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STM vs. CVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STM vs. CVX - Performance Comparison

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

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Returns By Period

In the year-to-date period, STM achieves a 102.77% return, which is significantly higher than CVX's 31.60% return. Over the past 10 years, STM has outperformed CVX with an annualized return of 23.44%, while CVX has yielded a comparatively lower 11.68% annualized return.


STM

1D
-1.26%
1M
-25.92%
6M
88.59%
YTD
102.77%
1Y
108.20%
3Y*
0.24%
5Y*
5.77%
10Y*
23.44%
ALL TIME*
10.37%

CVX

1D
2.35%
1M
18.79%
6M
13.38%
YTD
31.60%
1Y
35.24%
3Y*
11.23%
5Y*
18.87%
10Y*
11.68%
ALL TIME*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.44B$1.41B$1.67B
$760.73M$779.02M$847.43M

STM vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STM
STMicroelectronics N.V.
102.77%5.28%-49.67%41.66%-26.76%32.39%38.91%96.34%-35.65%94.77%
CVX
Chevron Corporation
31.60%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%

Correlation

The correlation between STM and CVX is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2001

0.33

The correlation between STM and CVX shifts across timeframes, from -0.11 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

STM:

$46.76B

CVX:

$392.09B

EPS

STM:

$0.49

CVX:

$10.42

PE Ratio

STM:

106.24

CVX:

18.89

PS Ratio

STM:

3.78

CVX:

1.86

PB Ratio

STM:

2.76

CVX:

2.05

Total Revenue (TTM)

STM:

$13.08B

CVX:

$208.71B

Gross Profit (TTM)

STM:

$4.49B

CVX:

$64.69B

EBITDA (TTM)

STM:

$2.21B

CVX:

$55.77B

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Return for Risk

STM vs. CVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STM
STM Risk / Return Rank: 8787
Overall Rank
STM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STM Sortino Ratio Rank: 8585
Sortino Ratio Rank
STM Omega Ratio Rank: 8787
Omega Ratio Rank
STM Calmar Ratio Rank: 8585
Calmar Ratio Rank
STM Martin Ratio Rank: 8989
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CVX Omega Ratio Rank: 8181
Omega Ratio Rank
CVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CVX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STM vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.


STMCVXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.76

1.70

+1.06

Martin ratioReturn relative to average drawdown

9.16

4.61

+4.56

STM vs. CVX - Sharpe Ratio Comparison

The current STM Sharpe Ratio is 1.84, which is comparable to the CVX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of STM 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.


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Drawdowns

STM vs. CVX - Drawdown Comparison

The maximum STM drawdown since its inception was -94.40%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for STM and CVX.


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Drawdown Indicators


STMCVXDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-55.77%

-38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-39.41%

-20.81%

-18.60%

Max Drawdown (3Y)

Largest decline over 3 years

-65.26%

-20.81%

-44.45%

Max Drawdown (5Y)

Largest decline over 5 years

-66.66%

-24.95%

-41.71%

Max Drawdown (10Y)

Largest decline over 10 years

-66.66%

-55.77%

-10.89%

Current Drawdown

Current decline from peak

-34.36%

-5.93%

-28.43%

Average Drawdown

Average peak-to-trough decline

-55.03%

-11.40%

-43.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

7.66%

+4.19%

Volatility

STM vs. CVX - Volatility Comparison

STMicroelectronics N.V. (STM) has a higher volatility of 28.39% compared to Chevron Corporation (CVX) at 6.84%. This indicates that STM'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.


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Volatility by Period


STMCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.39%

6.84%

+21.55%

Volatility (6M)

Calculated over the trailing 6-month period

51.19%

18.21%

+32.98%

Volatility (1Y)

Calculated over the trailing 1-year period

59.10%

22.82%

+36.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.04%

25.15%

+21.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.13%

29.24%

+15.89%

Dividends

STM vs. CVX - Dividend Comparison

STM's dividend yield for the trailing twelve months is around 0.69%, less than CVX's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.55%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
STM
STMicroelectronics N.V.
0.69%1.39%1.32%0.48%0.67%0.45%0.50%0.89%1.73%0.98%2.10%5.11%

Financials

STM vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between STMicroelectronics N.V. 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

STM vs. CVX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported a gross profit of 1.22B and revenue of 3.49B. Therefore, the gross margin over that period was 34.8%.

CVX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported a gross profit of 30.59B and revenue of 67.20B. Therefore, the gross margin over that period was 45.5%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported an operating income of 220.00M and revenue of 3.49B, resulting in an operating margin of 6.3%.

CVX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported an operating income of 21.48B and revenue of 67.20B, resulting in an operating margin of 32.0%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, STMicroelectronics N.V. reported a net income of 222.00M and revenue of 3.49B, resulting in a net margin of 6.4%.

CVX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chevron Corporation reported a net income of 12.07B and revenue of 67.20B, resulting in a net margin of 18.0%.


Frequently Asked Questions


STM and CVX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STM has higher volatility (28.39%) compared to CVX (6.84%). In terms of maximum drawdown, STM dropped -94.40% vs CVX's -55.77%.

STM currently has the higher Sharpe Ratio (1.84 vs 1.55), 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.

Portfolio Optimizer

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