Valero Energy (VLO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Valero Energy, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $311.73 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +38.39% |
| Total return over period | +163.68% |
| Annualized volatility | 34.16% |
| Sharpe ratio | 1.02 |
| Sortino ratio | 1.49 |
| Max drawdown | -41.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.64% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $101.22 – $314.80 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Valero Energy (VLO) has posted an annualized return of +38.39% with annual volatility of 34.16%, a Sharpe ratio of 1.02. Its worst stretch (max drawdown from a peak) was -41.22%. Its correlation with the S&P 500 is 0.27, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with VLO →
Other Energy stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio