PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RNGR vs. CVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RNGR and CVX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

RNGR vs. CVX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
53.64%
8.06%
RNGR
CVX

Key characteristics

Sharpe Ratio

RNGR:

2.31

CVX:

0.45

Sortino Ratio

RNGR:

3.03

CVX:

0.72

Omega Ratio

RNGR:

1.38

CVX:

1.09

Calmar Ratio

RNGR:

2.32

CVX:

0.41

Martin Ratio

RNGR:

10.23

CVX:

1.32

Ulcer Index

RNGR:

8.29%

CVX:

6.67%

Daily Std Dev

RNGR:

36.84%

CVX:

19.46%

Max Drawdown

RNGR:

-85.16%

CVX:

-55.77%

Current Drawdown

RNGR:

-0.06%

CVX:

-9.33%

Fundamentals

Market Cap

RNGR:

$395.52M

CVX:

$272.62B

EPS

RNGR:

$0.65

CVX:

$9.72

PE Ratio

RNGR:

27.35

CVX:

15.98

PEG Ratio

RNGR:

0.00

CVX:

3.57

Total Revenue (TTM)

RNGR:

$428.00M

CVX:

$197.31B

Gross Profit (TTM)

RNGR:

$38.70M

CVX:

$60.82B

EBITDA (TTM)

RNGR:

$53.00M

CVX:

$45.59B

Returns By Period

In the year-to-date period, RNGR achieves a 14.86% return, which is significantly higher than CVX's 8.44% return.


RNGR

YTD

14.86%

1M

1.08%

6M

53.65%

1Y

79.03%

5Y*

21.21%

10Y*

N/A

CVX

YTD

8.44%

1M

-2.73%

6M

8.06%

1Y

4.81%

5Y*

11.90%

10Y*

8.20%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RNGR vs. CVX — Risk-Adjusted Performance Rank

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

RNGR
The Risk-Adjusted Performance Rank of RNGR is 9191
Overall Rank
The Sharpe Ratio Rank of RNGR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of RNGR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of RNGR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of RNGR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of RNGR is 9191
Martin Ratio Rank

CVX
The Risk-Adjusted Performance Rank of CVX is 5656
Overall Rank
The Sharpe Ratio Rank of CVX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of CVX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CVX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CVX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CVX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RNGR vs. CVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ranger Energy Services, Inc. (RNGR) 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 RNGR, currently valued at 2.31, compared to the broader market-2.000.002.004.002.310.45
The chart of Sortino ratio for RNGR, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.006.003.030.72
The chart of Omega ratio for RNGR, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.09
The chart of Calmar ratio for RNGR, currently valued at 2.32, compared to the broader market0.002.004.006.002.320.41
The chart of Martin ratio for RNGR, currently valued at 10.23, compared to the broader market-10.000.0010.0020.0030.0010.231.32
RNGR
CVX

The current RNGR Sharpe Ratio is 2.31, which is higher than the CVX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of RNGR 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.31
0.45
RNGR
CVX

Dividends

RNGR vs. CVX - Dividend Comparison

RNGR's dividend yield for the trailing twelve months is around 1.12%, less than CVX's 4.25% yield.


TTM20242023202220212020201920182017201620152014
RNGR
Ranger Energy Services, Inc.
1.12%1.29%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
Chevron Corporation
4.25%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%

Drawdowns

RNGR vs. CVX - Drawdown Comparison

The maximum RNGR drawdown since its inception was -85.16%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for RNGR and CVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.06%
-9.33%
RNGR
CVX

Volatility

RNGR vs. CVX - Volatility Comparison

Ranger Energy Services, Inc. (RNGR) has a higher volatility of 9.41% compared to Chevron Corporation (CVX) at 7.06%. This indicates that RNGR'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%18.00%SeptemberOctoberNovemberDecember2025February
9.41%
7.06%
RNGR
CVX

Financials

RNGR vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between Ranger Energy Services, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab