Chevron Sortino Ratio

Chevron Corporation -- USA Stock  

USD 114.50  0.80  0.70%

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Chevron Corporation has current Sortino Ratio of 0.3076. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio 
ER[a] - ER[b] 
ER[a] =   Expected return on investing in Chevron
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Chevron Corporation is number one stock in sortino ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  15.35  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for Chevron Corporation is roughly  15.35 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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Chevron Corporation, through its subsidiaries, engages in integrated energy, chemicals, and petroleum operations worldwide. Chevron Corporation was founded in 1879 and is headquartered in San Ramon, California. Chevron operates under Major Integrated Oil Gas classification in USA and traded on New York Stock Exchange. It employs 51900 people. more
NameChevron Corporation
Chairman and CEOJohn WatsonView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock View All
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00093410.0
CurrencyUSD - US Dollar