VLO vs. E
VLO (Valero Energy Corporation) and E (Eni S.p.A.) are both stocks. Both are in the Energy sector — VLO in Oil & Gas Refining & Marketing, E in Oil & Gas Integrated. Over the past 10 years, VLO returned 22.25%/yr vs 12.46%/yr for E. At a 0.40 correlation, their price movements are largely independent.
Performance
VLO vs. E - Performance Comparison
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Returns By Period
In the year-to-date period, VLO achieves a 60.63% return, which is significantly higher than E's 44.27% return. Over the past 10 years, VLO has outperformed E with an annualized return of 22.25%, while E has yielded a comparatively lower 12.46% annualized return.
VLO
- 1D
- 1.20%
- 1M
- 6.47%
- YTD
- 60.63%
- 6M
- 55.37%
- 1Y
- 98.72%
- 3Y*
- 35.62%
- 5Y*
- 30.28%
- 10Y*
- 22.25%
E
- 1D
- -1.04%
- 1M
- -2.55%
- YTD
- 44.27%
- 6M
- 45.57%
- 1Y
- 75.29%
- 3Y*
- 32.48%
- 5Y*
- 23.85%
- 10Y*
- 12.46%
VLO vs. E - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 60.63% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
E Eni S.p.A. | 44.27% | 48.40% | -13.95% | 26.73% | 10.92% | 43.12% | -28.73% | 4.29% | -0.98% | 7.27% |
Correlation
The correlation between VLO and E is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 1995 | 0.40 |
The correlation between VLO and E shifts across timeframes, from 0.36 (3 years) to 0.49 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VLO:
$77.08B
E:
$80.49B
VLO:
$13.77
E:
€1.65
VLO:
18.79
E:
28.11
VLO:
0.07
E:
2.64
VLO:
0.63
E:
0.89
VLO:
2.86
E:
1.41
VLO:
$126.17B
E:
€79.65B
VLO:
$12.45B
E:
€2.60B
VLO:
$9.02B
E:
€15.30B
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Return for Risk
VLO vs. E — Risk / Return Rank
VLO
E
VLO vs. E - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and Eni S.p.A. (E). 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 | E | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.53 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.00 | 8.14 | -1.14 |
| Martin ratioReturn relative to average drawdown | 17.41 | 26.54 | -9.13 |
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Drawdowns
VLO vs. E - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, which is greater than E's maximum drawdown of -70.53%. Use the drawdown chart below to compare losses from any high point for VLO and E.
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Drawdown Indicators
| VLO | E | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -70.53% | -16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -9.30% | -4.89% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -20.13% | -21.09% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -33.71% | -7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -61.59% | -10.29% |
Current DrawdownCurrent decline from peak | -1.06% | -6.08% | +5.02% |
Average DrawdownAverage peak-to-trough decline | -34.25% | -23.07% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.85% | +2.84% |
Volatility
VLO vs. E - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 9.80% compared to Eni S.p.A. (E) at 6.01%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than E based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLO | E | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.80% | 6.01% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 27.42% | 19.56% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.83% | 22.72% | +12.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.92% | 25.04% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.36% | 28.30% | +12.06% |
Dividends
VLO vs. E - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.80%, less than E's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E Eni S.p.A. | 4.50% | 5.88% | 7.69% | 5.74% | 6.38% | 5.79% | 5.91% | 6.11% | 5.15% | 3.96% | 3.98% | 5.14% |
VLO Valero Energy Corporation | 1.80% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Financials
VLO vs. E - Financials Comparison
This section allows you to compare key financial metrics between Valero Energy Corporation and Eni S.p.A.. 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. E - Profitability Comparison
VLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Valero Energy Corporation reported a gross profit of 6.20B and revenue of 32.38B. Therefore, the gross margin over that period was 19.1%.
E - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eni S.p.A. reported a gross profit of 1.20B and revenue of 20.07B. Therefore, the gross margin over that period was 6.0%.
VLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Valero Energy Corporation reported an operating income of 1.73B and revenue of 32.38B, resulting in an operating margin of 5.4%.
E - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eni S.p.A. reported an operating income of 1.47B and revenue of 20.07B, resulting in an operating margin of 7.3%.
VLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Valero Energy Corporation reported a net income of 1.26B and revenue of 32.38B, resulting in a net margin of 3.9%.
E - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eni S.p.A. reported a net income of 1.09B and revenue of 20.07B, resulting in a net margin of 5.4%.
Frequently Asked Questions
VLO and E have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (9.80%) compared to E (6.01%). In terms of maximum drawdown, VLO dropped -87.50% vs E's -70.53%.
E currently has the higher Sharpe Ratio (3.34 vs 2.85), 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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