Chevron CDR (CAD Hedged)

10-Year Study

CHEV.TO · Energy · CA · Common Stock

Executive Summary: Chevron CDR (CAD Hedged) has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 21.9% and an annualized volatility of 113.0%.

1Y CAGR
+39.7%
3Y CAGR
+6.2%
5Y CAGR
+11.0%
10Y CAGR
+11.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +30.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -4.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202615.96.610.1-9.3————————23.5%
20252.85.85.6-19.00.34.55.65.9-3.51.5-4.50.72.9%
2024-1.53.33.42.20.6-4.02.7-7.9-0.80.89.9-11.7-4.6%
20237.4-1.837.32.7-10.54.43.6-1.54.6-14.6-1.44.830.7%
2022———————-0.4-2.6-10.13.93.1-6.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 113.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-07-0110000
2022-08-019964.60153763051
2022-09-019705.015329965026
2022-10-018725.663484533165
2022-11-019067.846491529119
2022-12-019346.312498540985
2023-01-0110035.39846236949
2023-02-019852.507374631268
2023-03-0113526.09858957818
2023-04-0113893.941539751233
2023-05-0112434.626170797843
2023-06-0112983.376488122718
2023-07-0113447.73178327579
2023-08-0113242.650661576927
2023-09-0113845.715812795917
2023-10-0111825.532803709435
2023-11-0111662.71008416586
2023-12-0112217.488617360146
2024-01-0112036.581250208326
2024-02-0112428.59795492843
2024-03-0112850.694847926212
2024-04-0113134.142775927467
2024-05-0113218.537798099267
2024-06-0112687.872128382636
2024-07-0113025.57399920862
2024-08-0112000.411954991838
2024-09-0111909.988716950624
2024-10-0112000.411954991838
2024-11-0113188.396718752196
2024-12-0111650.65365242703
2025-01-0111982.327307383597
2025-02-0112681.843912513223
2025-03-0113393.416949381673
2025-04-0110854.624702317386
2025-05-0110890.85488860326
2025-06-0111385.351263103406
2025-07-0112024.524818469497
2025-08-0112730.069639468538
2025-09-0112283.859882993094
2025-10-0112470.795466014328
2025-11-0111903.96050108121
2025-12-0111988.35552325301
2026-01-0113899.969755620648
2026-02-0114820.88628904513
2026-03-0116318.806595990529
2026-04-0114802.61896822872
Annual Return Matrix
YearAnnual Return
20230.30719881442733366
2024-0.04639537491589607
20250.028985658736463416
20260.234749748580368
Total Factor Risk
1.1302758176597434
VTI.US Exposure
0.029720630240195653
VEA.US Exposure
0.03525381725667988
VWO.US Exposure
-0.0031169504941742573
QQQ.US Exposure
-0.000769764597277298
VTV.US Exposure
0.02361821303531668
IJR.US Exposure
-0.011207648423302328
QUAL.US Exposure
-0.0027776261514420035
SHV.US Exposure
0.8262825008530915
TLT.US Exposure
-0.0011019698359751588
LQD.US Exposure
0.013595349113716935
HYG.US Exposure
0.010529674109195683
GLD.US Exposure
-0.00011066061597204156
USO.US Exposure
0.0257790536337253
VNQ.US Exposure
-0.0009529431476927942
BTC-USD.CC Exposure
0.0004595825423067036
CPER.US Exposure
-0.00021851488416427245
VIX.INDX Exposure
0.001026154446882367
UUP.US Exposure
0.0006413063278586553
TIP.US Exposure
0.009127936112248708
Idiosyncratic Exposure
0.04422186047878228
Value Score
38.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
113.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →28.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →26.73%
Market Cap$303.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$140
Avg Yield on Cost
1.40%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$140.051.40%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chevron CDR (CAD Hedged) a high-risk investment?

Chevron CDR (CAD Hedged) (CHEV.TO) has an annualized volatility of 113.0% and experienced a maximum drawdown of 21.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHEV.TO?

Over the past 10 years, CHEV.TO has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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