Chevron Corp

10-Year Study

CVX.US · Energy · US · Common Stock

Executive Summary: Chevron Corp has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 40.7% and an annualized volatility of 29.0%.

1Y CAGR
+46.7%
3Y CAGR
+12.3%
5Y CAGR
+17.5%
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 →
40.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +58.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -26.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202616.16.610.8-9.1————————24.7%
20253.07.55.5-18.71.74.75.97.1-3.31.6-3.10.810.1%
2024-1.24.23.82.21.7-3.62.6-6.8-0.51.19.9-10.61.3%
2023-3.0-6.81.53.3-9.84.54.0-0.64.7-13.6-0.43.9-13.6%
202211.910.813.1-3.812.4-17.113.1-2.6-9.125.92.1-2.158.5%
20210.919.04.8-1.61.90.9-2.8-3.74.812.9-0.34.046.2%
2020-11.1-11.9-22.427.01.1-2.7-5.91.4-14.2-3.527.3-3.1-26.0%
20195.45.33.0-2.5-4.29.3-1.1-3.40.7-2.11.82.915.3%
20180.1-9.81.99.70.21.7-0.1-5.33.2-8.77.6-8.5-9.7%
2017-5.42.0-4.6-0.6-2.00.84.7-0.49.2-1.43.65.210.6%
2016———7.1-0.13.8-2.2-0.82.31.87.65.527.3%

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 29.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 26.9% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110710.701241899436
2016-05-0110698.933178563528
2016-06-0111104.642773543343
2016-07-0110855.701738915735
2016-08-0110766.703755839944
2016-09-0111017.183937715841
2016-10-0111213.07249062884
2016-11-0112061.623607953543
2016-12-0112725.461022699215
2017-01-0112038.90515325738
2017-02-0112279.66946812843
2017-03-0111719.724492642556
2017-04-0111646.582932780952
2017-05-0111410.019207275034
2017-06-0111503.730828798729
2017-07-0112039.610595746182
2017-08-0111985.724409272078
2017-09-0113086.07039674727
2017-10-0112906.775775104932
2017-11-0113376.071390779867
2017-12-0114073.032536931518
2018-01-0114091.021320395947
2018-02-0112706.558370556113
2018-03-0112947.24252150798
2018-04-0114204.052446442485
2018-05-0114235.140014301243
2018-06-0114479.078820371898
2018-07-0114460.753348446904
2018-08-0113696.390379047076
2018-09-0114138.061508171908
2018-10-0112909.02036484203
2018-11-0113886.2987035891
2018-12-0112701.283584673942
2019-01-0113385.434536540317
2019-02-0114101.362465970416
2019-03-0114525.878516390316
2019-04-0114157.961430000816
2019-05-0113557.74484932415
2019-06-0114818.84772240089
2019-07-0114660.461109313825
2019-08-0114162.70746281371
2019-09-0114268.57946746695
2019-10-0113972.62273263557
2019-11-0114230.579401651123
2019-12-0114641.228667582598
2020-01-0113016.856868925577
2020-02-0111472.787555994499
2020-03-018906.339683384585
2020-04-0111308.082767643276
2020-05-0111436.68172679495
2020-06-0111128.627818162577
2020-07-0110468.86273051135
2020-08-0110618.512734840202
2020-09-019109.186464482575
2020-10-018792.8917049583
2020-11-0111191.989379883986
2020-12-0110841.528758004366
2021-01-0110937.805624941882
2021-02-0113019.261786501038
2021-03-0113642.888979385047
2021-04-0113418.959087542205
2021-05-0113678.096972689755
2021-06-0113803.296981668116
2021-07-0113417.163415752531
2021-08-0112924.908853623889
2021-09-0113549.978997053176
2021-10-0115291.636337983911
2021-11-0115249.50218206188
2021-12-0115854.78787023706
2022-01-0117743.578068434334
2022-02-0119659.640031937306
2022-03-0122230.416756183044
2022-04-0121389.417080045278
2022-05-0124041.672411747542
2022-06-0119928.73427584725
2022-07-0122544.066106374317
2022-08-0121954.396349655777
2022-09-0119955.63728712471
2022-10-0125126.851385713508
2022-11-0125658.562628863496
2022-12-0125123.853255136102
2023-01-0124358.207663029363
2023-02-0122702.486043461675
2023-03-0123039.992176001488
2023-04-0123805.349177999175
2023-05-0121477.469128874724
2023-06-0122437.127438185606
2023-07-0123336.90329986757
2023-08-0123192.624278123905
2023-09-0124275.23800667605
2023-10-0120979.907715296238
2023-11-0120889.9637979741
2023-12-0121698.801709736068
2024-01-0121447.11906907244
2024-02-0122354.68686369889
2024-03-0123197.35394935564
2024-04-0123716.47945719407
2024-05-0124108.962005508864
2024-06-0123235.511974886253
2024-07-0123837.126155562895
2024-08-0122223.298200159687
2024-09-0122121.153334338058
2024-10-0122353.98142121009
2024-11-0124571.331458566478
2024-12-0121978.076771382122
2025-01-0122638.155735222383
2025-02-0124336.031849175193
2025-03-0125666.21518697057
2025-04-0120874.79904690361
2025-05-0121228.449437315674
2025-06-0122236.298862038097
2025-07-0123548.515774587126
2025-08-0125217.568301631927
2025-09-0124383.78329993546
2025-10-0124765.347213231616
2025-11-0123995.61408323991
2025-12-0124198.844590387173
2026-01-0128087.235024271384
2026-02-0129942.827092839438
2026-03-0133171.829757488114
2026-04-0130165.68278816524
Annual Return Matrix
YearAnnual Return
20170.10589569303843316
2018-0.09747358635444991
20190.1527361443413091
2020-0.2595205631881984
20210.4624125641442747
20220.5846224787591845
2023-0.13632668168446038
20240.012870529229304983
20250.10104468385044219
20260.24657533443346114
Total Factor Risk
0.289736630512091
VTI.US Exposure
-0.014989982587482983
VEA.US Exposure
0.008416848691229061
VWO.US Exposure
0.010599786520973884
QQQ.US Exposure
-0.0015780118920513916
VTV.US Exposure
0.26922591962880155
IJR.US Exposure
0.055391279810359746
QUAL.US Exposure
-0.0065858075065193
SHV.US Exposure
0.20684366277373695
TLT.US Exposure
0.018503047528835942
LQD.US Exposure
-0.0022534595360543665
HYG.US Exposure
0.0009874412710856374
GLD.US Exposure
-0.0004666683350280694
USO.US Exposure
0.13725883499110247
VNQ.US Exposure
-0.012113601074026953
BTC-USD.CC Exposure
0.001746499467767006
CPER.US Exposure
0.035457827103889915
VIX.INDX Exposure
-0.003360105858414859
UUP.US Exposure
0.02709888434447236
TIP.US Exposure
0.09139435017025123
Idiosyncratic Exposure
0.1784232544870721
Value Score
38
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.0%

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 →30.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.46%
Market Cap$397.8B
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
$4,888
Avg Yield on Cost
8.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$827.298.27%Solid
2021$851.348.51%Solid
2022$910.669.11%Solid
2023$968.389.68%Solid
2024$1,045.3410.45%Solid
2026$285.382.85%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 →
-1.8%
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 →
+16.0%
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 →
10.9% 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 Corp a high-risk investment?

Chevron Corp (CVX.US) has an annualized volatility of 29.0% and experienced a maximum drawdown of 40.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CVX.US?

Over the past 10 years, CVX.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 70% 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.

Run a Full Backtest on Chevron Corp

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest