VLO vs. ECH
VLO (Valero Energy Corporation) is a stock, while ECH (iShares MSCI Chile ETF) is Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index. Over the past 10 years, VLO returned 20.94%/yr vs 4.44%/yr for ECH. At a 0.32 correlation, their price movements are largely independent.
Performance
VLO vs. ECH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VLO achieves a 46.74% return, which is significantly higher than ECH's 2.23% return. Over the past 10 years, VLO has outperformed ECH with an annualized return of 20.94%, while ECH has yielded a comparatively lower 4.44% annualized return.
VLO
- 1D
- -1.45%
- 1M
- -6.44%
- YTD
- 46.74%
- 6M
- 46.81%
- 1Y
- 73.82%
- 3Y*
- 31.15%
- 5Y*
- 29.68%
- 10Y*
- 20.94%
ECH
- 1D
- -0.85%
- 1M
- 1.75%
- YTD
- 2.23%
- 6M
- 5.27%
- 1Y
- 36.61%
- 3Y*
- 14.33%
- 5Y*
- 12.22%
- 10Y*
- 4.44%
VLO vs. ECH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 46.74% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
ECH iShares MSCI Chile ETF | 2.23% | 65.41% | -8.67% | 9.01% | 25.12% | -19.80% | -7.13% | -17.79% | -18.98% | 41.79% |
Correlation
The correlation between VLO and ECH is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.32 |
The correlation between VLO and ECH shifts across timeframes, from -0.11 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VLO vs. ECH — Risk / Return Rank
VLO
ECH
VLO vs. ECH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and iShares MSCI Chile ETF (ECH). 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 | ECH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 1.86 | +3.37 |
| Martin ratioReturn relative to average drawdown | 12.85 | 4.41 | +8.44 |
Loading charts...
Drawdowns
VLO vs. ECH - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, which is greater than ECH's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for VLO and ECH.
Loading charts...
Drawdown Indicators
| VLO | ECH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -74.08% | -13.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -19.74% | +5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -25.59% | -15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -25.59% | -15.63% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -66.89% | -4.99% |
Current DrawdownCurrent decline from peak | -9.62% | -24.03% | +14.41% |
Average DrawdownAverage peak-to-trough decline | -34.24% | -37.48% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 8.33% | -2.57% |
Volatility
VLO vs. ECH - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 10.17% compared to iShares MSCI Chile ETF (ECH) at 9.09%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than ECH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VLO | ECH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 9.09% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 27.59% | 21.20% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.09% | 25.51% | +9.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.94% | 27.63% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.39% | 27.27% | +13.12% |
Dividends
VLO vs. ECH - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.97%, more than ECH's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 1.93% | 2.01% | 3.12% | 4.77% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% |
VLO Valero Energy Corporation | 1.97% | 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 ECH have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.17%) compared to ECH (9.09%). In terms of maximum drawdown, VLO dropped -87.50% vs ECH's -74.08%.
VLO currently has the higher Sharpe Ratio (2.12 vs 1.44), 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.
Find the right allocation for VLO and ECH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer