CVX vs XOM: returns, Sharpe ratio and drawdown

Over the past year, XOM returned +52.57% against +42.36% for CVX. Over five years, XOM averaged +22.03% a year, compared with +14.14% for CVX. XOM had the higher Sharpe ratio over the past year (1.61 vs 1.43), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.65% for XOM and -21.53% for CVX.