64% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -24.95% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -55.77% | +20.77% |
Current DrawdownCurrent decline from peak | -2.12% | -10.52% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -11.39% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 5.68% | -3.69% |
Volatility
ITOT vs. CVX - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 4.57%, while Chevron Corporation (CVX) has a volatility of 7.62%. This indicates that ITOT experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 7.62% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 17.86% | -8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 22.06% | -9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 25.15% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 29.16% | -10.87% |
Dividends
ITOT vs. CVX - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 0.99%, less than CVX's 3.73% yield.
| 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and CVX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVX has higher volatility (7.62%) compared to ITOT (4.57%). In terms of maximum drawdown, ITOT dropped -55.20% vs CVX's -55.77%.
ITOT currently has the higher Sharpe Ratio (1.96 vs 1.57), 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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