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.
Key characteristics
| VLO | ^GSPC | |
|---|---|---|
| YTD Return | 28.51% | 6.92% |
| 1Y Return | 49.45% | 23.33% |
| 3Y Return (Ann) | 37.38% | 6.81% |
| 5Y Return (Ann) | 18.17% | 11.66% |
| 10Y Return (Ann) | 15.76% | 10.52% |
| Sharpe Ratio | 1.71 | 2.19 |
| Daily Std Dev | 27.44% | 11.75% |
| Max Drawdown | -81.53% | -56.78% |
| Current Drawdown | -9.59% | -2.94% |
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
In the year-to-date period, VLO achieves a 28.51% return, which is significantly higher than ^GSPC's 6.92% return. Over the past 10 years, VLO has outperformed ^GSPC with an annualized return of 15.76%, while ^GSPC has yielded a comparatively lower 10.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 -81.53%, 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 7.02% compared to S&P 500 (^GSPC) at 3.65%. 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.