Chevron Corporation (CVX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Chevron Corporation, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $214.06 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +13.21% |
| Total return over period | +44.75% |
| Annualized volatility | 22.98% |
| Period volatility | 39.67% |
| Sharpe ratio | 0.41 |
| Sortino ratio | 0.55 |
| Max drawdown | -20.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.54% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $126.30 – $214.06 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Chevron Corporation (CVX) has posted an annualized return of +13.21% with annual volatility of 22.98%, a Sharpe ratio of 0.41. Its worst stretch (max drawdown from a peak) was -20.81%. Its correlation with the S&P 500 is 0.22, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CVX would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with CVX →
Other Energy stocks
Is it part of the S&P 500?
Yes, Chevron Corporation (CVX) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio