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

Correlation

The correlation between VLO and VOO is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

VLO vs. VOO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,050.75%
557.08%
VLO
VOO

Key characteristics

Sharpe Ratio

VLO:

-0.81

VOO:

0.54

Sortino Ratio

VLO:

-1.01

VOO:

0.88

Omega Ratio

VLO:

0.87

VOO:

1.13

Calmar Ratio

VLO:

-0.73

VOO:

0.55

Martin Ratio

VLO:

-1.73

VOO:

2.27

Ulcer Index

VLO:

17.34%

VOO:

4.55%

Daily Std Dev

VLO:

37.06%

VOO:

19.19%

Max Drawdown

VLO:

-87.50%

VOO:

-33.99%

Current Drawdown

VLO:

-36.07%

VOO:

-9.90%

Returns By Period

In the year-to-date period, VLO achieves a -6.35% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, VLO has underperformed VOO with an annualized return of 11.21%, while VOO has yielded a comparatively higher 12.07% annualized return.


VLO

YTD

-6.35%

1M

-15.35%

6M

-12.63%

1Y

-29.85%

5Y*

21.82%

10Y*

11.21%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

VLO vs. VOO — 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 99
Overall Rank
The Sharpe Ratio Rank of VLO is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of VLO is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VLO is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VLO is 88
Calmar Ratio Rank
The Martin Ratio Rank of VLO is 33
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for VLO, currently valued at -0.81, compared to the broader market-2.00-1.000.001.002.003.00
VLO: -0.81
VOO: 0.54
The chart of Sortino ratio for VLO, currently valued at -1.01, compared to the broader market-6.00-4.00-2.000.002.004.00
VLO: -1.01
VOO: 0.88
The chart of Omega ratio for VLO, currently valued at 0.87, compared to the broader market0.501.001.502.00
VLO: 0.87
VOO: 1.13
The chart of Calmar ratio for VLO, currently valued at -0.73, compared to the broader market0.001.002.003.004.005.00
VLO: -0.73
VOO: 0.55
The chart of Martin ratio for VLO, currently valued at -1.73, compared to the broader market-5.000.005.0010.0015.0020.00
VLO: -1.73
VOO: 2.27

The current VLO Sharpe Ratio is -0.81, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VLO and VOO, 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
-0.81
0.54
VLO
VOO

Dividends

VLO vs. VOO - Dividend Comparison

VLO's dividend yield for the trailing twelve months is around 3.81%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VLO
Valero Energy Corporation
3.81%3.49%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VLO vs. VOO - Drawdown Comparison

The maximum VLO drawdown since its inception was -87.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VLO and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.07%
-9.90%
VLO
VOO

Volatility

VLO vs. VOO - Volatility Comparison

Valero Energy Corporation (VLO) has a higher volatility of 22.51% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than VOO 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
22.51%
13.96%
VLO
VOO