VLO vs. AVEMX
Compare and contrast key facts about Valero Energy Corporation (VLO) and Ave Maria Value Fund (AVEMX).
AVEMX is managed by Ave Maria Mutual Funds. It was launched on May 1, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or AVEMX.
Performance
VLO vs. AVEMX - Performance Comparison
Returns By Period
In the year-to-date period, VLO achieves a 10.11% return, which is significantly lower than AVEMX's 28.72% return. Over the past 10 years, VLO has outperformed AVEMX with an annualized return of 15.27%, while AVEMX has yielded a comparatively lower 3.83% annualized return.
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
AVEMX
28.72%
4.56%
20.68%
28.43%
9.38%
3.83%
Key characteristics
| VLO | AVEMX | |
|---|---|---|
| Sharpe Ratio | 0.48 | 1.81 |
| Sortino Ratio | 0.85 | 2.52 |
| Omega Ratio | 1.10 | 1.33 |
| Calmar Ratio | 0.47 | 2.84 |
| Martin Ratio | 0.91 | 7.78 |
| Ulcer Index | 15.19% | 3.60% |
| Daily Std Dev | 29.11% | 15.50% |
| Max Drawdown | -81.92% | -60.09% |
| Current Drawdown | -22.53% | -2.69% |
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Correlation
The correlation between VLO and AVEMX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VLO vs. AVEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and Ave Maria Value Fund (AVEMX). 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.
Dividends
VLO vs. AVEMX - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 2.29%, more than AVEMX's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
AVEMX Ave Maria Value Fund | 0.64% | 0.82% | 1.15% | 0.27% | 0.47% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% |
Drawdowns
VLO vs. AVEMX - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, which is greater than AVEMX's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for VLO and AVEMX. For additional features, visit the drawdowns tool.
Volatility
VLO vs. AVEMX - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 7.84% compared to Ave Maria Value Fund (AVEMX) at 5.07%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than AVEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.