SHEL vs. CVX
Compare and contrast key facts about Shell plc (SHEL) and Chevron Corporation (CVX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHEL or CVX.
Performance
SHEL vs. CVX - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly lower than CVX's 11.74% return. Over the past 10 years, SHEL has underperformed CVX with an annualized return of 4.29%, while CVX has yielded a comparatively higher 7.66% annualized return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
CVX
11.74%
7.08%
0.34%
15.38%
11.40%
7.66%
Fundamentals
| SHEL | CVX | |
|---|---|---|
| Market Cap | $202.21B | $279.03B |
| EPS | $4.92 | $9.02 |
| PE Ratio | 13.33 | 17.22 |
| PEG Ratio | 2.49 | 3.31 |
| Total Revenue (TTM) | $290.55B | $199.26B |
| Gross Profit (TTM) | $42.07B | $17.54B |
| EBITDA (TTM) | $50.96B | $41.42B |
Key characteristics
| SHEL | CVX | |
|---|---|---|
| Sharpe Ratio | 0.26 | 0.93 |
| Sortino Ratio | 0.45 | 1.37 |
| Omega Ratio | 1.06 | 1.18 |
| Calmar Ratio | 0.41 | 0.82 |
| Martin Ratio | 0.94 | 2.90 |
| Ulcer Index | 4.70% | 6.05% |
| Daily Std Dev | 17.07% | 18.84% |
| Max Drawdown | -67.46% | -55.77% |
| Current Drawdown | -9.45% | -7.76% |
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Correlation
The correlation between SHEL and CVX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SHEL vs. CVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) 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.
Dividends
SHEL vs. CVX - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, more than CVX's 4.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
CVX Chevron Corporation | 4.04% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Drawdowns
SHEL vs. CVX - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for SHEL and CVX. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. CVX - Volatility Comparison
The current volatility for Shell plc (SHEL) is 4.92%, while Chevron Corporation (CVX) has a volatility of 5.21%. This indicates that SHEL 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.
Financials
SHEL vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Shell plc 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.
Total Revenue: Total amount of money received from sales and other business activities