VLO vs. VRTX
VLO (Valero Energy Corporation) and VRTX (Vertex Pharmaceuticals Incorporated) are both stocks. VLO operates in Oil & Gas Refining & Marketing (Energy), while VRTX operates in Biotechnology (Healthcare). Over the past 10 years, VLO returned 24.27%/yr vs 17.01%/yr for VRTX. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
VLO vs. VRTX - Performance Comparison
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Returns By Period
In the year-to-date period, VLO achieves a 95.06% return, which is significantly higher than VRTX's 5.24% return. Over the past 10 years, VLO has outperformed VRTX with an annualized return of 24.27%, while VRTX has yielded a comparatively lower 17.01% annualized return.
VLO
- 1D
- 0.77%
- 1M
- 17.31%
- 6M
- 75.02%
- YTD
- 95.06%
- 1Y
- 139.93%
- 3Y*
- 38.55%
- 5Y*
- 40.80%
- 10Y*
- 24.27%
- ALL TIME*
- 12.12%
VRTX
- 1D
- -0.95%
- 1M
- -9.65%
- 6M
- 1.53%
- YTD
- 5.24%
- 1Y
- 3.24%
- 3Y*
- 11.12%
- 5Y*
- 18.80%
- 10Y*
- 17.01%
- ALL TIME*
- 14.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $762.26M | $792.87M | $797.44M | |
| $626.02M | $723.46M | $724.71M |
VLO vs. VRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 95.06% | 36.97% | -2.96% | 5.86% | 74.95% | 40.25% | -35.69% | 30.27% | -15.73% | 38.66% |
VRTX Vertex Pharmaceuticals Incorporated | 5.24% | 12.58% | -1.03% | 40.90% | 31.50% | -7.08% | 7.94% | 32.13% | 10.58% | 103.42% |
Correlation
The correlation between VLO and VRTX is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 1991 | 0.18 |
The correlation between VLO and VRTX shifts across timeframes, from -0.12 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
VLO:
$92.91B
VRTX:
$121.09B
VLO:
$23.92
VRTX:
$16.90
VLO:
13.08
VRTX:
28.23
VLO:
0.05
VRTX:
2.35
VLO:
0.67
VRTX:
9.99
VLO:
3.70
VRTX:
4.62
VLO:
$140.76B
VRTX:
$12.26B
VLO:
$5.03B
VRTX:
$10.57B
VLO:
$12.31B
VRTX:
$5.19B
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Return for Risk
VLO vs. VRTX — Risk / Return Rank
VLO
VRTX
VLO vs. VRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and Vertex Pharmaceuticals Incorporated (VRTX). 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 | VRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.06 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 11.02 | 0.20 | +10.82 |
| Martin ratioReturn relative to average drawdown | 28.02 | 0.40 | +27.61 |
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Drawdowns
VLO vs. VRTX - Drawdown Comparison
The maximum VLO drawdown since its inception was -87.50%, roughly equal to the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for VLO and VRTX.
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Drawdown Indicators
| VLO | VRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.50% | -91.77% | +4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -22.39% | +10.27% |
Max Drawdown (3Y)Largest decline over 3 years | -41.22% | -29.07% | -12.15% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -29.07% | -12.15% |
Max Drawdown (10Y)Largest decline over 10 years | -71.88% | -41.60% | -30.28% |
Current DrawdownCurrent decline from peak | -0.22% | -9.91% | +9.69% |
Average DrawdownAverage peak-to-trough decline | -34.16% | -37.62% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 10.97% | -6.21% |
Volatility
VLO vs. VRTX - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 10.76% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 9.31%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than VRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLO | VRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.76% | 9.31% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 21.34% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 34.90% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 28.77% | +8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.52% | 32.72% | +7.80% |
Dividends
VLO vs. VRTX - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 1.51%, while VRTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 1.51% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
VRTX Vertex Pharmaceuticals Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
VLO vs. VRTX - Financials Comparison
This section allows you to compare key financial metrics between Valero Energy Corporation and Vertex Pharmaceuticals Incorporated. 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. VRTX - Profitability Comparison
VLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Valero Energy Corporation reported a gross profit of -2.88B and revenue of 44.48B. Therefore, the gross margin over that period was -6.5%.
VRTX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.59B and revenue of 2.99B. Therefore, the gross margin over that period was 86.9%.
VLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Valero Energy Corporation reported an operating income of 5.20B and revenue of 44.48B, resulting in an operating margin of 11.7%.
VRTX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Vertex Pharmaceuticals Incorporated reported an operating income of 1.14B and revenue of 2.99B, resulting in an operating margin of 38.1%.
VLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Valero Energy Corporation reported a net income of 3.72B and revenue of 44.48B, resulting in a net margin of 8.4%.
VRTX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Vertex Pharmaceuticals Incorporated reported a net income of 1.03B and revenue of 2.99B, resulting in a net margin of 34.5%.
Frequently Asked Questions
VLO and VRTX have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.76%) compared to VRTX (9.31%). In terms of maximum drawdown, VLO dropped -87.50% vs VRTX's -91.77%.
VLO currently has the higher Sharpe Ratio (3.75 vs 0.13), 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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