SGSOY vs. CVX

Last updated Jun 3, 2026

SGSOY (SGS SA) and CVX (Chevron Corporation) are both stocks. SGSOY operates in Consulting Services (Industrials), while CVX operates in Oil & Gas Integrated (Energy). Over the past 10 years, SGSOY returned 5.61%/yr vs 11.03%/yr for CVX. At a 0.29 correlation, their price movements are largely independent.

Performance

SGSOY vs. CVX - Performance Comparison

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

Returns By Period

In the year-to-date period, SGSOY achieves a 0.34% return, which is significantly lower than CVX's 25.40% return. Over the past 10 years, SGSOY has underperformed CVX with an annualized return of 5.61%, while CVX has yielded a comparatively higher 11.03% annualized return.

SGSOY

• 1D: -2.22%
• 1M: 1.95%
• YTD: 0.34%
• 6M: 2.13%
• 1Y: 9.89%
• 3Y*: 10.16%
• 5Y*: 1.42%
• 10Y*: 5.61%

CVX

• 1D: 0.93%
• 1M: -0.71%
• YTD: 25.40%
• 6M: 27.20%
• 1Y: 41.76%
• 3Y*: 10.84%
• 5Y*: 16.44%
• 10Y*: 11.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGSOY vs. CVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGSOY SGS SA	0.34%	19.14%	20.15%	-4.05%	-29.29%	16.08%	12.53%	23.36%	-12.00%	35.62%
CVX Chevron Corporation	25.40%	10.10%	1.29%	-13.63%	58.46%	46.24%	-25.95%	15.27%	-9.75%	10.59%

Correlation

The correlation between SGSOY and CVX is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007	0.29

The correlation between SGSOY and CVX shifts across timeframes, from -0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SGSOY : $21.22B CVX : $372.46B
EPS SGSOY : $0.65 CVX : $5.75
PE Ratio SGSOY : 16.94 CVX : 32.60
PEG Ratio SGSOY : 9.16 CVX : 3.17
PS Ratio SGSOY : 1.54 CVX : 1.93
PB Ratio SGSOY : 23.56 CVX : 2.03
Total Revenue (TTM) SGSOY : $13.71B CVX : $185.89B
Gross Profit (TTM) SGSOY : $8.66B CVX : $47.27B
EBITDA (TTM) SGSOY : $2.70B CVX : $40.44B

Return for Risk

SGSOY vs. CVX — Risk / Return Rank

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

SGSOY

SGSOY Risk / Return Rank: 52
SGSOY Sharpe Ratio Rank: 57
SGSOY Sortino Ratio Rank: 49
SGSOY Omega Ratio Rank: 47
SGSOY Calmar Ratio Rank: 53
SGSOY Martin Ratio Rank: 57

CVX

CVX Risk / Return Rank: 83
CVX Sharpe Ratio Rank: 86
CVX Sortino Ratio Rank: 82
CVX Omega Ratio Rank: 81
CVX Calmar Ratio Rank: 82
CVX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGSOY vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) 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.

	SGSOY	CVX	Difference
Sharpe ratio Return per unit of total volatility	0.48	1.90	-1.42
Sortino ratio Return per unit of downside risk	0.83	2.49	-1.67
Omega ratio Gain probability vs. loss probability	1.10	1.32	-0.23
Calmar ratio Return relative to maximum drawdown	0.56	3.07	-2.51
Martin ratio Return relative to average drawdown	1.66	7.97	-6.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGSOY vs. CVX - Sharpe Ratio Comparison

The current SGSOY Sharpe Ratio is 0.48, which is lower than the CVX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SGSOY and CVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGSOY	CVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	1.90	-1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.66	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.38	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.37	-0.08

Drawdowns

SGSOY vs. CVX - Drawdown Comparison

The maximum SGSOY drawdown since its inception was -53.49%, roughly equal to the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for SGSOY and CVX.

Drawdown Indicators

	SGSOY	CVX	Difference
Max Drawdown Largest peak-to-trough decline	-53.49%	-55.77%	+2.28%
Max Drawdown (1Y) Largest decline over 1 year	-17.90%	-13.99%	-3.91%
Max Drawdown (3Y) Largest decline over 3 years	-23.22%	-20.64%	-2.58%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-24.95%	-11.97%
Max Drawdown (10Y) Largest decline over 10 years	-36.92%	-55.77%	+18.85%
Current Drawdown Current decline from peak	-9.17%	-10.36%	+1.19%
Average Drawdown Average peak-to-trough decline	-12.26%	-11.39%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.03%	5.39%	+0.64%

Volatility

SGSOY vs. CVX - Volatility Comparison

The current volatility for SGS SA (SGSOY) is 5.79%, while Chevron Corporation (CVX) has a volatility of 8.25%. This indicates that SGSOY 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.

Volatility by Period

	SGSOY	CVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	8.25%	-2.46%
Volatility (6M) Calculated over the trailing 6-month period	15.79%	17.81%	-2.02%
Volatility (1Y) Calculated over the trailing 1-year period	20.66%	22.09%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	25.12%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.45%	29.16%	-7.71%

Dividends

SGSOY vs. CVX - Dividend Comparison

SGSOY's dividend yield for the trailing twelve months is around 3.74%, which matches CVX's 3.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CVX Chevron Corporation	3.72%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
SGSOY SGS SA	3.74%	3.19%	3.64%	3.96%	3.72%	2.52%	1.61%	1.69%	2.10%	4.35%	5.56%	2.04%

Financials

SGSOY vs. CVX - Profitability Comparison

The chart below illustrates the profitability comparison between SGS SA and Chevron Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SGSOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SGS SA reported a gross profit of 1.32B and revenue of 3.49B. Therefore, the gross margin over that period was 37.9%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a gross profit of 4.55B and revenue of 47.56B. Therefore, the gross margin over that period was 9.6%.

SGSOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SGS SA reported an operating income of 561.32M and revenue of 3.49B, resulting in an operating margin of 16.1%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported an operating income of 3.24B and revenue of 47.56B, resulting in an operating margin of 6.8%.

SGSOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SGS SA reported a net income of 351.08M and revenue of 3.49B, resulting in a net margin of 10.1%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chevron Corporation reported a net income of 2.21B and revenue of 47.56B, resulting in a net margin of 4.7%.

Frequently Asked Questions

Can I hold both SGSOY and CVX in my portfolio?

SGSOY and CVX have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGSOY or CVX?

CVX has higher volatility (8.25%) compared to SGSOY (5.79%). In terms of maximum drawdown, SGSOY dropped -53.49% vs CVX's -55.77%.

Which has better risk-adjusted returns?

CVX currently has the higher Sharpe Ratio (1.90 vs 0.48), 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.