VLO vs. COP
Compare and contrast key facts about Valero Energy Corporation (VLO) and ConocoPhillips Company (COP).
Performance
VLO vs. COP - Performance Comparison
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VLO vs. COP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 52.71% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
COP ConocoPhillips Company | 42.11% | -2.34% | -12.02% | 1.98% | 71.69% | 86.60% | -36.04% | 6.63% | 15.63% | 11.95% |
Fundamentals
VLO:
$74.87B
COP:
$162.88B
VLO:
$7.74
COP:
$6.39
VLO:
31.93
COP:
20.64
VLO:
0.12
COP:
1.20
VLO:
0.61
COP:
2.76
VLO:
2.81
COP:
2.53
VLO:
$124.05B
COP:
$59.65B
VLO:
$6.75B
COP:
$17.61B
VLO:
$6.49B
COP:
$25.38B
Returns By Period
In the year-to-date period, VLO achieves a 52.71% return, which is significantly higher than COP's 42.11% return. Over the past 10 years, VLO has outperformed COP with an annualized return of 19.18%, while COP has yielded a comparatively lower 16.28% annualized return.
VLO
- 1D
- -1.27%
- 1M
- 20.74%
- YTD
- 52.71%
- 6M
- 46.93%
- 1Y
- 92.58%
- 3Y*
- 24.69%
- 5Y*
- 31.29%
- 10Y*
- 19.18%
COP
- 1D
- -0.67%
- 1M
- 16.34%
- YTD
- 42.11%
- 6M
- 41.94%
- 1Y
- 30.00%
- 3Y*
- 13.58%
- 5Y*
- 23.95%
- 10Y*
- 16.28%
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Return for Risk
VLO vs. COP — Risk / Return Rank
VLO
COP
VLO vs. COP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and ConocoPhillips Company (COP). 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.
| VLO | COP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 0.88 | +1.52 |
Sortino ratioReturn per unit of downside risk | 2.86 | 1.32 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 1.51 | +2.79 |
Martin ratioReturn relative to average drawdown | 12.77 | 2.91 | +9.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLO | COP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 0.88 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.74 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.43 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.23 | +0.04 |
Correlation
The correlation between VLO and COP is 0.41, 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.
Dividends
VLO vs. COP - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.86%, less than COP's 2.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 1.86% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
COP ConocoPhillips Company | 2.45% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
Drawdowns
VLO vs. COP - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, roughly equal to the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for VLO and COP.
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Drawdown Indicators
| VLO | COP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -84.55% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -21.72% | -22.09% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -36.19% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -70.66% | -1.22% |
Current DrawdownCurrent decline from peak | -2.85% | -1.35% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -34.39% | -25.55% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 11.45% | -4.13% |
Volatility
VLO vs. COP - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 11.92% compared to ConocoPhillips Company (COP) at 6.82%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLO | COP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.92% | 6.82% | +5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 25.37% | 20.55% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.84% | 34.39% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.71% | 32.78% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.18% | 37.68% | +2.50% |
Financials
VLO vs. COP - Financials Comparison
This section allows you to compare key financial metrics between Valero Energy Corporation and ConocoPhillips Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
VLO vs. COP - Profitability Comparison
VLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Valero Energy Corporation reported a gross profit of 3.26B and revenue of 31.73B. Therefore, the gross margin over that period was 10.3%.
COP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ConocoPhillips Company reported a gross profit of 5.64B and revenue of 14.19B. Therefore, the gross margin over that period was 39.8%.
VLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Valero Energy Corporation reported an operating income of 1.58B and revenue of 31.73B, resulting in an operating margin of 5.0%.
COP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ConocoPhillips Company reported an operating income of 2.44B and revenue of 14.19B, resulting in an operating margin of 17.2%.
VLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Valero Energy Corporation reported a net income of 1.17B and revenue of 31.73B, resulting in a net margin of 3.7%.
COP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ConocoPhillips Company reported a net income of 1.44B and revenue of 14.19B, resulting in a net margin of 10.2%.