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VLO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLO and SPY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

VLO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valero Energy Corporation (VLO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,684.30%
1,966.50%
VLO
SPY

Key characteristics

Sharpe Ratio

VLO:

-1.15

SPY:

-0.09

Sortino Ratio

VLO:

-1.61

SPY:

-0.02

Omega Ratio

VLO:

0.79

SPY:

1.00

Calmar Ratio

VLO:

-0.98

SPY:

-0.09

Martin Ratio

VLO:

-1.81

SPY:

-0.45

Ulcer Index

VLO:

22.25%

SPY:

3.31%

Daily Std Dev

VLO:

34.87%

SPY:

15.87%

Max Drawdown

VLO:

-81.92%

SPY:

-55.19%

Current Drawdown

VLO:

-41.22%

SPY:

-17.32%

Returns By Period

The year-to-date returns for both investments are quite close, with VLO having a -13.90% return and SPY slightly higher at -13.53%. Over the past 10 years, VLO has underperformed SPY with an annualized return of 10.29%, while SPY has yielded a comparatively higher 11.25% annualized return.


VLO

YTD

-13.90%

1M

-14.02%

6M

-25.33%

1Y

-40.32%

5Y*

26.28%

10Y*

10.29%

SPY

YTD

-13.53%

1M

-13.08%

6M

-11.25%

1Y

-0.26%

5Y*

17.01%

10Y*

11.25%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VLO vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VLO
The Risk-Adjusted Performance Rank of VLO is 55
Overall Rank
The Sharpe Ratio Rank of VLO is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of VLO is 77
Sortino Ratio Rank
The Omega Ratio Rank of VLO is 77
Omega Ratio Rank
The Calmar Ratio Rank of VLO is 11
Calmar Ratio Rank
The Martin Ratio Rank of VLO is 55
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 2121
Overall Rank
The Sharpe Ratio Rank of SPY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VLO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for VLO, currently valued at -1.15, compared to the broader market-2.00-1.000.001.002.00
VLO: -1.15
SPY: -0.09
The chart of Sortino ratio for VLO, currently valued at -1.61, compared to the broader market-6.00-4.00-2.000.002.004.00
VLO: -1.61
SPY: -0.02
The chart of Omega ratio for VLO, currently valued at 0.79, compared to the broader market0.501.001.502.00
VLO: 0.79
SPY: 1.00
The chart of Calmar ratio for VLO, currently valued at -0.98, compared to the broader market0.001.002.003.004.00
VLO: -0.98
SPY: -0.09
The chart of Martin ratio for VLO, currently valued at -1.81, compared to the broader market-10.000.0010.0020.00
VLO: -1.81
SPY: -0.45

The current VLO Sharpe Ratio is -1.15, which is lower than the SPY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VLO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.15
-0.09
VLO
SPY

Dividends

VLO vs. SPY - Dividend Comparison

VLO's dividend yield for the trailing twelve months is around 4.15%, more than SPY's 1.42% yield.


TTM20242023202220212020201920182017201620152014
VLO
Valero Energy Corporation
4.15%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%
SPY
SPDR S&P 500 ETF
1.42%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VLO vs. SPY - Drawdown Comparison

The maximum VLO drawdown since its inception was -81.92%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VLO and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.22%
-17.32%
VLO
SPY

Volatility

VLO vs. SPY - Volatility Comparison

Valero Energy Corporation (VLO) has a higher volatility of 19.18% compared to SPDR S&P 500 ETF (SPY) at 9.29%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.18%
9.29%
VLO
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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