RECT vs VLO: Correlation
Measured on weekly returns over the past three years, Rectitude Holdings Ltd (RECT) and Valero Energy (VLO) carry a correlation of -0.20, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RECT and VLO?
Across a 3-year window, the weekly returns of RECT and VLO correlate at -0.20, negative, meaning they tend to move in opposite directions. The relationship has been stable: the 1-year correlation (-0.25) sits close to the 3-year figure. Stretching to 5 years gives n/a, with an annualized covariance of -473.4 %².
By 3-year correlation, VLO places #13 of the 18 assets tracked against RECT. Their recent paths diverged sharply: over the last 12 months VLO outperformed by 206.9 percentage points (-72.1% for RECT against +134.8% for VLO). Risk is not evenly split, since RECT carries 1.9 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
RECT vs VLO: side by side
| RECT (Rectitude Holdings Ltd) | VLO (Valero Energy) | |
|---|---|---|
| 1-year return | -72.1% | +134.8% |
| 5-year return | n/a | +512.9% |
| Volatility (ann.) | 65.0% | 34.8% |
| Beta vs S&P 500 | 0.67 | 0.55 |
| Max drawdown (3Y) | -85.4% | -41.2% |
| Market cap | – | $99.8B |
| P/E (trailing) | 6.4 | 14.5 |
| Dividend yield | 0.00% | 1.34% |
| Sector / category | US Listed | Energy |
Year-by-year returns
| Year | RECT | VLO |
|---|---|---|
| 2022 | – | +75.0% |
| 2023 | – | +5.9% |
| 2024 | – | -3.0% |
| 2025 | -74.1% | +37.0% |
| 2026 | -27.0% | +116.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RECT and VLO good diversifiers for each other?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
FAQ
What is the correlation between RECT and VLO?
The RECT/VLO correlation stands at -0.20 on a 3-year window (1 year: -0.25, 5 years: n/a), computed from weekly returns as of 2026-08-27.
Is VLO a good diversifier for RECT?
By historical standards, yes. A correlation of -0.20 means the two rarely move for the same reasons.
What does a correlation of -0.20 mean?
A reading of -0.20 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: RECT correlations · VLO correlations
