VAL vs. ^GSPC
Compare and contrast key facts about Valaris Limited (VAL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAL or ^GSPC.
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
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Key characteristics
VAL:
-0.95
^GSPC:
0.44
VAL:
-1.29
^GSPC:
0.79
VAL:
0.84
^GSPC:
1.12
VAL:
-0.73
^GSPC:
0.48
VAL:
-1.24
^GSPC:
1.85
VAL:
37.76%
^GSPC:
4.92%
VAL:
51.60%
^GSPC:
19.37%
VAL:
-63.82%
^GSPC:
-56.78%
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
-13.63%
27.20%
-23.58%
-47.59%
N/A
N/A
^GSPC
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
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Risk-Adjusted Performance
VAL vs. ^GSPC — Risk-Adjusted Performance Rank
VAL
^GSPC
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.
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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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