VLO vs. AMZY
VLO (Valero Energy Corporation) is a stock, while AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, VLO returned 73.82% vs 8.54% for AMZY. At a 0.06 correlation, their price movements are largely independent.
Performance
VLO vs. AMZY - Performance Comparison
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Returns By Period
In the year-to-date period, VLO achieves a 46.74% return, which is significantly higher than AMZY's 1.40% return.
VLO
- 1D
- -1.45%
- 1M
- -6.44%
- YTD
- 46.74%
- 6M
- 46.81%
- 1Y
- 73.82%
- 3Y*
- 31.15%
- 5Y*
- 29.68%
- 10Y*
- 20.94%
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLO vs. AMZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VLO Valero Energy Corporation | 46.74% | 36.97% | -2.96% | 5.08% |
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
Correlation
The correlation between VLO and AMZY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.06 |
The correlation between VLO and AMZY shifts across timeframes, from -0.08 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VLO vs. AMZY — Risk / Return Rank
VLO
AMZY
VLO vs. AMZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VLO | AMZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.08 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 0.44 | +4.79 |
| Martin ratioReturn relative to average drawdown | 12.85 | 1.05 | +11.80 |
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Drawdowns
VLO vs. AMZY - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for VLO and AMZY.
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Drawdown Indicators
| VLO | AMZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -23.70% | -63.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -19.61% | +5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | — | — |
Current DrawdownCurrent decline from peak | -9.62% | -9.46% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -34.24% | -5.38% | -28.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 8.13% | -2.37% |
Volatility
VLO vs. AMZY - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 10.17% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 7.69%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLO | AMZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 7.69% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 27.59% | 16.77% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.09% | 23.97% | +11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.94% | 25.07% | +11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.39% | 25.07% | +15.32% |
Dividends
VLO vs. AMZY - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.97%, less than AMZY's 56.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 56.44% | 52.59% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLO Valero Energy Corporation | 1.97% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Frequently Asked Questions
VLO and AMZY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.17%) compared to AMZY (7.69%). In terms of maximum drawdown, VLO dropped -87.50% vs AMZY's -23.70%.
VLO currently has the higher Sharpe Ratio (2.12 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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