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

Correlation

The correlation between PBF and CVX is 0.49, 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.


-0.50.00.51.00.5

Performance

PBF vs. CVX - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
36.90%
117.01%
PBF
CVX

Key characteristics

Sharpe Ratio

PBF:

-1.09

CVX:

-0.04

Sortino Ratio

PBF:

-1.64

CVX:

0.07

Omega Ratio

PBF:

0.81

CVX:

1.01

Calmar Ratio

PBF:

-0.73

CVX:

-0.04

Martin Ratio

PBF:

-1.29

CVX:

-0.13

Ulcer Index

PBF:

33.23%

CVX:

6.27%

Daily Std Dev

PBF:

39.42%

CVX:

19.25%

Max Drawdown

PBF:

-91.51%

CVX:

-55.77%

Current Drawdown

PBF:

-58.59%

CVX:

-17.54%

Fundamentals

Market Cap

PBF:

$3.21B

CVX:

$264.07B

EPS

PBF:

-$2.34

CVX:

$9.10

PEG Ratio

PBF:

2.51

CVX:

3.15

Total Revenue (TTM)

PBF:

$34.90B

CVX:

$194.01B

Gross Profit (TTM)

PBF:

-$20.60M

CVX:

$57.92B

EBITDA (TTM)

PBF:

$248.70M

CVX:

$44.35B

Returns By Period

In the year-to-date period, PBF achieves a -41.26% return, which is significantly lower than CVX's -0.10% return. Over the past 10 years, PBF has underperformed CVX with an annualized return of 2.48%, while CVX has yielded a comparatively higher 6.76% annualized return.


PBF

YTD

-41.26%

1M

-20.49%

6M

-41.60%

1Y

-42.87%

5Y*

-3.29%

10Y*

2.48%

CVX

YTD

-0.10%

1M

-11.45%

6M

-6.03%

1Y

-1.13%

5Y*

8.33%

10Y*

6.76%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PBF vs. CVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PBF Energy Inc. (PBF) 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 PBF, currently valued at -1.09, compared to the broader market-4.00-2.000.002.00-1.09-0.04
The chart of Sortino ratio for PBF, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.00-1.640.07
The chart of Omega ratio for PBF, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.01
The chart of Calmar ratio for PBF, currently valued at -0.73, compared to the broader market0.002.004.006.00-0.73-0.04
The chart of Martin ratio for PBF, currently valued at -1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.29-0.13
PBF
CVX

The current PBF Sharpe Ratio is -1.09, which is lower than the CVX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of PBF 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.09
-0.04
PBF
CVX

Dividends

PBF vs. CVX - Dividend Comparison

PBF's dividend yield for the trailing twelve months is around 4.08%, less than CVX's 4.56% yield.


TTM20232022202120202019201820172016201520142013
PBF
PBF Energy Inc.
4.08%1.93%0.49%0.00%4.23%3.83%3.67%3.39%4.30%3.26%4.50%3.81%
CVX
Chevron Corporation
4.56%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%

Drawdowns

PBF vs. CVX - Drawdown Comparison

The maximum PBF drawdown since its inception was -91.51%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for PBF and CVX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-58.59%
-17.54%
PBF
CVX

Volatility

PBF vs. CVX - Volatility Comparison

PBF Energy Inc. (PBF) has a higher volatility of 9.91% compared to Chevron Corporation (CVX) at 6.03%. This indicates that PBF'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%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.91%
6.03%
PBF
CVX

Financials

PBF vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between PBF Energy Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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