Valero Energy (VLO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Valero Energy, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $390.42 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +42.99% |
| Total return over period | +190.31% |
| Annualized volatility | 34.27% |
| Period volatility | 59.15% |
| Sharpe ratio | 1.14 |
| Sortino ratio | 1.68 |
| Max drawdown | -41.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.62% |
| Correlation with the S&P 500 | 0.26 |
| Period range | $101.22 – $390.42 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Valero Energy (VLO) has posted an annualized return of +42.99% with annual volatility of 34.27%, a Sharpe ratio of 1.14. Its worst stretch (max drawdown from a peak) was -41.22%. Its correlation with the S&P 500 is 0.26, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how VLO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Valero Energy (VLO) is of the S&P 500.
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