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

Performance

UL vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Unilever Group (UL) 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, UL achieves a -8.35% return, which is significantly lower than CVX's 25.18% return. Over the past 10 years, UL has underperformed CVX with an annualized return of 5.33%, while CVX has yielded a comparatively higher 10.94% annualized return.


UL

1D
1.03%
1M
4.77%
YTD
-8.35%
6M
-7.70%
1Y
-13.60%
3Y*
5.05%
5Y*
0.66%
10Y*
5.33%

CVX

1D
0.75%
1M
-1.13%
YTD
25.18%
6M
27.20%
1Y
33.69%
3Y*
10.25%
5Y*
16.33%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UL vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UL
The Unilever Group
-8.35%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%
CVX
Chevron Corporation
25.18%10.10%1.29%-13.63%58.46%46.24%-25.95%15.27%-9.75%10.59%

Correlation

The correlation between UL and CVX is -0.12, 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

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

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

0.31

The correlation between UL and CVX shifts across timeframes, from -0.12 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UL:

$129.35B

CVX:

$371.80B

EPS

UL:

€5.06

CVX:

$5.75

PE Ratio

UL:

10.06

CVX:

32.54

PEG Ratio

UL:

1.97

CVX:

3.17

PS Ratio

UL:

1.09

CVX:

1.93

PB Ratio

UL:

7.20

CVX:

2.02

Total Revenue (TTM)

UL:

€109.27B

CVX:

$185.89B

Gross Profit (TTM)

UL:

€90.89B

CVX:

$47.27B

EBITDA (TTM)

UL:

€24.12B

CVX:

$40.44B

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Return for Risk

UL vs. CVX — Risk / Return Rank

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

UL
UL Risk / Return Rank: 1616
Overall Rank
UL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UL Sortino Ratio Rank: 1414
Sortino Ratio Rank
UL Omega Ratio Rank: 1515
Omega Ratio Rank
UL Calmar Ratio Rank: 2121
Calmar Ratio Rank
UL Martin Ratio Rank: 1515
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 8080
Overall Rank
CVX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CVX Omega Ratio Rank: 7878
Omega Ratio Rank
CVX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CVX Martin Ratio Rank: 8080
Martin Ratio Rank
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.

UL vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) 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.


ULCVXDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.90

1.27

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.60

2.48

-3.08

Martin ratioReturn relative to average drawdown

-1.23

6.10

-7.33

UL vs. CVX - Sharpe Ratio Comparison

The current UL Sharpe Ratio is -0.70, which is lower than the CVX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of UL 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

UL vs. CVX - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, roughly equal to the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for UL and CVX.


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Drawdown Indicators


ULCVXDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-55.77%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-13.99%

-11.10%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-20.64%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-24.95%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-30.13%

-55.77%

+25.64%

Current Drawdown

Current decline from peak

-19.64%

-10.52%

-9.12%

Average Drawdown

Average peak-to-trough decline

-10.61%

-11.39%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.20%

5.68%

+6.52%

Volatility

UL vs. CVX - Volatility Comparison

The current volatility for The Unilever Group (UL) is 6.11%, while Chevron Corporation (CVX) has a volatility of 7.62%. This indicates that UL 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.


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Volatility by Period


ULCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

7.62%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.78%

17.86%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

22.06%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

25.15%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

29.16%

-7.55%

Dividends

UL vs. CVX - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 3.87%, more than CVX's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CVX
Chevron Corporation
3.73%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%
UL
The Unilever Group
3.87%3.51%3.29%3.83%3.57%3.77%3.07%3.18%3.49%2.80%3.42%3.02%

Financials

UL vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between The Unilever Group 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


20.00B30.00B40.00B50.00B60.00B70.00B202120222023202420252026
18.38B
47.56B
(UL) Total Revenue
(CVX) Total Revenue
Please note, different currencies. UL values in EUR, CVX values in USD

UL vs. CVX - Profitability Comparison

The chart below illustrates the profitability comparison between The Unilever Group 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

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%2021202220232024202520260
9.6%
Portfolio components
UL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a gross profit of 0.00 and revenue of 18.38B. Therefore, the gross margin over that period was 0.0%.

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%.

UL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported an operating income of 4.13B and revenue of 18.38B, resulting in an operating margin of 22.5%.

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%.

UL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Unilever Group reported a net income of 2.56B and revenue of 18.38B, resulting in a net margin of 14.0%.

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


UL and CVX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CVX has higher volatility (7.62%) compared to UL (6.11%). In terms of maximum drawdown, UL dropped -53.55% vs CVX's -55.77%.

CVX currently has the higher Sharpe Ratio (1.57 vs -0.70), 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

Find the right allocation for UL and CVX

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