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:
-0.81
^GSPC:
0.46
VLO:
-1.01
^GSPC:
0.77
VLO:
0.87
^GSPC:
1.11
VLO:
-0.73
^GSPC:
0.47
VLO:
-1.73
^GSPC:
1.94
VLO:
17.34%
^GSPC:
4.61%
VLO:
37.06%
^GSPC:
19.44%
VLO:
-87.50%
^GSPC:
-56.78%
VLO:
-36.07%
^GSPC:
-10.07%
Returns By Period
The year-to-date returns for both investments are quite close, with VLO having a -6.35% return and ^GSPC slightly higher at -6.06%. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 11.21%, while ^GSPC has yielded a comparatively lower 10.11% annualized return.
VLO
-6.35%
-15.35%
-12.63%
-29.85%
21.82%
11.21%
^GSPC
-6.06%
-3.27%
-4.87%
9.44%
14.30%
10.11%
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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 -87.50%, 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 22.51% compared to S&P 500 (^GSPC) at 14.23%. 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.