VAL vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Valaris Limited (VAL) and S&P 500 Index (^GSPC).

Performance

VAL vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valaris Limited (VAL) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

VAL vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VAL Valaris Limited	94.52%	13.92%	-35.48%	1.40%	87.83%	51.90%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	13.68%

Returns By Period

In the year-to-date period, VAL achieves a 94.52% return, which is significantly higher than ^GSPC's -4.63% return.

VAL

• 1D: -0.37%
• 1M: 2.28%
• YTD: 94.52%
• 6M: 101.03%
• 1Y: 149.72%
• 3Y*: 14.65%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VAL vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAL

VAL Risk / Return Rank: 93
VAL Sharpe Ratio Rank: 93
VAL Sortino Ratio Rank: 92
VAL Omega Ratio Rank: 91
VAL Calmar Ratio Rank: 94
VAL Martin Ratio Rank: 95

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VAL vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) and S&P 500 Index (^GSPC). 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.

	VAL	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.31	0.90	+1.41
Sortino ratio Return per unit of downside risk	3.06	1.39	+1.67
Omega ratio Gain probability vs. loss probability	1.41	1.21	+0.20
Calmar ratio Return relative to maximum drawdown	5.15	1.40	+3.76
Martin ratio Return relative to average drawdown	15.92	6.61	+9.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAL vs. ^GSPC - Sharpe Ratio Comparison

The current VAL Sharpe Ratio is 2.31, which is higher than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VAL and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VAL	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	0.90	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.46	+0.21

Correlation

The correlation between VAL and ^GSPC is 0.33, 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.

Drawdowns

VAL vs. ^GSPC - Drawdown Comparison

The maximum VAL drawdown since its inception was -63.82%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VAL and ^GSPC.

Drawdown Indicators

	VAL	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-63.82%	-56.78%	-7.04%
Max Drawdown (1Y) Largest decline over 1 year	-28.79%	-12.14%	-16.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-4.11%	-6.45%	+2.34%
Average Drawdown Average peak-to-trough decline	-19.15%	-10.75%	-8.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.32%	2.57%	+6.75%

Volatility

VAL vs. ^GSPC - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 14.50% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that VAL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VAL	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.50%	5.34%	+9.16%
Volatility (6M) Calculated over the trailing 6-month period	47.03%	9.54%	+37.49%
Volatility (1Y) Calculated over the trailing 1-year period	65.32%	18.33%	+46.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.18%	16.91%	+33.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.18%	18.05%	+32.13%