VLO vs. ^GSPC
Compare and contrast key facts about Valero Energy Corporation (VLO) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLO or ^GSPC.
Correlation
The correlation between VLO and ^GSPC is 0.36, 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.
Performance
VLO vs. ^GSPC - Performance Comparison
Key characteristics
VLO:
0.27
^GSPC:
1.74
VLO:
0.57
^GSPC:
2.35
VLO:
1.07
^GSPC:
1.32
VLO:
0.23
^GSPC:
2.62
VLO:
0.42
^GSPC:
10.82
VLO:
18.64%
^GSPC:
2.05%
VLO:
29.20%
^GSPC:
12.77%
VLO:
-81.92%
^GSPC:
-56.78%
VLO:
-25.34%
^GSPC:
-4.06%
Returns By Period
In the year-to-date period, VLO achieves a 9.36% return, which is significantly higher than ^GSPC's -0.66% return. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 15.99%, while ^GSPC has yielded a comparatively lower 11.24% annualized return.
VLO
9.36%
3.81%
-8.64%
4.91%
12.59%
15.99%
^GSPC
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
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Risk-Adjusted Performance
VLO vs. ^GSPC — Risk-Adjusted Performance Rank
VLO
^GSPC
VLO vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Valero Energy Corporation (VLO) and S&P 500 (^GSPC). 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.
Drawdowns
VLO vs. ^GSPC - Drawdown Comparison
The maximum VLO drawdown since its inception was -81.92%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VLO and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VLO vs. ^GSPC - Volatility Comparison
Valero Energy Corporation (VLO) has a higher volatility of 8.53% compared to S&P 500 (^GSPC) at 4.57%. This indicates that VLO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.