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:
-1.15
^GSPC:
-0.17
VLO:
-1.61
^GSPC:
-0.11
VLO:
0.79
^GSPC:
0.98
VLO:
-0.98
^GSPC:
-0.15
VLO:
-1.81
^GSPC:
-0.79
VLO:
22.25%
^GSPC:
3.36%
VLO:
34.87%
^GSPC:
15.95%
VLO:
-81.92%
^GSPC:
-56.78%
VLO:
-41.22%
^GSPC:
-17.42%
Returns By Period
The year-to-date returns for both investments are quite close, with VLO having a -13.90% return and ^GSPC slightly higher at -13.73%. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 10.29%, while ^GSPC has yielded a comparatively lower 9.37% annualized return.
VLO
-13.90%
-14.02%
-25.33%
-40.32%
26.28%
10.29%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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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 19.18% compared to S&P 500 (^GSPC) at 9.30%. 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.