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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.


-0.50.00.51.00.3

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.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
73.16%
42.41%
VAL
^GSPC

Key characteristics

Sharpe Ratio

VAL:

-1.08

^GSPC:

1.98

Sortino Ratio

VAL:

-1.61

^GSPC:

2.65

Omega Ratio

VAL:

0.82

^GSPC:

1.37

Calmar Ratio

VAL:

-0.86

^GSPC:

2.93

Martin Ratio

VAL:

-1.83

^GSPC:

12.73

Ulcer Index

VAL:

22.96%

^GSPC:

1.95%

Daily Std Dev

VAL:

38.87%

^GSPC:

12.59%

Max Drawdown

VAL:

-48.84%

^GSPC:

-56.78%

Current Drawdown

VAL:

-48.69%

^GSPC:

-1.96%

Returns By Period

In the year-to-date period, VAL achieves a -40.15% return, which is significantly lower than ^GSPC's 25.18% return.


VAL

YTD

-40.15%

1M

-9.94%

6M

-44.91%

1Y

-40.85%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

25.18%

1M

-0.47%

6M

9.35%

1Y

24.83%

5Y*

13.03%

10Y*

11.14%

*Annualized

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VAL, currently valued at -1.08, compared to the broader market-4.00-2.000.002.00-1.081.98
The chart of Sortino ratio for VAL, currently valued at -1.61, compared to the broader market-4.00-2.000.002.004.00-1.612.65
The chart of Omega ratio for VAL, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.37
The chart of Calmar ratio for VAL, currently valued at -0.86, compared to the broader market0.002.004.006.00-0.862.93
The chart of Martin ratio for VAL, currently valued at -1.83, compared to the broader market0.005.0010.0015.0020.0025.00-1.8312.73
VAL
^GSPC

The current VAL Sharpe Ratio is -1.08, which is lower than the ^GSPC Sharpe Ratio of 1.98. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.08
1.98
VAL
^GSPC

Drawdowns

VAL vs. ^GSPC - Drawdown Comparison

The maximum VAL drawdown since its inception was -48.84%, smaller than the maximum ^GSPC 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.69%
-1.96%
VAL
^GSPC

Volatility

VAL vs. ^GSPC - Volatility Comparison

Valaris Limited (VAL) has a higher volatility of 11.83% compared to S&P 500 (^GSPC) at 4.07%. 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.83%
4.07%
VAL
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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