VAL vs. STIP
VAL (Valaris Limited) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 5 years, VAL returned 21.78%/yr vs 3.28%/yr for STIP. At a 0.10 correlation, their price movements are largely independent.
Performance
VAL vs. STIP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VAL achieves a 55.83% return, which is significantly higher than STIP's 1.34% return.
VAL
- 1D
- -1.73%
- 1M
- -22.37%
- YTD
- 55.83%
- 6M
- 58.38%
- 1Y
- 80.80%
- 3Y*
- 11.56%
- 5Y*
- 21.78%
- 10Y*
- —
STIP
- 1D
- 0.01%
- 1M
- -0.29%
- YTD
- 1.34%
- 6M
- 1.51%
- 1Y
- 3.58%
- 3Y*
- 4.99%
- 5Y*
- 3.28%
- 10Y*
- 3.07%
VAL vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VAL Valaris Limited | 55.83% | 13.92% | -35.48% | 1.40% | 87.83% | 63.71% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.34% | 6.03% | 4.77% | 4.63% | -3.02% | 3.50% |
Correlation
The correlation between VAL and STIP is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 3, 2021 | 0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VAL vs. STIP — Risk / Return Rank
VAL
STIP
VAL vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valaris Limited (VAL) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VAL | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.48 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 4.96 | -2.31 |
| Martin ratioReturn relative to average drawdown | 8.64 | 18.20 | -9.56 |
Loading charts...
Drawdowns
VAL vs. STIP - Drawdown Comparison
The maximum VAL drawdown since its inception was -63.82%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for VAL and STIP.
Loading charts...
Drawdown Indicators
| VAL | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.82% | -5.50% | -58.32% |
Max Drawdown (1Y)Largest decline over 1 year | -30.75% | -0.73% | -30.02% |
Max Drawdown (3Y)Largest decline over 3 years | -63.82% | -0.95% | -62.87% |
Max Drawdown (5Y)Largest decline over 5 years | -63.82% | -5.50% | -58.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -30.75% | -0.72% | -30.03% |
Average DrawdownAverage peak-to-trough decline | -18.81% | -0.99% | -17.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.39% | 0.20% | +9.19% |
Volatility
VAL vs. STIP - Volatility Comparison
Valaris Limited (VAL) has a higher volatility of 12.44% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.64%. This indicates that VAL's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VAL | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.44% | 0.64% | +11.80% |
Volatility (6M)Calculated over the trailing 6-month period | 47.51% | 1.14% | +46.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.34% | 1.53% | +58.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.84% | 2.74% | +47.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.41% | 2.46% | +47.95% |
Dividends
VAL vs. STIP - Dividend Comparison
VAL has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
VAL Valaris Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAL and STIP have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAL has higher volatility (12.44%) compared to STIP (0.64%). In terms of maximum drawdown, VAL dropped -63.82% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (2.34 vs 1.35), 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.
Find the right allocation for VAL and STIP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer