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VVV vs. UPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VVV vs. UPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valvoline Inc. (VVV) and United Parcel Service, Inc. (UPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVV achieves a 33.48% return, which is significantly higher than UPS's 11.09% return.


VVV

1D
0.99%
1M
-0.74%
6M
17.08%
YTD
33.48%
1Y
10.77%
3Y*
1.92%
5Y*
5.24%
10Y*
ALL TIME*
6.05%

UPS

1D
2.54%
1M
-3.42%
6M
-0.08%
YTD
11.09%
1Y
35.17%
3Y*
-11.36%
5Y*
-6.83%
10Y*
3.70%
ALL TIME*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$650.90M$585.61M$578.24M
$68.22M$71.85M$80.35M

VVV vs. UPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVV
Valvoline Inc.
33.48%-19.68%-3.73%15.10%-11.05%63.81%10.53%13.02%-21.59%17.70%
UPS
United Parcel Service, Inc.
11.09%-15.93%-15.93%-5.96%-16.21%30.02%48.64%24.24%-15.48%7.14%

Correlation

The correlation between VVV and UPS is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2016

0.37

Fundamentals

Market Cap

VVV:

$4.95B

UPS:

$90.77B

EPS

VVV:

$0.67

UPS:

$5.37

PE Ratio

VVV:

57.86

UPS:

19.89

PS Ratio

VVV:

2.84

UPS:

1.01

PB Ratio

VVV:

14.08

UPS:

6.04

Total Revenue (TTM)

VVV:

$1.76B

UPS:

$89.93B

Gross Profit (TTM)

VVV:

$678.10M

UPS:

$8.57B

EBITDA (TTM)

VVV:

$362.30M

UPS:

$7.78B

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Return for Risk

VVV vs. UPS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VVV
VVV Risk / Return Rank: 5353
Overall Rank
VVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
VVV Omega Ratio Rank: 4949
Omega Ratio Rank
VVV Calmar Ratio Rank: 5454
Calmar Ratio Rank
VVV Martin Ratio Rank: 5353
Martin Ratio Rank

UPS
UPS Risk / Return Rank: 7777
Overall Rank
UPS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UPS Sortino Ratio Rank: 7474
Sortino Ratio Rank
UPS Omega Ratio Rank: 7777
Omega Ratio Rank
UPS Calmar Ratio Rank: 7777
Calmar Ratio Rank
UPS Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VVV vs. UPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Valvoline Inc. (VVV) and United Parcel Service, Inc. (UPS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VVVUPSDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.08

1.24

-0.16

Calmar ratioReturn relative to maximum drawdown

0.37

1.78

-1.40

Martin ratioReturn relative to average drawdown

0.69

4.34

-3.65

VVV vs. UPS - Sharpe Ratio Comparison

The current VVV Sharpe Ratio is 0.35, which is lower than the UPS Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VVV and UPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VVV vs. UPS - Drawdown Comparison

The maximum VVV drawdown since its inception was -62.46%, which is greater than UPS's maximum drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for VVV and UPS.


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Drawdown Indicators


VVVUPSDifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-57.92%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-19.90%

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-49.04%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-57.92%

+18.57%

Max Drawdown (10Y)

Largest decline over 10 years

-57.92%

Current Drawdown

Current decline from peak

-18.51%

-42.87%

+24.36%

Average Drawdown

Average peak-to-trough decline

-14.11%

-15.46%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

8.13%

+7.61%

Volatility

VVV vs. UPS - Volatility Comparison

The current volatility for Valvoline Inc. (VVV) is 7.25%, while United Parcel Service, Inc. (UPS) has a volatility of 10.63%. This indicates that VVV experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVVUPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

10.63%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

23.25%

23.92%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

30.85%

29.00%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.60%

28.73%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.84%

27.85%

+4.99%

Dividends

VVV vs. UPS - Dividend Comparison

VVV has not paid dividends to shareholders, while UPS's dividend yield for the trailing twelve months is around 6.14%.


PositionTTM20252024202320222021202020192018201720162015
UPS
United Parcel Service, Inc.
6.14%6.61%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%
VVV
Valvoline Inc.
0.00%0.00%0.00%0.00%1.53%1.34%2.01%2.01%1.70%0.88%0.23%0.00%

Financials

VVV vs. UPS - Financials Comparison

This section allows you to compare key financial metrics between Valvoline Inc. and United Parcel Service, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

VVV vs. UPS - Profitability Comparison

The chart below illustrates the profitability comparison between Valvoline Inc. and United Parcel Service, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

VVV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Valvoline Inc. reported a gross profit of 150.50M and revenue of 403.20M. Therefore, the gross margin over that period was 37.3%.

UPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, United Parcel Service, Inc. reported a gross profit of -3.36B and revenue of 22.83B. Therefore, the gross margin over that period was -14.7%.

VVV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Valvoline Inc. reported an operating income of 86.00M and revenue of 403.20M, resulting in an operating margin of 21.3%.

UPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, United Parcel Service, Inc. reported an operating income of 930.00M and revenue of 22.83B, resulting in an operating margin of 4.1%.

VVV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Valvoline Inc. reported a net income of 37.60M and revenue of 403.20M, resulting in a net margin of 9.3%.

UPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, United Parcel Service, Inc. reported a net income of 604.00M and revenue of 22.83B, resulting in a net margin of 2.7%.


Frequently Asked Questions


VVV and UPS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UPS has higher volatility (10.63%) compared to VVV (7.25%). In terms of maximum drawdown, VVV dropped -62.46% vs UPS's -57.92%.

UPS currently has the higher Sharpe Ratio (1.22 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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