VLO vs. SLF
VLO (Valero Energy Corporation) and SLF (Sun Life Financial Inc.) are both stocks. VLO operates in Oil & Gas Refining & Marketing (Energy), while SLF operates in Insurance - Diversified (Financial Services). Over the past 10 years, VLO returned 21.00%/yr vs 12.37%/yr for SLF. At a 0.32 correlation, their price movements are largely independent.
Performance
VLO vs. SLF - Performance Comparison
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Returns By Period
In the year-to-date period, VLO achieves a 58.86% return, which is significantly higher than SLF's 20.52% return. Over the past 10 years, VLO has outperformed SLF with an annualized return of 21.00%, while SLF has yielded a comparatively lower 12.37% annualized return.
VLO
- 1D
- -1.17%
- 1M
- 6.63%
- YTD
- 58.86%
- 6M
- 48.51%
- 1Y
- 104.41%
- 3Y*
- 36.67%
- 5Y*
- 29.38%
- 10Y*
- 21.00%
SLF
- 1D
- 1.04%
- 1M
- 6.24%
- YTD
- 20.52%
- 6M
- 28.38%
- 1Y
- 17.74%
- 3Y*
- 18.69%
- 5Y*
- 11.22%
- 10Y*
- 12.37%
VLO vs. SLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 58.86% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
SLF Sun Life Financial Inc. | 20.52% | 9.72% | 19.48% | 17.77% | -12.89% | 29.71% | 1.55% | 42.69% | -16.37% | 11.18% |
Correlation
The correlation between VLO and SLF 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2000 | 0.32 |
The correlation between VLO and SLF shifts across timeframes, from -0.11 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VLO:
$76.23B
SLF:
$29.68B
VLO:
$13.77
SLF:
$6.22
VLO:
18.58
SLF:
11.84
VLO:
0.62
SLF:
0.99
VLO:
2.83
SLF:
1.30
VLO:
$126.17B
SLF:
$39.40B
VLO:
$12.45B
SLF:
$20.48B
VLO:
$9.02B
SLF:
$4.74B
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Return for Risk
VLO vs. SLF — Risk / Return Rank
VLO
SLF
VLO vs. SLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and Sun Life Financial Inc. (SLF). 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 | SLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.18 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 7.57 | 1.20 | +6.37 |
| Martin ratioReturn relative to average drawdown | 18.85 | 2.59 | +16.26 |
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 | SLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.08 | 0.89 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.58 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.54 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.42 | -0.14 |
Drawdowns
VLO vs. SLF - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, which is greater than SLF's maximum drawdown of -78.60%. Use the drawdown chart below to compare losses from any high point for VLO and SLF.
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Drawdown Indicators
| VLO | SLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -78.60% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -14.91% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -14.91% | -26.31% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -30.77% | -10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -50.84% | -21.04% |
Current DrawdownCurrent decline from peak | -2.15% | 0.00% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -34.27% | -16.88% | -17.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 6.90% | -1.21% |
Volatility
VLO vs. SLF - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 9.98% compared to Sun Life Financial Inc. (SLF) at 7.07%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than SLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLO | SLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 7.07% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 14.13% | +13.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.83% | 20.12% | +14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.91% | 19.42% | +17.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.39% | 22.89% | +17.50% |
Dividends
VLO vs. SLF - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.82%, less than SLF's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF Sun Life Financial Inc. | 3.60% | 4.03% | 4.00% | 4.98% | 4.59% | 3.32% | 3.69% | 3.47% | 4.71% | 3.17% | 3.98% | 4.64% |
VLO Valero Energy Corporation | 1.82% | 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. SLF - Financials Comparison
This section allows you to compare key financial metrics between Valero Energy Corporation and Sun Life Financial Inc.. 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. SLF - 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%.
SLF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a gross profit of 8.88B and revenue of 8.88B. Therefore, the gross margin over that period was 100.0%.
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%.
SLF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported an operating income of 633.63M and revenue of 8.88B, resulting in an operating margin of 7.1%.
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%.
SLF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sun Life Financial Inc. reported a net income of 537.39M and revenue of 8.88B, resulting in a net margin of 6.1%.
Frequently Asked Questions
VLO and SLF 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 (9.98%) compared to SLF (7.07%). In terms of maximum drawdown, VLO dropped -87.50% vs SLF's -78.60%.
VLO currently has the higher Sharpe Ratio (3.08 vs 0.89), 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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