VLO vs. VRTX
Compare and contrast key facts about Valero Energy Corporation (VLO) and Vertex Pharmaceuticals Incorporated (VRTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or VRTX.
Performance
VLO vs. VRTX - Performance Comparison
Returns By Period
In the year-to-date period, VLO achieves a 10.11% return, which is significantly lower than VRTX's 14.45% return. Both investments have delivered pretty close results over the past 10 years, with VLO having a 15.27% annualized return and VRTX not far ahead at 15.45%.
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
VRTX
14.45%
-4.42%
4.60%
35.77%
17.32%
15.45%
Fundamentals
| VLO | VRTX | |
|---|---|---|
| Market Cap | $43.38B | $126.19B |
| EPS | $11.37 | -$1.91 |
| PEG Ratio | 0.21 | 1.32 |
| Total Revenue (TTM) | $134.49B | $10.61B |
| Gross Profit (TTM) | $5.88B | $9.14B |
| EBITDA (TTM) | $7.73B | -$147.50M |
Key characteristics
| VLO | VRTX | |
|---|---|---|
| Sharpe Ratio | 0.48 | 1.36 |
| Sortino Ratio | 0.85 | 2.20 |
| Omega Ratio | 1.10 | 1.28 |
| Calmar Ratio | 0.47 | 2.79 |
| Martin Ratio | 0.91 | 6.05 |
| Ulcer Index | 15.19% | 5.51% |
| Daily Std Dev | 29.11% | 24.44% |
| Max Drawdown | -81.92% | -91.77% |
| Current Drawdown | -22.53% | -9.88% |
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Correlation
The correlation between VLO and VRTX is 0.19, 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.
Risk-Adjusted Performance
VLO vs. VRTX - Risk-Adjusted Performance 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.
Dividends
VLO vs. VRTX - Dividend Comparison
VLO's dividend yield for the trailing twelve months is around 2.29%, while VRTX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLO Valero Energy Corporation | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
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% |
Drawdowns
VLO vs. VRTX - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, smaller than the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for VLO and VRTX. For additional features, visit the drawdowns tool.
Volatility
VLO vs. VRTX - Volatility Comparison
The current volatility for Valero Energy Corporation (VLO) is 7.84%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 9.96%. This indicates that VLO experiences smaller price fluctuations and is considered to be less risky than VRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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