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XONA.DE vs. CVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

XONA.DE vs. CVX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Exxon Mobil Corporation (XONA.DE) and Chevron Corporation (CVX). The values are adjusted to include any dividend payments, if applicable.

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XONA.DE vs. CVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XONA.DE
Exxon Mobil Corporation
36.24%4.06%15.69%-7.91%94.36%68.40%-42.37%8.15%-11.22%-15.30%
CVX
Chevron Corporation
34.21%-2.96%7.97%-16.22%68.28%57.18%-32.06%17.88%-5.51%-3.00%
Different Trading Currencies

XONA.DE is traded in EUR, while CVX is traded in USD. To make them comparable, the CVX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XONA.DE achieves a 36.24% return, which is significantly higher than CVX's 34.21% return. Over the past 10 years, XONA.DE has underperformed CVX with an annualized return of 10.80%, while CVX has yielded a comparatively higher 12.39% annualized return.


XONA.DE

1D
-7.30%
1M
5.53%
YTD
36.24%
6M
48.08%
1Y
31.05%
3Y*
14.73%
5Y*
28.05%
10Y*
10.80%

CVX

1D
1.25%
1M
6.09%
YTD
34.21%
6M
34.56%
1Y
17.23%
3Y*
7.89%
5Y*
18.79%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XONA.DE vs. CVX — Risk / Return Rank

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

XONA.DE
XONA.DE Risk / Return Rank: 7373
Overall Rank
XONA.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XONA.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XONA.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XONA.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XONA.DE Martin Ratio Rank: 7777
Martin Ratio Rank

CVX
CVX Risk / Return Rank: 6666
Overall Rank
CVX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CVX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CVX Omega Ratio Rank: 6666
Omega Ratio Rank
CVX Calmar Ratio Rank: 6464
Calmar Ratio Rank
CVX Martin Ratio Rank: 6464
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.

XONA.DE vs. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XONA.DE) 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.


XONA.DECVXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.62

+0.54

Sortino ratio

Return per unit of downside risk

1.60

0.97

+0.64

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

2.07

0.63

+1.44

Martin ratio

Return relative to average drawdown

5.19

1.17

+4.02

XONA.DE vs. CVX - Sharpe Ratio Comparison

The current XONA.DE Sharpe Ratio is 1.16, which is higher than the CVX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XONA.DE 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.


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Sharpe Ratios by Period


XONA.DECVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.62

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.73

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.42

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.35

-0.05

Correlation

The correlation between XONA.DE and CVX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XONA.DE vs. CVX - Dividend Comparison

XONA.DE's dividend yield for the trailing twelve months is around 2.15%, less than CVX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
XONA.DE
Exxon Mobil Corporation
2.15%2.99%3.01%3.22%2.84%4.70%7.80%4.22%3.94%3.34%2.67%3.16%
CVX
Chevron Corporation
3.47%4.49%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%

Drawdowns

XONA.DE vs. CVX - Drawdown Comparison

The maximum XONA.DE drawdown since its inception was -63.51%, which is greater than CVX's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for XONA.DE and CVX.


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Drawdown Indicators


XONA.DECVXDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-55.77%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-19.98%

-14.34%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-24.95%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-63.51%

-55.77%

-7.74%

Current Drawdown

Current decline from peak

-8.37%

-5.77%

-2.60%

Average Drawdown

Average peak-to-trough decline

-16.01%

-11.39%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

8.77%

-2.70%

Volatility

XONA.DE vs. CVX - Volatility Comparison

Exxon Mobil Corporation (XONA.DE) has a higher volatility of 11.37% compared to Chevron Corporation (CVX) at 8.48%. This indicates that XONA.DE'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


XONA.DECVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.37%

8.48%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

18.98%

16.33%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

27.86%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.69%

25.76%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

29.62%

-2.03%

Financials

XONA.DE vs. CVX - Financials Comparison

This section allows you to compare key financial metrics between Exxon Mobil Corporation 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


Please note, different currencies. XONA.DE values in EUR, CVX values in USD