COP vs. VLO
Compare and contrast key facts about ConocoPhillips Company (COP) and Valero Energy Corporation (VLO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COP or VLO.
Performance
COP vs. VLO - Performance Comparison
Returns By Period
In the year-to-date period, COP achieves a -0.52% return, which is significantly lower than VLO's 10.11% return. Over the past 10 years, COP has underperformed VLO with an annualized return of 7.80%, while VLO has yielded a comparatively higher 15.27% annualized return.
COP
-0.52%
7.04%
-6.40%
0.76%
18.83%
7.80%
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
Fundamentals
| COP | VLO | |
|---|---|---|
| Market Cap | $127.34B | $43.38B |
| EPS | $8.43 | $11.37 |
| PE Ratio | 13.12 | 12.05 |
| PEG Ratio | 8.24 | 0.21 |
| Total Revenue (TTM) | $55.68B | $134.49B |
| Gross Profit (TTM) | $21.97B | $5.88B |
| EBITDA (TTM) | $24.11B | $7.73B |
Key characteristics
| COP | VLO | |
|---|---|---|
| Sharpe Ratio | 0.02 | 0.48 |
| Sortino Ratio | 0.19 | 0.85 |
| Omega Ratio | 1.02 | 1.10 |
| Calmar Ratio | 0.02 | 0.47 |
| Martin Ratio | 0.03 | 0.91 |
| Ulcer Index | 12.29% | 15.19% |
| Daily Std Dev | 22.13% | 29.11% |
| Max Drawdown | -70.66% | -81.92% |
| Current Drawdown | -14.13% | -22.53% |
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Correlation
The correlation between COP and VLO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
COP vs. VLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ConocoPhillips Company (COP) and Valero Energy Corporation (VLO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
COP vs. VLO - Dividend Comparison
COP's dividend yield for the trailing twelve months is around 2.78%, more than VLO's 2.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COP ConocoPhillips Company | 2.78% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
VLO Valero Energy Corporation | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
Drawdowns
COP vs. VLO - Drawdown Comparison
The maximum COP drawdown since its inception was -70.66%, smaller than the maximum VLO drawdown of -81.92%. Use the drawdown chart below to compare losses from any high point for COP and VLO. For additional features, visit the drawdowns tool.
Volatility
COP vs. VLO - Volatility Comparison
ConocoPhillips Company (COP) and Valero Energy Corporation (VLO) have volatilities of 8.22% and 7.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COP vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between ConocoPhillips Company and Valero Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities