VLO vs. COP
Compare and contrast key facts about Valero Energy Corporation (VLO) and ConocoPhillips Company (COP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or COP.
Performance
VLO vs. COP - Performance Comparison
Returns By Period
In the year-to-date period, VLO achieves a 10.11% return, which is significantly higher than COP's -0.52% return. Over the past 10 years, VLO has outperformed COP with an annualized return of 15.27%, while COP has yielded a comparatively lower 7.80% annualized return.
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
COP
-0.52%
7.04%
-6.40%
0.76%
18.83%
7.80%
Fundamentals
| VLO | COP | |
|---|---|---|
| Market Cap | $43.38B | $127.34B |
| EPS | $11.37 | $8.43 |
| PE Ratio | 12.05 | 13.12 |
| PEG Ratio | 0.21 | 8.24 |
| Total Revenue (TTM) | $134.49B | $55.68B |
| Gross Profit (TTM) | $5.88B | $21.97B |
| EBITDA (TTM) | $7.73B | $24.11B |
Key characteristics
| VLO | COP | |
|---|---|---|
| Sharpe Ratio | 0.48 | 0.02 |
| Sortino Ratio | 0.85 | 0.19 |
| Omega Ratio | 1.10 | 1.02 |
| Calmar Ratio | 0.47 | 0.02 |
| Martin Ratio | 0.91 | 0.03 |
| Ulcer Index | 15.19% | 12.29% |
| Daily Std Dev | 29.11% | 22.13% |
| Max Drawdown | -81.92% | -70.66% |
| Current Drawdown | -22.53% | -14.13% |
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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.
Risk-Adjusted Performance
VLO vs. COP - Risk-Adjusted Performance 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.
Dividends
VLO vs. COP - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 2.29%, less than COP's 2.78% 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% |
COP ConocoPhillips Company | 2.78% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
Drawdowns
VLO vs. COP - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, which is greater than COP's maximum drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for VLO and COP. For additional features, visit the drawdowns tool.
Volatility
VLO vs. COP - Volatility Comparison
Valero Energy Corporation (VLO) and ConocoPhillips Company (COP) have volatilities of 7.84% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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