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:
-0.80
^GSPC:
0.49
VLO:
-0.99
^GSPC:
0.81
VLO:
0.87
^GSPC:
1.12
VLO:
-0.72
^GSPC:
0.50
VLO:
-1.72
^GSPC:
2.07
VLO:
17.25%
^GSPC:
4.57%
VLO:
37.05%
^GSPC:
19.43%
VLO:
-87.50%
^GSPC:
-56.78%
VLO:
-36.35%
^GSPC:
-10.73%
Returns By Period
The year-to-date returns for both investments are quite close, with VLO having a -6.77% return and ^GSPC slightly higher at -6.75%. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 11.03%, while ^GSPC has yielded a comparatively lower 10.05% annualized return.
VLO
-6.77%
-14.12%
-12.34%
-30.11%
21.73%
11.03%
^GSPC
-6.75%
-5.05%
-5.60%
8.15%
14.14%
10.05%
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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 -87.50%, 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 22.64% compared to S&P 500 (^GSPC) at 14.23%. 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.