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VAL vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VAL and ^GSPC is 0.34, 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.


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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VAL:

-0.95

^GSPC:

0.44

Sortino Ratio

VAL:

-1.29

^GSPC:

0.79

Omega Ratio

VAL:

0.84

^GSPC:

1.12

Calmar Ratio

VAL:

-0.73

^GSPC:

0.48

Martin Ratio

VAL:

-1.24

^GSPC:

1.85

Ulcer Index

VAL:

37.76%

^GSPC:

4.92%

Daily Std Dev

VAL:

51.60%

^GSPC:

19.37%

Max Drawdown

VAL:

-63.82%

^GSPC:

-56.78%

Current Drawdown

VAL:

-52.23%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, VAL achieves a -13.63% return, which is significantly lower than ^GSPC's -3.77% return.


VAL

YTD

-13.63%

1M

27.20%

6M

-23.58%

1Y

-47.59%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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Risk-Adjusted Performance

VAL vs. ^GSPC — Risk-Adjusted Performance Rank

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

VAL
The Risk-Adjusted Performance Rank of VAL is 1010
Overall Rank
The Sharpe Ratio Rank of VAL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VAL is 88
Sortino Ratio Rank
The Omega Ratio Rank of VAL is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VAL is 88
Calmar Ratio Rank
The Martin Ratio Rank of VAL is 1717
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VAL vs. ^GSPC - Risk-Adjusted Performance Comparison

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


The current VAL Sharpe Ratio is -0.95, which is lower than the ^GSPC Sharpe Ratio of 0.44. 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.


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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. For additional features, visit the drawdowns tool.


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Volatility

VAL vs. ^GSPC - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 18.99% compared to S&P 500 (^GSPC) at 6.82%. 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.


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