VLO·Valero Energy Corporation

Realized volatility (21d)

54.5% 94th pct

Below its peak

-21.3%

vs 200-day average

+26.0%

Up days (1y)

55%

Valero Energy Corporation is currently running 54.5% annualised volatility over the last 21 sessions. Measured against VLO's own 13 years of daily returns rather than a market-wide average, that is the 94th percentile — an extreme by its own standards, against a typical reading of 31.3%.

VLO is trading -21.3% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -28.8%, and the deepest was -65.2% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +26.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 86th percentile — a wider gap than this stock usually carries. Over the past year VLO closed higher on 55% of sessions, and it is currently 2 sessions into a falling streak.

On November specifically: over 13 years of records, VLO finished the month higher 8 of 13 times, with a median return of +3.3% and an average of +3.4%. Its strongest month historically has been January at +4.4% on average, its weakest June at -0.8%.

Overnight risk is measurable too: VLO has opened more than 2% away from the prior close in 115 of 3,268 sessions (3.5% of the time), with the largest gaps running +9.8% and -5.1%.

Across the last 4 dated reports on file, VLO moved an average of 1.6% in the session after earnings, closing higher 1 of those 4 times, with a median move of -1.3% and a largest of -2.7%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against VLO's own 13-year history, not a peer group or index.