SPH vs. VLO
SPH (Suburban Propane Partners, L.P.) and VLO (Valero Energy Corporation) are both stocks. SPH operates in Utilities - Regulated Gas (Utilities), while VLO operates in Oil & Gas Refining & Marketing (Energy). Over the past 10 years, SPH returned 2.81%/yr vs 21.37%/yr for VLO. At a 0.23 correlation, their price movements are largely independent.
Performance
SPH vs. VLO - Performance Comparison
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Returns By Period
In the year-to-date period, SPH achieves a 5.93% return, which is significantly lower than VLO's 62.36% return. Over the past 10 years, SPH has underperformed VLO with an annualized return of 2.81%, while VLO has yielded a comparatively higher 21.37% annualized return.
SPH
- 1D
- -1.40%
- 1M
- -3.38%
- YTD
- 5.93%
- 6M
- 2.45%
- 1Y
- 6.35%
- 3Y*
- 16.13%
- 5Y*
- 12.87%
- 10Y*
- 2.81%
VLO
- 1D
- 1.24%
- 1M
- 4.40%
- YTD
- 62.36%
- 6M
- 49.28%
- 1Y
- 104.76%
- 3Y*
- 37.67%
- 5Y*
- 29.95%
- 10Y*
- 21.37%
SPH vs. VLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | 5.93% | 15.20% | 3.84% | 26.96% | 12.28% | 6.85% | -24.02% | 25.55% | -11.75% | -9.09% |
VLO Valero Energy Corporation | 62.36% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
Correlation
The correlation between SPH and VLO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 1996 | 0.23 |
The correlation between SPH and VLO shifts across timeframes, from 0.17 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SPH:
$39.16K
VLO:
$77.91B
SPH:
$2.70
VLO:
$13.77
SPH:
7.04
VLO:
18.99
SPH:
11.62
VLO:
0.07
SPH:
1.12
VLO:
0.63
SPH:
0.00
VLO:
2.89
SPH:
$841.91M
VLO:
$126.17B
SPH:
-$87.69M
VLO:
$12.45B
SPH:
$280.49M
VLO:
$9.02B
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Return for Risk
SPH vs. VLO — Risk / Return Rank
SPH
VLO
SPH vs. VLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suburban Propane Partners, L.P. (SPH) 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.
| SPH | VLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.45 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 7.43 | -6.75 |
| Martin ratioReturn relative to average drawdown | 2.06 | 18.50 | -16.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPH | VLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 3.01 | -2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.82 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.53 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.28 | +0.06 |
Drawdowns
SPH vs. VLO - Drawdown Comparison
The maximum SPH drawdown since its inception was -60.60%, smaller than the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for SPH and VLO.
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Drawdown Indicators
| SPH | VLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -87.50% | +26.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -14.19% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -20.01% | -41.22% | +21.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.01% | -41.22% | +21.21% |
Max Drawdown (10Y)Largest decline over 10 years | -56.96% | -71.88% | +14.92% |
Current DrawdownCurrent decline from peak | -7.00% | 0.00% | -7.00% |
Average DrawdownAverage peak-to-trough decline | -12.60% | -34.28% | +21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 5.69% | -2.41% |
Volatility
SPH vs. VLO - Volatility Comparison
The current volatility for Suburban Propane Partners, L.P. (SPH) is 6.62%, while Valero Energy Corporation (VLO) has a volatility of 12.22%. This indicates that SPH experiences smaller price fluctuations and is considered to be less risky than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPH | VLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 12.22% | -5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 27.32% | -13.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 35.02% | -14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.71% | 36.92% | -12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.10% | 40.39% | -11.29% |
Dividends
SPH vs. VLO - Dividend Comparison
SPH's dividend yield for the trailing twelve months is around 6.84%, more than VLO's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | 6.84% | 7.01% | 7.56% | 7.32% | 8.56% | 8.53% | 12.11% | 10.98% | 12.45% | 13.47% | 11.81% | 14.55% |
VLO Valero Energy Corporation | 1.78% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Financials
SPH vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between Suburban Propane Partners, L.P. 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
Frequently Asked Questions
SPH and VLO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (12.22%) compared to SPH (6.62%). In terms of maximum drawdown, SPH dropped -60.60% vs VLO's -87.50%.
VLO currently has the higher Sharpe Ratio (3.01 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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