CVX vs EOG: returns, Sharpe ratio and drawdown

Over the past year, CVX returned +39.51% against +32.69% for EOG. Over five years, CVX averaged +14.10% a year, compared with +10.66% for EOG. CVX had the higher Sharpe ratio over the past year (1.34 vs 0.97), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.32% for EOG and -21.53% for CVX.