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Valero Energy Corporation (VLO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS91913Y1001
CUSIP91913Y100
SectorEnergy
IndustryOil & Gas Refining & Marketing

Highlights

Market Cap$56.40B
EPS$24.92
PE Ratio6.81
PEG Ratio0.21
Revenue (TTM)$139.00B
Gross Profit (TTM)$19.22B
EBITDA (TTM)$14.66B
Year Range$100.82 - $171.85
Target Price$156.80
Short %3.64%
Short Ratio2.89

Share Price Chart


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Valero Energy Corporation

Popular comparisons: VLO vs. MPC, VLO vs. COP, VLO vs. SPY, VLO vs. AVEMX, VLO vs. VOO, VLO vs. QQQ, VLO vs. ^GSPC, VLO vs. ABBV, VLO vs. JEPI, VLO vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Valero Energy Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%OctoberNovemberDecember2024FebruaryMarch
30,550.23%
3,013.35%
VLO (Valero Energy Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Valero Energy Corporation had a return of 30.07% year-to-date (YTD) and 27.49% in the last 12 months. Over the past 10 years, Valero Energy Corporation had an annualized return of 16.75%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date30.07%10.04%
1 month15.66%3.53%
6 months18.41%22.79%
1 year27.49%32.16%
5 years (annualized)19.92%13.15%
10 years (annualized)16.75%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.66%1.84%
20231.57%9.09%-10.38%-0.49%3.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Valero Energy Corporation (VLO) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VLO
Valero Energy Corporation
1.07
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Valero Energy Corporation Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.07
2.76
VLO (Valero Energy Corporation)
Benchmark (^GSPC)

Dividends

Dividend History

Valero Energy Corporation granted a 2.46% dividend yield in the last twelve months. The annual payout for that period amounted to $4.13 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.13$4.08$3.92$3.92$3.92$3.60$3.20$2.80$2.40$1.70$1.05$0.83

Dividend yield

2.46%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.65%

Monthly Dividends

The table displays the monthly dividend distributions for Valero Energy Corporation. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$1.07$0.00
2023$0.00$1.02$0.00$0.00$1.02$0.00$0.00$1.02$0.00$0.00$1.02$0.00
2022$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00
2021$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00
2020$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00
2019$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.90$0.00$0.00$0.90$0.00
2018$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00$0.00$0.80$0.00
2017$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00$0.00$0.70$0.00
2016$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00$0.00$0.60$0.00
2015$0.00$0.40$0.00$0.00$0.40$0.00$0.40$0.00$0.00$0.00$0.50$0.00
2014$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.28$0.00$0.00$0.28$0.00
2013$0.18$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.23$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%2.5%
Valero Energy Corporation has a dividend yield of 2.46%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%16.7%
Valero Energy Corporation has a payout ratio of 16.71%, which is below the market average. This means Valero Energy Corporation returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.85%
0
VLO (Valero Energy Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Valero Energy Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Valero Energy Corporation was 81.53%, occurring on Nov 20, 2008. Recovery took 1572 trading sessions.

The current Valero Energy Corporation drawdown is 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.53%Jul 11, 2007347Nov 20, 20081572Feb 23, 20151919
-71.88%Jun 5, 2018453Mar 23, 2020515Apr 6, 2022968
-68.97%Jul 16, 1985653Feb 12, 1988288Apr 5, 1989941
-54.11%May 22, 2001346Oct 9, 2002321Jan 20, 2004667
-53.4%Mar 3, 1998252Mar 2, 1999431Nov 10, 2000683

Volatility

Volatility Chart

The current Valero Energy Corporation volatility is 7.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
7.32%
2.82%
VLO (Valero Energy Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Valero Energy Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

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Other Non-Operating Income (Expenses)

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Values in undefined except per share items