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:
-0.17
^GSPC:
1.83
VLO:
-0.05
^GSPC:
2.46
VLO:
0.99
^GSPC:
1.34
VLO:
-0.16
^GSPC:
2.72
VLO:
-0.30
^GSPC:
11.89
VLO:
16.89%
^GSPC:
1.94%
VLO:
29.04%
^GSPC:
12.57%
VLO:
-81.92%
^GSPC:
-56.78%
VLO:
-32.20%
^GSPC:
-3.66%
Returns By Period
In the year-to-date period, VLO achieves a -3.63% return, which is significantly lower than ^GSPC's 23.00% return. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 14.02%, while ^GSPC has yielded a comparatively lower 10.96% annualized return.
VLO
-3.63%
-14.82%
-17.65%
-6.23%
9.65%
14.02%
^GSPC
23.00%
-0.84%
7.20%
24.88%
12.77%
10.96%
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Risk-Adjusted Performance
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 6.22% compared to S&P 500 (^GSPC) at 3.62%. 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.