UGA vs. VLO
Compare and contrast key facts about United States Gasoline Fund LP (UGA) and Valero Energy Corporation (VLO).
UGA is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Unleaded Gasoline. It was launched on Feb 26, 2008.
Performance
UGA vs. VLO - Performance Comparison
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UGA vs. VLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UGA United States Gasoline Fund LP | 67.41% | -2.00% | 3.77% | 1.27% | 46.34% | 68.49% | -24.88% | 41.25% | -28.07% | 1.69% |
VLO Valero Energy Corporation | 52.71% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
Returns By Period
In the year-to-date period, UGA achieves a 67.41% return, which is significantly higher than VLO's 52.71% return. Over the past 10 years, UGA has underperformed VLO with an annualized return of 15.30%, while VLO has yielded a comparatively higher 19.18% annualized return.
UGA
- 1D
- -2.37%
- 1M
- 41.79%
- YTD
- 67.41%
- 6M
- 60.25%
- 1Y
- 60.84%
- 3Y*
- 19.35%
- 5Y*
- 26.26%
- 10Y*
- 15.30%
VLO
- 1D
- -1.27%
- 1M
- 20.74%
- YTD
- 52.71%
- 6M
- 46.93%
- 1Y
- 92.58%
- 3Y*
- 24.69%
- 5Y*
- 31.29%
- 10Y*
- 19.18%
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Return for Risk
UGA vs. VLO — Risk / Return Rank
UGA
VLO
UGA vs. VLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) 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.
| UGA | VLO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.40 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.86 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 4.16 | 4.30 | -0.14 |
Martin ratioReturn relative to average drawdown | 9.15 | 12.77 | -3.63 |
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
| UGA | VLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.40 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.86 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.28 | -0.16 |
Correlation
The correlation between UGA and VLO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UGA vs. VLO - Dividend Comparison
UGA has not paid dividends to shareholders, while VLO's dividend yield for the trailing twelve months is around 1.86%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UGA United States Gasoline Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLO Valero Energy Corporation | 1.86% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Drawdowns
UGA vs. VLO - Drawdown Comparison
The maximum UGA drawdown since its inception was -86.59%, roughly equal to the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for UGA and VLO.
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Drawdown Indicators
| UGA | VLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.59% | -87.50% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.53% | -21.72% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -41.22% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -75.89% | -71.88% | -4.01% |
Current DrawdownCurrent decline from peak | -2.37% | -2.85% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -37.07% | -34.39% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 7.32% | -0.26% |
Volatility
UGA vs. VLO - Volatility Comparison
United States Gasoline Fund LP (UGA) has a higher volatility of 18.15% compared to Valero Energy Corporation (VLO) at 11.92%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier 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
| UGA | VLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.15% | 11.92% | +6.23% |
Volatility (6M)Calculated over the trailing 6-month period | 25.45% | 25.37% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.19% | 38.84% | -6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.54% | 36.71% | -3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.99% | 40.18% | -3.19% |