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VLO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.4

Performance

VLO vs. ^GSPC - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-8.64%
3.10%
VLO
^GSPC

Key characteristics

Sharpe Ratio

VLO:

0.27

^GSPC:

1.74

Sortino Ratio

VLO:

0.57

^GSPC:

2.35

Omega Ratio

VLO:

1.07

^GSPC:

1.32

Calmar Ratio

VLO:

0.23

^GSPC:

2.62

Martin Ratio

VLO:

0.42

^GSPC:

10.82

Ulcer Index

VLO:

18.64%

^GSPC:

2.05%

Daily Std Dev

VLO:

29.20%

^GSPC:

12.77%

Max Drawdown

VLO:

-81.92%

^GSPC:

-56.78%

Current Drawdown

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

YTD

9.36%

1M

3.81%

6M

-8.64%

1Y

4.91%

5Y*

12.59%

10Y*

15.99%

^GSPC

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

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Risk-Adjusted Performance

VLO vs. ^GSPC — 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 5555
Overall Rank
The Sharpe Ratio Rank of VLO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VLO is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VLO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VLO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VLO is 5454
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
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. ^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.


Sharpe ratio
The chart of Sharpe ratio for VLO, currently valued at 0.27, compared to the broader market-2.000.002.000.271.74
The chart of Sortino ratio for VLO, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.572.35
The chart of Omega ratio for VLO, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.32
The chart of Calmar ratio for VLO, currently valued at 0.23, compared to the broader market0.002.004.006.000.232.62
The chart of Martin ratio for VLO, currently valued at 0.42, compared to the broader market0.0010.0020.000.4210.82
VLO
^GSPC

The current VLO Sharpe Ratio is 0.27, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VLO and ^GSPC, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.27
1.74
VLO
^GSPC

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-25.34%
-4.06%
VLO
^GSPC

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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
8.53%
4.57%
VLO
^GSPC
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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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