Chevron Corporation

10-Year Study

CHV.XETRA · Energy · DE · Common Stock

Executive Summary: Chevron Corporation has compounded at 68.8% annually over the last 10 years, with a maximum drawdown of 97.5% and an annualized volatility of 251.5%.

1Y CAGR
+40.6%
3Y CAGR
+7.6%
5Y CAGR
+17.7%
10Y CAGR
+68.8%

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 →
97.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
354.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7135.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1829.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +3146.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -96.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262872.77.118.2-13.7————————3146.5%
20253313.85.23.3-22.60.81.78.84.4-4.03.6-3.4-96.221.9%
20240.94.02.95.7-3.80.41.0-9.9-1.24.413.0-97.2-96.8%
2023-3.8-4.4-1.11.5-5.10.82.50.68.1-13.8-4.64.6-15.2%
2022920.410.516.42.110.4-16.314.50.9-6.922.8-2.6-5.81400.7%
20213.017.38.3-2.90.32.7-2.9-2.07.511.63.6-88.8-82.6%
2020-9.2-14.4-17.924.1-3.6-2.8-10.42.6-13.4-3.627.5-7.0-32.4%
2019——————————1507.81.51532.0%

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 251.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.7% of variance. Idiosyncratic stock-specific factors contribute 38.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-11-01160776.1684836412
2019-12-01163200.17755898522
2020-01-01148261.91596881402
2020-02-01126946.92500504019
2020-03-01104191.37218840365
2020-04-01129305.0685555579
2020-05-01124597.85275434886
2020-06-01121168.70421780826
2020-07-01108569.26036548118
2020-08-01111427.31141730034
2020-09-0196487.47220976804
2020-10-0192992.65535057128
2020-11-01118557.15587866241
2020-12-01110247.45083336091
2021-01-01113587.26678682872
2021-02-01133269.42378185474
2021-03-01144311.75929876717
2021-04-01140095.9713055436
2021-05-01140518.5755561507
2021-06-01144344.8892633505
2021-07-01140190.23394286988
2021-08-01137454.84264087697
2021-09-01147789.0251648216
2021-10-01164979.13833580576
2021-11-01170953.57528232565
2021-12-0119227.2115885162
2022-01-01196192.88943185817
2022-02-01216805.2490634281
2022-03-01252327.47317266924
2022-04-01257562.40198116927
2022-05-01284335.16020569974
2022-06-01237939.01123284455
2022-07-01272487.8454302814
2022-08-01274904.9524296706
2022-09-01256062.67947726502
2022-10-01314556.78718378476
2022-11-01306435.41021096567
2022-12-01288542.66570777755
2023-01-01277598.5368715941
2023-02-01265487.9571990407
2023-03-01262651.0067794264
2023-04-01266678.8611045079
2023-05-01253036.41497431762
2023-06-01255156.92990981825
2023-07-01261518.08031198
2023-08-01263088.598394964
2023-09-01284477.73737471
2023-10-01245264.0858426439
2023-11-01233990.03777581855
2023-12-01244715.8638096585
2024-01-01246947.60076911736
2024-02-01256809.28689340988
2024-03-01264260.9652964382
2024-04-01279273.37490258145
2024-05-01268561.7474249915
2024-06-01269625.6531328894
2024-07-01272413.89461647946
2024-08-01245424.4112069666
2024-09-01242569.71259203984
2024-10-01253172.68167388337
2024-11-01286190.2410201939
2024-12-017927.527201959504
2025-01-01270627.44015719363
2025-02-01284611.440446064
2025-03-01293942.2583283433
2025-04-01227568.14910525412
2025-05-01229486.33461419254
2025-06-01233384.23270915268
2025-07-01253829.7593047853
2025-08-01264915.084894788
2025-09-01254445.227277788
2025-10-01263562.86961414746
2025-11-01254718.1550812598
2025-12-019662.906524859402
2026-01-01287251.1886955396
2026-02-01307595.9449822314
2026-03-01363680.24216965714
2026-04-01313709.2122565289
Annual Return Matrix
YearAnnual Return
2020-0.3244648842767691
2021-0.8255994905716402
202214.006994871794872
2023-0.15189019547807436
2024-0.96760517655641
20250.21890550214333548
202631.465305490585145
Total Factor Risk
2.514840308165014
VTI.US Exposure
0.306512682272346
VEA.US Exposure
0.0050921647525877176
VWO.US Exposure
0.0037161783182385437
QQQ.US Exposure
0.03933227031512805
VTV.US Exposure
0.05146124657699248
IJR.US Exposure
0.01415127371136699
QUAL.US Exposure
-0.000010566712315737992
SHV.US Exposure
0.048487074362899486
TLT.US Exposure
0.008201644522176118
LQD.US Exposure
0.005229006265203941
HYG.US Exposure
0.002796779995686924
GLD.US Exposure
0.010742335857590544
USO.US Exposure
0.010092781259485083
VNQ.US Exposure
0.015278964274134384
BTC-USD.CC Exposure
0.004099304623238822
CPER.US Exposure
0.0023435627911562356
VIX.INDX Exposure
0.014250715887134214
UUP.US Exposure
0.07078112427366953
TIP.US Exposure
0.0008594495804836068
Idiosyncratic Exposure
0.38658200707279694
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
251.5%

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 →30.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$347.6B
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
$2,968
Avg Yield on Cost
29.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2,968.2329.68%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 →
-3.1%
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 →
+15.3%
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 →
14.8% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chevron Corporation a high-risk investment?

Chevron Corporation (CHV.XETRA) has an annualized volatility of 251.5% and experienced a maximum drawdown of 97.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CHV.XETRA?

Over the past 10 years, CHV.XETRA has generated a Compound Annual Growth Rate (CAGR) of 68.8%. It has had a positive return in 43% 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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