VLO vs. AVEMX
VLO (Valero Energy Corporation) is a stock, while AVEMX (Ave Maria Value Fund) is Mid Cap Blend Equities fund managed by Ave Maria. Over the past 10 years, VLO returned 24.27%/yr vs 10.86%/yr for AVEMX. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
VLO vs. AVEMX - Performance Comparison
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Returns By Period
In the year-to-date period, VLO achieves a 95.06% return, which is significantly higher than AVEMX's 12.50% return. Over the past 10 years, VLO has outperformed AVEMX with an annualized return of 24.27%, while AVEMX has yielded a comparatively lower 10.86% annualized return.
VLO
- 1D
- 0.77%
- 1M
- 17.31%
- 6M
- 75.02%
- YTD
- 95.06%
- 1Y
- 139.93%
- 3Y*
- 38.55%
- 5Y*
- 40.80%
- 10Y*
- 24.27%
- ALL TIME*
- 12.12%
AVEMX
- 1D
- 0.56%
- 1M
- 1.52%
- 6M
- 5.14%
- YTD
- 12.50%
- 1Y
- 13.45%
- 3Y*
- 12.56%
- 5Y*
- 9.30%
- 10Y*
- 10.86%
- ALL TIME*
- 7.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AVEMX Ave Maria Value Fund | $0.00 | $0.00 | $0.00 |
| $762.26M | $792.87M | $797.44M |
VLO vs. AVEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 95.06% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
AVEMX Ave Maria Value Fund | 12.50% | 2.82% | 21.43% | 3.49% | 4.19% | 25.15% | 6.20% | 20.51% | -8.70% | 17.75% |
Correlation
The correlation between VLO and AVEMX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2001 | 0.51 |
Over the past year, the correlation between VLO and AVEMX has dropped to 0.25 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
VLO vs. AVEMX — Risk / Return Rank
VLO
AVEMX
VLO vs. AVEMX - Risk-Adjusted Trends 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.
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 | AVEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.11 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.12 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 11.02 | 1.07 | +9.95 |
| Martin ratioReturn relative to average drawdown | 28.02 | 2.24 | +25.78 |
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Drawdowns
VLO vs. AVEMX - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, which is greater than AVEMX's maximum drawdown of -59.76%. Use the drawdown chart below to compare losses from any high point for VLO and AVEMX.
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Drawdown Indicators
| VLO | AVEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -59.76% | -27.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -10.10% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -18.64% | -22.58% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -18.64% | -22.58% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -39.76% | -32.12% |
Current DrawdownCurrent decline from peak | -0.22% | -4.89% | +4.67% |
Average DrawdownAverage peak-to-trough decline | -34.16% | -8.60% | -25.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 4.81% | -0.05% |
Volatility
VLO vs. AVEMX - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 10.76% compared to Ave Maria Value Fund (AVEMX) at 3.59%. 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.
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Volatility by Period
| VLO | AVEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.76% | 3.59% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 12.05% | +15.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 16.95% | +18.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 18.47% | +18.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.52% | 18.40% | +22.12% |
Dividends
VLO vs. AVEMX - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.51%, more than AVEMX's 0.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVEMX Ave Maria Value Fund | 0.30% | 0.34% | 8.81% | 4.42% | 1.15% | 8.07% | 3.57% | 5.27% | 10.76% | 7.84% | 0.00% | 0.12% |
VLO Valero Energy Corporation | 1.51% | 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 AVEMX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.76%) compared to AVEMX (3.59%). In terms of maximum drawdown, VLO dropped -87.50% vs AVEMX's -59.76%.
VLO currently has the higher Sharpe Ratio (3.75 vs 0.64), 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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