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. Data as of 2026-10-29.
| Last close price | $229.20 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +21.42% |
| Total return over period | +78.45% |
| Annualized volatility | 22.65% |
| Period volatility | 39.13% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.69 |
| Sortino ratio | 2.33 |
| Max drawdown | -20.81% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.38% |
| Correlation with the S&P 500 | 0.20 |
| Period range | $126.30 – $233.21 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Chevron Corporation (CVX) has posted an annualized return of +21.42% with annual volatility of 22.65%, a Sharpe ratio of 1.69. Its worst stretch (max drawdown from a peak) was -20.81%. Its correlation with the S&P 500 is 0.20, 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.
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Is it part of the S&P 500?
Yes, Chevron Corporation (CVX) is of the S&P 500.
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