Chevron Corporation (CVX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Chevron Corporation, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $192.56 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +10.17% |
| Total return over period | +33.50% |
| Annualized volatility | 22.79% |
| Sharpe ratio | 0.28 |
| Sortino ratio | 0.38 |
| Max drawdown | -20.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.55% |
| Correlation with the S&P 500 | 0.24 |
| Period range | $126.30 – $209.23 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Chevron Corporation (CVX) has posted an annualized return of +10.17% with annual volatility of 22.79%, a Sharpe ratio of 0.28. Its worst stretch (max drawdown from a peak) was -20.81%. Its correlation with the S&P 500 is 0.24, 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 S&P 500 stocks, try the optimizer.
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