OXY vs CVX: returns, Sharpe ratio and drawdown

Over the past year, OXY returned +42.61% against +42.36% for CVX. Over five years, CVX averaged +14.14% a year, compared with +13.72% for OXY. CVX had the higher Sharpe ratio over the past year (1.43 vs 1.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -21.53% for CVX and -27.63% for OXY.