VLO vs. ^GSPC
Compare and contrast key facts about Valero Energy Corporation (VLO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or ^GSPC.
Correlation
The correlation between VLO and ^GSPC is 0.36, 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
VLO vs. ^GSPC - Performance Comparison
Key characteristics
VLO:
0.51
^GSPC:
2.06
VLO:
0.90
^GSPC:
2.74
VLO:
1.11
^GSPC:
1.38
VLO:
0.44
^GSPC:
3.13
VLO:
0.79
^GSPC:
12.84
VLO:
18.80%
^GSPC:
2.07%
VLO:
29.17%
^GSPC:
12.87%
VLO:
-81.92%
^GSPC:
-56.78%
VLO:
-21.45%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, VLO achieves a 15.06% return, which is significantly higher than ^GSPC's 1.96% return. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 16.29%, while ^GSPC has yielded a comparatively lower 11.46% annualized return.
VLO
15.06%
15.86%
-3.55%
15.24%
13.91%
16.29%
^GSPC
1.96%
2.21%
8.93%
23.90%
12.52%
11.46%
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Risk-Adjusted Performance
VLO vs. ^GSPC — Risk-Adjusted Performance Rank
VLO
^GSPC
VLO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) 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.
Drawdowns
VLO vs. ^GSPC - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VLO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VLO vs. ^GSPC - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 7.60% compared to S&P 500 (^GSPC) at 5.07%. This indicates that VLO'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.